Stan Math Library  2.15.0
reverse mode automatic differentiation
Namespaces | Functions
lkj_corr_rng.hpp File Reference
#include <stan/math/prim/mat/fun/multiply_lower_tri_self_transpose.hpp>
#include <stan/math/prim/mat/prob/lkj_corr_cholesky_rng.hpp>
#include <stan/math/prim/scal/err/check_positive.hpp>

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Namespaces

 stan
 
 stan::math
 Matrices and templated mathematical functions.
 

Functions

template<class RNG >
Eigen::MatrixXd stan::math::lkj_corr_rng (size_t K, double eta, RNG &rng)
 Return a random correlation matrix (symmetric, positive definite, unit diagonal) of the specified dimensionality drawn from the LKJ distribution with the specified degrees of freedom using the specified random number generator. More...
 

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