◆ cholesky_corr_constrain() [5/5]

template<typename T , require_var_vector_t< T > * = nullptr>

var_value< Eigen::MatrixXd > stan::math::cholesky_corr_constrain	(	const T &	y,
		int	K,
		scalar_type_t< T > &	lp
	)

Return the Cholesky factor of the correlation matrix of the sepcified size read from the unconstrained vector y.

A total of K choose 2 elements are required to build a K by K Cholesky factor.

Template Parameters

T	type of input vector (must be a `var_value<S>` where `S` inherits from EigenBase)

Parameters

	y	Vector of unconstrained values
	K	number of rows
[out]	lp	Log density that is incremented with the log Jacobian