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reverse mode automatic differentiation
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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/scal/err/check_finite.hpp
>
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#include <
stan/math/prim/scal/err/check_positive.hpp
>
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#include <
stan/math/prim/scal/fun/constants.hpp
>
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#include <
stan/math/prim/scal/meta/include_summand.hpp
>
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#include <
stan/math/prim/mat/fun/factor_cov_matrix.hpp
>
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#include <
stan/math/prim/mat/fun/factor_U.hpp
>
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#include <
stan/math/prim/mat/fun/read_corr_L.hpp
>
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#include <
stan/math/prim/mat/fun/read_corr_matrix.hpp
>
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#include <
stan/math/prim/mat/fun/read_cov_L.hpp
>
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#include <
stan/math/prim/mat/fun/read_cov_matrix.hpp
>
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#include <
stan/math/prim/mat/fun/make_nu.hpp
>
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#include <
stan/math/prim/scal/fun/identity_constrain.hpp
>
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#include <
stan/math/prim/scal/fun/identity_free.hpp
>
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#include <
stan/math/prim/scal/fun/positive_constrain.hpp
>
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#include <
stan/math/prim/scal/fun/positive_free.hpp
>
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#include <
stan/math/prim/scal/fun/lb_constrain.hpp
>
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#include <
stan/math/prim/scal/fun/lb_free.hpp
>
21
#include <
stan/math/prim/scal/fun/ub_constrain.hpp
>
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#include <
stan/math/prim/scal/fun/ub_free.hpp
>
23
#include <
stan/math/prim/scal/fun/lub_constrain.hpp
>
24
#include <
stan/math/prim/scal/fun/lub_free.hpp
>
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#include <
stan/math/prim/scal/fun/prob_constrain.hpp
>
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#include <
stan/math/prim/scal/fun/prob_free.hpp
>
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#include <
stan/math/prim/scal/fun/corr_constrain.hpp
>
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#include <
stan/math/prim/scal/fun/corr_free.hpp
>
29
#include <
stan/math/prim/mat/fun/unit_vector_constrain.hpp
>
30
#include <
stan/math/prim/mat/fun/unit_vector_free.hpp
>
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#include <
stan/math/prim/mat/fun/simplex_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/simplex_free.hpp
>
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#include <
stan/math/prim/mat/fun/ordered_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/ordered_free.hpp
>
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#include <
stan/math/prim/mat/fun/positive_ordered_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/positive_ordered_free.hpp
>
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#include <
stan/math/prim/mat/fun/cholesky_factor_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/cholesky_factor_free.hpp
>
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#include <
stan/math/prim/mat/fun/cholesky_corr_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/cholesky_corr_free.hpp
>
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#include <
stan/math/prim/mat/fun/corr_matrix_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/corr_matrix_free.hpp
>
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#include <
stan/math/prim/mat/fun/cov_matrix_constrain.hpp
>
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#include <
stan/math/prim/mat/fun/cov_matrix_free.hpp
>
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#include <
stan/math/prim/mat/fun/cov_matrix_constrain_lkj.hpp
>
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#include <
stan/math/prim/mat/fun/cov_matrix_free_lkj.hpp
>
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#include <
stan/math/prim/mat/prob/lkj_corr_cholesky_rng.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
Eigen::MatrixXd
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lkj_corr_rng
(
const
size_t
K,
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const
double
eta,
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RNG& rng) {
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static
const
char
*
function
(
"stan::math::lkj_corr_rng"
);
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using
stan::math::check_positive
;
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check_positive
(
function
,
"Shape parameter"
, eta);
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using
stan::math::multiply_lower_tri_self_transpose
;
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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
ub_constrain.hpp
factor_U.hpp
stan::math::lkj_corr_rng
Eigen::MatrixXd lkj_corr_rng(const size_t K, const double eta, RNG &rng)
Definition:
lkj_corr_rng.hpp:54
cov_matrix_free_lkj.hpp
positive_free.hpp
check_positive.hpp
lb_free.hpp
cov_matrix_free.hpp
corr_matrix_constrain.hpp
cholesky_factor_free.hpp
unit_vector_free.hpp
include_summand.hpp
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
corr_constrain.hpp
prob_free.hpp
ordered_constrain.hpp
cov_matrix_constrain_lkj.hpp
read_cov_L.hpp
simplex_free.hpp
cholesky_corr_constrain.hpp
stan::math::check_positive
bool check_positive(const char *function, const char *name, const T_y &y)
Return true if y is positive.
Definition:
check_positive.hpp:68
identity_free.hpp
simplex_constrain.hpp
prob_constrain.hpp
cholesky_factor_constrain.hpp
stan::math::lkj_corr_cholesky_rng
Eigen::MatrixXd lkj_corr_cholesky_rng(const size_t K, const double eta, RNG &rng)
Definition:
lkj_corr_cholesky_rng.hpp:54
factor_cov_matrix.hpp
ub_free.hpp
cholesky_corr_free.hpp
constants.hpp
check_finite.hpp
cov_matrix_constrain.hpp
identity_constrain.hpp
positive_ordered_constrain.hpp
positive_constrain.hpp
lub_constrain.hpp
read_cov_matrix.hpp
read_corr_matrix.hpp
read_corr_L.hpp
unit_vector_constrain.hpp
lub_free.hpp
positive_ordered_free.hpp
corr_matrix_free.hpp
make_nu.hpp
lkj_corr_cholesky_rng.hpp
lb_constrain.hpp
ordered_free.hpp
corr_free.hpp
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