cov_matrix_constrain_lkj.hpp

Go to the documentation of this file.

#ifndef STAN_MATH_REV_CONSTRAINT_COV_MATRIX_CONSTRAIN_LKJ_HPP
#define STAN_MATH_REV_CONSTRAINT_COV_MATRIX_CONSTRAIN_LKJ_HPP
 
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/core.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_var_vector_t<T>* = nullptr>
var_value<Eigen::MatrixXd> cov_matrix_constrain_lkj(const T& x, size_t k) {
  size_t k_choose_2 = (k * (k - 1)) / 2;
  return read_cov_matrix(corr_constrain(x.head(k_choose_2)),
                         positive_constrain(x.tail(k)));
}
 
template <typename T, require_var_vector_t<T>* = nullptr>
var_value<Eigen::MatrixXd> cov_matrix_constrain_lkj(const T& x, size_t k,
                                                    scalar_type_t<T>& lp) {
  size_t k_choose_2 = (k * (k - 1)) / 2;
  return read_cov_matrix(corr_constrain(x.head(k_choose_2)),
                         positive_constrain(x.tail(k)), lp);
}
 
}  // namespace math
}  // namespace stan
 
#endif