cholesky_corr_constrain.hpp File Reference

#include <stan/math/rev/core.hpp>
#include <stan/math/prim/err.hpp>
#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/constraint/corr_constrain.hpp>
#include <cmath>

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_var_vector_t< T > * = nullptr>
var_value< Eigen::MatrixXd >	stan::math::cholesky_corr_constrain (const T &y, int K)
	Return the Cholesky factor of the correlation matrix of the sepcified size read from the unconstrained vector y.
template<typename T , require_var_vector_t< T > * = nullptr>
var_value< Eigen::MatrixXd >	stan::math::cholesky_corr_constrain (const T &y, int K, scalar_type_t< T > &lp)
	Return the Cholesky factor of the correlation matrix of the sepcified size read from the unconstrained vector y.