read_corr_L.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/log1m.hpp>
#include <stan/math/prim/fun/sqrt.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <stan/math/prim/fun/sum.hpp>
#include <cstddef>
#include <cmath>

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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::read_corr_L (const T &CPCs, size_t K)
	Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations.
template<typename T , require_eigen_vector_t< T > * = nullptr>
Eigen::Matrix< value_type_t< T >, Eigen::Dynamic, Eigen::Dynamic >	stan::math::read_corr_L (const T &CPCs, size_t K, value_type_t< T > &log_prob)
	Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations, incrementing the specified scalar reference with the log absolute determinant of the Jacobian of the transformation.