Automatic Differentiation
 
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cov_matrix_constrain_lkj.hpp File Reference

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Namespaces

namespace  stan
 The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
 
namespace  stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename T , require_eigen_vector_t< T > * = nullptr>
Eigen::Matrix< value_type_t< T >, Eigen::Dynamic, Eigen::Dynamic > stan::math::cov_matrix_constrain_lkj (const T &x, size_t k)
 Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values.
 
template<typename T , require_eigen_vector_t< T > * = nullptr>
Eigen::Matrix< value_type_t< T >, Eigen::Dynamic, Eigen::Dynamic > stan::math::cov_matrix_constrain_lkj (const T &x, size_t k, return_type_t< T > &lp)
 Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values and increment the specified log probability reference with the log absolute Jacobian determinant.
 
template<bool Jacobian, typename T , require_not_std_vector_t< T > * = nullptr>
auto stan::math::cov_matrix_constrain_lkj (const T &x, size_t k, return_type_t< T > &lp)
 Return the covariance matrix of the specified dimensionality derived from constraining the specified vector of unconstrained values.