Stan Math Library
5.0.0
Automatic Differentiation
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#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/read_corr_L.hpp>
#include <stan/math/rev/fun/multiply_lower_tri_self_transpose.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 , require_var_vector_t< T_CPCs > * = nullptr> | |
var_value< Eigen::MatrixXd > | stan::math::read_corr_matrix (const T_CPCs &CPCs, size_t K) |
Return the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations. | |
template<typename T_CPCs , require_var_vector_t< T_CPCs > * = nullptr> | |
var_value< Eigen::MatrixXd > | stan::math::read_corr_matrix (const T_CPCs &CPCs, size_t K, scalar_type_t< T_CPCs > &log_prob) |
Return 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. | |