wishart_cholesky_rng.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/crossprod.hpp>
#include <stan/math/prim/prob/chi_square_rng.hpp>
#include <stan/math/prim/prob/normal_rng.hpp>
#include <cmath>

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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<class RNG >
Eigen::MatrixXd	stan::math::wishart_cholesky_rng (double nu, const Eigen::MatrixXd &L_S, RNG &rng)
	Return a random Cholesky factor of the inverse covariance matrix of the specified dimensionality drawn from the Wishart distribution with the specified degrees of freedom using the specified random number generator.