simplex_constrain() [1/6]

template<typename Vec , require_eigen_vector_t< Vec > * = nullptr, require_not_st_var< Vec > * = nullptr>

plain_type_t< Vec > stan::math::simplex_constrain ( const Vec &  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 code is equivalent to softmax(sum_to_zero_constrain(y)), but is more efficient and stable if computed this way thanks to the use of the online softmax algorithm courtesy of https://arxiv.org/abs/1805.02867.

Template Parameters

Vec	type of the vector

Parameters

y	Free vector input of dimensionality K - 1.

Returns

Simplex of dimensionality K.

Definition at line 34 of file simplex_constrain.hpp.