Return the symmetric, positive-definite matrix of dimensions K by K resulting from transforming the specified finite vector of size K plus (K choose 2).
This overload handles looping over the elements of a standard vector.
- Template Parameters
-
| T | A standard vector with inner type inheriting from Eigen::DenseBase or a var_value with inner type inheriting from Eigen::DenseBase with compile time dynamic rows and 1 column |
| Lp | Scalar type for the lp argument. The scalar type of T should be convertable to this. |
- Parameters
-
| x | The vector to convert to a covariance matrix |
| K | The dimensions of the resulting covariance matrix |
| [in,out] | lp | log density accumulator |
- Exceptions
-
| std::domain_error | if (x.size() != K + (K choose 2)). |
If the Jacobian parameter is true, the log density accumulator is incremented with the log absolute Jacobian determinant of the transform. All of the transforms are specified with their Jacobians in the Stan Reference Manual chapter Constraint Transforms.
- Template Parameters
-
| Jacobian | if true, increment log density accumulator with log absolute Jacobian determinant of constraining transform |
| T | A type inheriting from Eigen::DenseBase or a var_value with inner type inheriting from Eigen::DenseBase with compile time dynamic rows and 1 column, or standard vector thereof |
| Lp | A scalar type for the lp argument. The scalar type of T should be convertable to this. |
- Parameters
-
| x | The vector to convert to a covariance matrix |
| K | The dimensions of the resulting covariance matrix |
| [in,out] | lp | log density accumulator |
- Exceptions
-
| std::domain_error | if (x.size() != K + (K choose 2)). |
Definition at line 127 of file cov_matrix_constrain.hpp.
