math/lkj__corr__rng_8hpp_source.html

#ifndef STAN_MATH_PRIM_PROB_LKJ_CORR_RNG_HPP

#define STAN_MATH_PRIM_PROB_LKJ_CORR_RNG_HPP


#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>


namespace stan {

namespace math {


template <class RNG>

inline Eigen::MatrixXd lkj_corr_rng(size_t K, double eta, RNG& rng) {

  static constexpr const char* function = "lkj_corr_rng";

  check_positive(function, "Shape parameter", eta);

  return multiply_lower_tri_self_transpose(lkj_corr_cholesky_rng(K, eta, rng));

}


}  // namespace math

}  // namespace stan

#endif

stan::math::lkj_corr_rng
Eigen::MatrixXd lkj_corr_rng(size_t K, double eta, RNG &rng)
Return a random correlation matrix (symmetric, positive definite, unit diagonal) of the specified dim...
Definition lkj_corr_rng.hpp:26

lkj_corr_cholesky_rng.hpp

stan::math::multiply_lower_tri_self_transpose
Eigen::Matrix< value_type_t< EigMat >, EigMat::RowsAtCompileTime, EigMat::RowsAtCompileTime > multiply_lower_tri_self_transpose(const EigMat &m)
Definition multiply_lower_tri_self_transpose.hpp:15

stan::math::lkj_corr_cholesky_rng
Eigen::MatrixXd lkj_corr_cholesky_rng(size_t K, double eta, RNG &rng)
Definition lkj_corr_cholesky_rng.hpp:13

stan::math::check_positive
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
Definition check_positive.hpp:27

stan
The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation ...
Definition unit_vector_constrain.hpp:15

err.hpp

multiply_lower_tri_self_transpose.hpp

meta.hpp