Speeding up a multi_normal model

Algorithms
4

I know this is even more memory intensive, but I’ve gotten some pretty great results using both matrix and array-variables like this:

In data block:

matrix[N,K] x;

In model block:

matrix[N,J] xbeta_temp = x * beta;
row_vector[J] xbeta[N];
for (n in 1:N)
    xbeta[n] = xbeta_temp[n];

So here I’m benefiting from the quick matrix multiplication and just doing a row-wise (from 1 to N) assignment.

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