Stan Math Library  2.12.0
reverse mode automatic differentiation
lkj_corr_rng.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_RNG_HPP
2 #define STAN_MATH_PRIM_MAT_PROB_LKJ_CORR_RNG_HPP
3 
7 
8 namespace stan {
9  namespace math {
10 
24  template <class RNG>
25  inline
26  Eigen::MatrixXd lkj_corr_rng(size_t K, double eta, RNG& rng) {
27  static const char* function("lkj_corr_rng");
28  check_positive(function, "Shape parameter", eta);
30  rng));
31  }
32 
33  }
34 }
35 #endif
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)

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