GitHub PullRequestEvent at 2014-07-21 18:22:19
Repository: stan
Actor: alyst
Payload: {"action":"opened","number":788,"pull_request":{"url":"https://api.github.com/repos/stan-dev/stan/pulls/788","id":18670393,"html_url":"https://github.com/stan-dev/stan/pull/788","diff_url":"https://github.com/stan-dev/stan/pull/788.diff","patch_url":"https://github.com/stan-dev/stan/pull/788.patch","issue_url":"https://api.github.com/repos/stan-dev/stan/issues/788","number":788,"state":"open","title":"Cholesky parametrization for multivariate Gaussian Process","user":{"login":"alyst","id":348591,"avatar_url":"https://avatars.githubusercontent.com/u/348591?","gravatar_id":"7c7c43ef9ee4c7a95b3819a28d2dac73","url":"https://api.github.com/users/alyst","html_url":"https://github.com/alyst","followers_url":"https://api.github.com/users/alyst/followers","following_url":"https://api.github.com/users/alyst/following{/other_user}","gists_url":"https://api.github.com/users/alyst/gists{/gist_id}","starred_url":"https://api.github.com/users/alyst/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/alyst/subscriptions","organizations_url":"https://api.github.com/users/alyst/orgs","repos_url":"https://api.github.com/users/alyst/repos","events_url":"https://api.github.com/users/alyst/events{/privacy}","received_events_url":"https://api.github.com/users/alyst/received_events","type":"User","site_admin":false},"body":"The PR does 2 things\r\n\r\n* Rearranges a bit the code for `multi_normal`, `multi_normal_cholesky` and `multi_gp` distributions, so that the textual comparison of these sources gives a better idea what parts are the same and what is different.\r\n* Implements `multi_gp_cholesky` (distribution, tests, docs), i.e. the multivariate Gaussian Process with the Cholesky factor parametrization of the kernel matrix. 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