read_corr_matrix() [1/4]

template<typename T_CPCs , require_eigen_vector_t< T_CPCs > * = nullptr>

Eigen::Matrix< value_type_t< T_CPCs >, Eigen::Dynamic, Eigen::Dynamic > stan::math::read_corr_matrix ( const T_CPCs &  CPCs, size_t  K  )

inline

Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations.

See read_corr_matrix(Array, size_t, T) for more information.

Template Parameters

T_CPCs

type of the array (must be derived from Eigen::ArrayBase and have one compile-time dimension equal to 1)

Parameters

CPCs	The (K choose 2) canonical partial correlations in (-1, 1).
K	Dimensionality of correlation matrix.

Returns

Cholesky factor of correlation matrix for specified canonical partial correlations.

Definition at line 27 of file read_corr_matrix.hpp.