A generally worse alternative to call prior to evaluating the density of an elliptical distribution.
- Template Parameters
-
| T_CPCs | type of CPCs vector (must be a var_value<T> where T inherits from EigenBase) |
| T_sds | type of sds vector (must be a var_value<T> where T inherits from EigenBase) |
- Parameters
-
| CPCs | on (-1, 1) |
| sds | on (0, inf) |
| log_prob | the 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.