// Sample from Gaussian process // All data parameters must be passed as a list to the Stan call // Based on original file from https://code.google.com/p/stan/source/browse/src/models/misc/gaussian-process/ data { int N; real x[N]; real eta_sq; real rho_sq; real sigma_sq; } transformed data { vector[N] mu; cov_matrix[N] Sigma; for (i in 1:N) mu[i] <- 0; for (i in 1:N) for (j in 1:N) Sigma[i,j] <- eta_sq * exp(-rho_sq*pow(x[i] - x[j],2)) + if_else(i==j, sigma_sq, 0.0); } parameters { vector[N] y; } model { y ~ multi_normal(mu,Sigma); }