I’ve got a matrix in my model block:
matrix[3,5] x;
Which I need to pass to cov_exp_quad, which expects an array of vectors, i.e.:
vector[5] x[3];
Is there a simple way to convert it, something like to_vector? If x was in the data block it would be fine, but x results from some linear algebra operations so I think it has to be a matrix.
You have to loop over the rows.
This is pretty similar to what I was asking a few days ago here.
I found that the best way, as @bgoodri suggested, is to use a for-loop to convert one object into another.
So use the matrix variable to perform your linear algebra operations, but then create a new variable (say x_temp) and add a for loop to copy each row of x to x_temp.
We need to have built-ins for this. I created a feature request:
Related to this, apologies if obvious but wasn’t clear to me from above or the Stan user manual.
Is the following correct?
vector[N] x[K] specifies an object x which is an array (length K ) of vectors (length N). And to access the first vector (length N) in the array, you can do x[1, ]
Yes that is correct. You may be viewing an older version of the manual. The updated version uses the array syntax and discusses this 18.4 Multiple indexes with vectors and matrices | Stan User’s Guide.