corr_matrix_constrain.hpp

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#ifndef STAN_MATH_REV_CONSTRAINT_CORR_MATRIX_CONSTRAIN_HPP
#define STAN_MATH_REV_CONSTRAINT_CORR_MATRIX_CONSTRAIN_HPP
 
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/constraint/corr_constrain.hpp>
#include <stan/math/prim/fun/read_corr_matrix.hpp>
#include <stdexcept>
 
namespace stan {
namespace math {
 
template <typename T, require_var_vector_t<T>* = nullptr>
var_value<Eigen::MatrixXd> corr_matrix_constrain(const T& x, Eigen::Index k) {
  Eigen::Index k_choose_2 = (k * (k - 1)) / 2;
  check_size_match("cov_matrix_constrain", "x.size()", x.size(), "k_choose_2",
                   k_choose_2);
  return read_corr_matrix(corr_constrain(x), k);
}
 
template <typename T, require_var_vector_t<T>* = nullptr>
var_value<Eigen::MatrixXd> corr_matrix_constrain(const T& x, Eigen::Index k,
                                                 scalar_type_t<T>& lp) {
  Eigen::Index k_choose_2 = (k * (k - 1)) / 2;
  check_size_match("cov_matrix_constrain", "x.size()", x.size(), "k_choose_2",
                   k_choose_2);
  return read_corr_matrix(corr_constrain(x, lp), k, lp);
}
 
}  // namespace math
}  // namespace stan
 
#endif