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Don't error on size-zero inputs to LKJ lpdf #3347

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Don't error on size-zero inputs to LKJ lpdf #3347

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3 changes: 2 additions & 1 deletion stan/math/prim/err/check_cholesky_factor.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@
#include <stan/math/prim/fun/to_ref.hpp>
#include <stan/math/prim/fun/value_of_rec.hpp>
#include <stan/math/prim/err/check_positive.hpp>
#include <stan/math/prim/err/check_nonnegative.hpp>
#include <stan/math/prim/err/check_less_or_equal.hpp>
#include <stan/math/prim/err/check_lower_triangular.hpp>
#include <stan/math/prim/err/make_iter_name.hpp>
Expand Down Expand Up @@ -34,7 +35,7 @@ inline void check_cholesky_factor(const char* function, const char* name,
const Mat& y) {
check_less_or_equal(function, "columns and rows of Cholesky factor", y.cols(),
y.rows());
check_positive(function, "columns of Cholesky factor", y.cols());
check_nonnegative(function, "columns of Cholesky factor", y.cols());
auto&& y_ref = to_ref(value_of_rec(y));
check_lower_triangular(function, name, y_ref);
check_positive(function, name, y_ref.diagonal());
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13 changes: 13 additions & 0 deletions test/unit/math/prim/prob/lkj_corr_test.cpp
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Expand Up @@ -3,6 +3,19 @@
#include <boost/random/mersenne_twister.hpp>
#include <boost/math/distributions.hpp>

TEST(ProbDistributionsLkjCorr, testZero) {
boost::random::mt19937 rng;
unsigned int K = 0;
Eigen::MatrixXd Sigma(K, K);
Sigma.setZero();
Sigma.diagonal().setOnes();
double eta = stan::math::uniform_rng(0, 2, rng);
double f = stan::math::do_lkj_constant(eta, K);
EXPECT_FLOAT_EQ(0, stan::math::lkj_corr_cholesky_lpdf(Sigma, eta));
eta = 1.0;
EXPECT_FLOAT_EQ(0, stan::math::lkj_corr_cholesky_lpdf(Sigma, eta));
}

TEST(ProbDistributionsLkjCorr, testIdentity) {
boost::random::mt19937 rng;
unsigned int K = 4;
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