simplex_constrain() [6/7]

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

auto stan::math::simplex_constrain ( const T &  y )

inline

Return the simplex corresponding to the specified free vector.

A simplex is a vector containing values greater than or equal to 0 that sum to 1. A vector with (K-1) unconstrained values will produce a simplex of size K.

The simplex transform is defined using the inverse of the isometric log ratio (ILR) transform. This is equivalent to softmax(sum_to_zero_constrain(y)).

Template Parameters

T	Type of vector to constrain

Parameters

y	Free vector input of dimensionality K - 1

Returns

Simplex of dimensionality K

Definition at line 30 of file simplex_constrain.hpp.