◆ cholesky_corr_constrain() [4/5]

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

var_value< Eigen::MatrixXd > stan::math::cholesky_corr_constrain	(	const T &	y,
		int	K
	)

Return the Cholesky factor of the correlation matrix of the sepcified size read from the unconstrained vector y.

A total of K choose 2 elements are required to build a K by K Cholesky factor.

Template Parameters

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

Parameters

y	Vector of unconstrained values
K	number of rows