Automatic Differentiation
 
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◆ read_cov_matrix() [3/4]

template<typename T_CPCs , typename T_sds , require_all_var_vector_t< T_CPCs, T_sds > * = nullptr>
var_value< Eigen::MatrixXd > stan::math::read_cov_matrix ( const T_CPCs &  CPCs,
const T_sds &  sds,
scalar_type_t< T_CPCs > &  log_prob 
)

A generally worse alternative to call prior to evaluating the density of an elliptical distribution.

Template Parameters
T_CPCstype of CPCs vector (must be a var_value<T> where T inherits from EigenBase)
T_sdstype of sds vector (must be a var_value<T> where T inherits from EigenBase)
Parameters
CPCson (-1, 1)
sdson (0, inf)
log_probthe log probability value to increment with the Jacobian
Returns
Covariance matrix for specified partial correlations.

Definition at line 30 of file read_cov_matrix.hpp.