read_corr_matrix() [2/4]

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,
		value_type_t< T_CPCs > &	log_prob
	)

Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations, incrementing the specified scalar reference with the log absolute determinant of the Jacobian of the transformation.

It is usually preferable to utilize the version that returns the Cholesky factor of the correlation matrix rather than the correlation matrix itself in statistical calculations.

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.
log_prob	Reference to variable to increment with the log Jacobian determinant.

Returns

Correlation matrix for specified partial correlations.

Definition at line 56 of file read_corr_matrix.hpp.