cov_matrix_constrain_lkj.hpp

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#ifndef STAN_MATH_PRIM_CONSTRAINT_COV_MATRIX_CONSTRAIN_LKJ_HPP
#define STAN_MATH_PRIM_CONSTRAINT_COV_MATRIX_CONSTRAIN_LKJ_HPP
 
#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>
 
namespace stan {
namespace math {
 
template <typename T, require_eigen_vector_t<T>* = nullptr>
inline Eigen::Matrix<value_type_t<T>, Eigen::Dynamic, Eigen::Dynamic>
cov_matrix_constrain_lkj(T&& x, size_t k) {
  size_t k_choose_2 = (k * (k - 1)) / 2;
  auto&& x_ref = to_ref(std::forward<T>(x));
  return read_cov_matrix(corr_constrain(x_ref.head(k_choose_2)),
                         positive_constrain(x_ref.tail(k)));
}
 
template <typename T, require_eigen_vector_t<T>* = nullptr>
inline Eigen::Matrix<value_type_t<T>, Eigen::Dynamic, Eigen::Dynamic>
cov_matrix_constrain_lkj(T&& x, size_t k, return_type_t<T>& lp) {
  size_t k_choose_2 = (k * (k - 1)) / 2;
  auto&& x_ref = to_ref(std::forward<T>(x));
  return read_cov_matrix(corr_constrain(x_ref.head(k_choose_2)),
                         positive_constrain(x_ref.tail(k)), lp);
}
 
template <bool Jacobian, typename T, require_not_std_vector_t<T>* = nullptr>
inline auto cov_matrix_constrain_lkj(T&& x, size_t k, return_type_t<T>& lp) {
  if constexpr (Jacobian) {
    return cov_matrix_constrain_lkj(std::forward<T>(x), k, lp);
  } else {
    return cov_matrix_constrain_lkj(std::forward<T>(x), k);
  }
}
 
template <bool Jacobian, typename T, require_std_vector_t<T>* = nullptr>
inline auto cov_matrix_constrain_lkj(T&& x, size_t k, return_type_t<T>& lp) {
  return apply_vector_unary<T>::apply(std::forward<T>(x), [&lp, k](auto&& v) {
    return cov_matrix_constrain_lkj<Jacobian>(std::forward<decltype(v)>(v), k,
                                              lp);
  });
}
 
}  // namespace math
}  // namespace stan
 
#endif