lkj_corr_rng.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/multiply_lower_tri_self_transpose.hpp>
#include <stan/math/prim/prob/lkj_corr_cholesky_rng.hpp>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<class RNG >
Eigen::MatrixXd	stan::math::lkj_corr_rng (size_t K, double eta, RNG &rng)
	Return a random correlation matrix (symmetric, positive definite, unit diagonal) of the specified dimensionality drawn from the LKJ distribution with the specified degrees of freedom using the specified random number generator.