factor_cov_matrix()

template<typename T_Sigma , typename T_CPCs , typename T_sds , require_eigen_t< T_Sigma > * = nullptr, require_all_eigen_vector_t< T_CPCs, T_sds > * = nullptr, require_all_vt_same< T_Sigma, T_CPCs, T_sds > * = nullptr>

bool stan::math::factor_cov_matrix ( const T_Sigma &  Sigma, T_CPCs &&  CPCs, T_sds &&  sds  )

inline

This function is intended to make starting values, given a covariance matrix Sigma.

The transformations are hard coded as log for standard deviations and Fisher transformations (atanh()) of CPCs

Template Parameters

T	type of elements in the matrix and arrays

Parameters

[in]	Sigma	covariance matrix
[out]	CPCs	fill this unbounded (does not resize)
[out]	sds	fill this unbounded

Returns

false if any of the diagonals of Sigma are 0

Definition at line 28 of file factor_cov_matrix.hpp.