1 #ifndef STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_RNG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_RNG_HPP
27 static const char*
function(
"lkj_corr_rng");
Eigen::Matrix< fvar< T >, R, R > multiply_lower_tri_self_transpose(const Eigen::Matrix< fvar< T >, R, C > &m)
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...
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Eigen::MatrixXd lkj_corr_cholesky_rng(const size_t K, const double eta, RNG &rng)