Stan Math Library
4.9.0
Automatic Differentiation
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#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/constraint/corr_constrain.hpp>
#include <stan/math/prim/constraint/positive_constrain.hpp>
#include <stan/math/prim/fun/read_cov_matrix.hpp>
#include <stan/math/prim/fun/to_ref.hpp>
Go to the source code of this file.
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. | |