Stan Math Library  2.11.0
reverse mode automatic differentiation
Namespaces | Functions
read_corr_L.hpp File Reference
#include <stan/math/prim/mat/fun/Eigen.hpp>
#include <stan/math/prim/scal/fun/log1m.hpp>
#include <stan/math/prim/scal/fun/square.hpp>
#include <stan/math/prim/mat/fun/sum.hpp>
#include <cstddef>
#include <iostream>

Go to the source code of this file.

Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > stan::math::read_corr_L (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const size_t K)
 Return the Cholesky factor of the correlation matrix of the specified dimensionality corresponding to the specified canonical partial correlations. More...
 
template<typename T >
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > stan::math::read_corr_L (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const size_t K, T &log_prob)
 Return the Cholesky factor of 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. More...
 

     [ Stan Home Page ] © 2011–2016, Stan Development Team.