read_cov_L() [2/2]

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

auto stan::math::read_cov_L ( const T_CPCs &  CPCs, const T_sds &  sds, scalar_type_t< T_CPCs > &  log_prob  )

inline

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

Template Parameters

T_CPCs	type of CPCs vector (must be a var_value<T> where T inherits from EigenBase)
T_sds	type of sds vector (must be a var_value<T> where T inherits from EigenBase)

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 32 of file read_cov_L.hpp.