corr_free()

template<typename T >

T stan::math::corr_free ( const T &  y )

inline

Return the unconstrained scalar that when transformed to a valid correlation produces the specified value.

This function inverts the transform defined for corr_constrain(T), which is the inverse hyperbolic tangent,

\( f^{-1}(y) = \mbox{atanh}\, y = \frac{1}{2} \log \frac{y + 1}{y - 1}\).

Template Parameters

T	Type of correlation

Parameters

[in]

y

correlation

Returns

free scalar that transforms to the specified input

Definition at line 28 of file corr_free.hpp.