read_corr_L() [3/4]

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

auto stan::math::read_corr_L	(	const T &	CPCs,
		size_t	K
	)

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

It is generally better to work with the Cholesky factor rather than the correlation matrix itself when the determinant, inverse, etc. of the correlation matrix is needed for some statistical calculation.

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

Template Parameters

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

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 36 of file read_corr_L.hpp.