Merge pull request #3084 from stan-dev/fix/gp_matern32-indexing-error

Fix index-out-of-bounds in gp_matern32_cov

Author: WardBrian

stan/math/prim/fun/gp_matern32_cov.hpp

@@ -118,15 +118,15 @@ gp_matern32_cov(const std::vector<Eigen::Matrix<T_x, -1, 1>> &x,
     return cov;
   }
   const char *function = "gp_matern32_cov";
-  size_t l_size = length_scale.size();
   for (size_t n = 0; n < x_size; ++n) {
     check_not_nan(function, "x", x[n]);
   }
 
   check_positive_finite(function, "magnitude", sigma);
   check_positive_finite(function, "length scale", length_scale);
 
-  for (size_t n = 0; n < x_size; ++n) {
+  size_t l_size = length_scale.size();
+  for (size_t n = 0; n < l_size; ++n) {
     check_not_nan(function, "length scale", length_scale[n]);
   }
 

test/unit/math/prim/fun/gp_matern32_cov_test.cpp

@@ -543,3 +543,12 @@ TEST(MathPrimMat, check_dim_mismatch_gp_matern32_cov) {
   EXPECT_THROW(stan::math::gp_matern32_cov(x1, x2, sig, l),
                std::invalid_argument);
 }
+
+TEST(MathPrimMat, check_indexing_vector_vector_gp_matern32_cov) {
+  int p = 1;
+  int num_nodes = 10;
+  std::vector<Eigen::Matrix<double, -1, 1>> x(num_nodes,
+                                              stan::math::zeros_vector(p));
+  EXPECT_NO_THROW(
+      stan::math::gp_matern32_cov(x, 1.3, std::vector<double>{0.7}));
+}