read_cov_matrix() [1/4]

template<typename T_CPCs , typename T_sds , require_all_eigen_vector_t< T_CPCs, T_sds > * = nullptr, require_vt_same< T_CPCs, T_sds > * = nullptr>

Eigen::Matrix< value_type_t< T_CPCs >, Eigen::Dynamic, Eigen::Dynamic > stan::math::read_cov_matrix ( const T_CPCs &  CPCs, const T_sds &  sds, value_type_t< T_CPCs > &  log_prob  )

inline

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

Template Parameters

T_CPCs	type of T_CPCs vector (must be derived from Eigen::ArrayBase and have one compile-time dimension equal to 1)
T_sds	type of sds vector (must be derived from Eigen::ArrayBase and have one compile-time dimension equal to 1)

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 29 of file read_cov_matrix.hpp.