read_corr_matrix.hpp File Reference

#include <stan/math/rev/core.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/read_corr_L.hpp>
#include <stan/math/prim/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.