read_cov_matrix.hpp File Reference

#include <stan/math/prim/fun/read_corr_L.hpp>
#include <stan/math/prim/fun/read_cov_L.hpp>
#include <stan/math/prim/fun/multiply_lower_tri_self_transpose.hpp>
#include <stan/math/prim/fun/Eigen.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_CPCs , typename T_sds , require_all_eigen_vector_t< T_CPCs, T_sds > * = nullptr, require_vt_same< T_CPCs, T_sds > * = nullptr>
Eigen::Matrix< value_type_t< T_CPCs >, Eigen::Dynamic, Eigen::Dynamic >	stan::math::read_cov_matrix (const T_CPCs &CPCs, const T_sds &sds, value_type_t< T_CPCs > &log_prob)
	A generally worse alternative to call prior to evaluating the density of an elliptical distribution.
template<typename T_CPCs , typename T_sds , require_all_eigen_vector_t< T_CPCs, T_sds > * = nullptr, require_vt_same< T_CPCs, T_sds > * = nullptr>
Eigen::Matrix< value_type_t< T_CPCs >, Eigen::Dynamic, Eigen::Dynamic >	stan::math::read_cov_matrix (const T_CPCs &CPCs, const T_sds &sds)
	Builds a covariance matrix from CPCs and standard deviations.