Stan Math Library
2.15.0
reverse mode automatic differentiation
stan
math
prim
mat
prob
lkj_corr_rng.hpp
Go to the documentation of this file.
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#ifndef STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_RNG_HPP
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#define STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_RNG_HPP
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#include <
stan/math/prim/mat/fun/multiply_lower_tri_self_transpose.hpp
>
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#include <
stan/math/prim/mat/prob/lkj_corr_cholesky_rng.hpp
>
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#include <
stan/math/prim/scal/err/check_positive.hpp
>
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namespace
stan
{
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namespace
math {
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template
<
class
RNG>
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inline
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Eigen::MatrixXd
lkj_corr_rng
(
size_t
K,
double
eta, RNG& rng) {
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static
const
char
*
function
(
"lkj_corr_rng"
);
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check_positive
(
function
,
"Shape parameter"
, eta);
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return
multiply_lower_tri_self_transpose
(
lkj_corr_cholesky_rng
(K, eta,
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rng));
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}
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}
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}
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#endif
multiply_lower_tri_self_transpose.hpp
check_positive.hpp
stan
Definition:
log_sum_exp.hpp:8
stan::math::multiply_lower_tri_self_transpose
Eigen::Matrix< fvar< T >, R, R > multiply_lower_tri_self_transpose(const Eigen::Matrix< fvar< T >, R, C > &m)
Definition:
multiply_lower_tri_self_transpose.hpp:17
stan::math::lkj_corr_rng
Eigen::MatrixXd lkj_corr_rng(size_t K, double eta, RNG &rng)
Return a random correlation matrix (symmetric, positive definite, unit diagonal) of the specified dim...
Definition:
lkj_corr_rng.hpp:26
stan::math::lkj_corr_cholesky_rng
Eigen::MatrixXd lkj_corr_cholesky_rng(size_t K, double eta, RNG &rng)
Definition:
lkj_corr_cholesky_rng.hpp:52
stan::math::check_positive
void check_positive(const char *function, const char *name, const T_y &y)
Check if y is positive.
Definition:
check_positive.hpp:63
lkj_corr_cholesky_rng.hpp
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