cov_matrix_free_lkj.hpp

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#ifndef STAN_MATH_PRIM_FUN_COV_MATRIX_FREE_LKJ_HPP
#define STAN_MATH_PRIM_FUN_COV_MATRIX_FREE_LKJ_HPP
 
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/factor_cov_matrix.hpp>
 
namespace stan {
namespace math {
 
template <typename T, require_eigen_t<T>* = nullptr>
Eigen::Matrix<value_type_t<T>, Eigen::Dynamic, 1> cov_matrix_free_lkj(
    const T& y) {
  using Eigen::Array;
  using Eigen::Dynamic;
  using Eigen::Matrix;
  using T_scalar = value_type_t<T>;
 
  check_nonzero_size("cov_matrix_free_lkj", "y", y);
  check_square("cov_matrix_free_lkj", "y", y);
  Eigen::Index k = y.rows();
  Eigen::Index k_choose_2 = (k * (k - 1)) / 2;
  Matrix<T_scalar, Dynamic, 1> x(k_choose_2 + k);
  bool successful
      = factor_cov_matrix(y, x.head(k_choose_2).array(), x.tail(k).array());
  if (!successful) {
    throw_domain_error("cov_matrix_free_lkj", "factor_cov_matrix failed on y",
                       "", "");
  }
  return x;
}
 
template <typename T, require_std_vector_t<T>* = nullptr>
auto cov_matrix_free_lkj(const T& x) {
  return apply_vector_unary<T>::apply(
      x, [](auto&& v) { return cov_matrix_free_lkj(v); });
}
 
}  // namespace math
}  // namespace stan
 
#endif