read_corr_matrix() [3/4]

template<typename T_CPCs , require_var_vector_t< T_CPCs > * = nullptr>

var_value< Eigen::MatrixXd > stan::math::read_corr_matrix ( const T_CPCs &  CPCs, size_t  K  )

inline

Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations.

See read_corr_matrix(Array, size_t, T) for more information.

Template Parameters

T_CPCs

type of input vector (must be a var_value<T> where T inherits from EigenBase)

Parameters

CPCs	The (K choose 2) canonical partial correlations in (-1, 1).
K	Dimensionality of correlation matrix.

Returns

Cholesky factor of correlation matrix for specified canonical partial correlations.

Definition at line 27 of file read_corr_matrix.hpp.