read_cov_L() [1/2]

template<typename T_CPCs , typename T_sds , require_all_eigen_vector_t< T_CPCs, T_sds > * = nullptr, require_vt_same< T_CPCs, T_sds > * = nullptr>

Eigen::Matrix< value_type_t< T_CPCs >, Eigen::Dynamic, Eigen::Dynamic > stan::math::read_cov_L	(	const T_CPCs &	CPCs,
		const T_sds &	sds,
		value_type_t< T_CPCs > &	log_prob
	)

This is the function that should be called prior to evaluating the density of any elliptical distribution.

Template Parameters

T_CPCs	type of T_CPCs vector (must be derived from Eigen::ArrayBase and have one compile-time dimension equal to 1)
T_sds	type of sds vector (must be derived from Eigen::ArrayBase and have one compile-time dimension equal to 1)

Parameters

CPCs	on (-1, 1)
sds	on (0, inf)
log_prob	the log probability value to increment with the Jacobian

Returns

Cholesky factor of covariance matrix for specified partial correlations.

Definition at line 30 of file read_cov_L.hpp.