cholesky_corr_constrain() [3/5]

template<bool Jacobian, typename T , require_not_std_vector_t< T > * = nullptr>

auto stan::math::cholesky_corr_constrain ( const T &  y, int  K, return_type_t< T > &  lp  )

inline

Return The cholesky of a KxK correlation matrix.

If the Jacobian parameter is true, the log density accumulator is incremented with the log absolute Jacobian determinant of the transform. All of the transforms are specified with their Jacobians in the Stan Reference Manual chapter Constraint Transforms.

Template Parameters

Jacobian	if true, increment log density accumulator with log absolute Jacobian determinant of constraining transform
T	A type inheriting from Eigen::DenseBase or a var_value with inner type inheriting from Eigen::DenseBase with compile time dynamic rows and 1 column

Parameters

	y	Linearly Serialized vector of size (K * (K - 1))/2 holding the column major order elements of the lower triangurlar
	K	The size of the matrix to return
[in,out]	lp	log density accumulator

If the Jacobian parameter is true, the log density accumulator is incremented with the log absolute Jacobian determinant of the transform. All of the transforms are specified with their Jacobians in the Stan Reference Manual chapter Constraint Transforms.

Template Parameters

Jacobian	if true, increment log density accumulator with log absolute Jacobian determinant of constraining transform
T	A standard vector with inner type inheriting from Eigen::DenseBase or a var_value with inner type inheriting from Eigen::DenseBase with compile time dynamic rows and 1 column

Parameters

	y	Linearly Serialized vector of size (K * (K - 1))/2 holding the column major order elements of the lower triangurlar
	K	The size of the matrix to return
[in,out]	lp	log density accumulator

Definition at line 94 of file cholesky_corr_constrain.hpp.