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corr_constrain.hpp
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1 #ifndef STAN_MATH_PRIM_SCAL_FUN_CORR_CONSTRAIN_HPP
2 #define STAN_MATH_PRIM_SCAL_FUN_CORR_CONSTRAIN_HPP
3
4 #include <stan/math/prim/scal/fun/log1m.hpp>
5 #include <cmath>
6
7 namespace stan {
8 namespace math {
9
22 template <typename T>
23 inline
24 T corr_constrain(const T x) {
25 return tanh(x);
26 }
27
40 template <typename T>
41 inline
42 T corr_constrain(const T x, T& lp) {
43 T tanh_x = tanh(x);
44 lp += log1m(tanh_x * tanh_x);
45 return tanh_x;
46 }
47
48 }
49
50 }
51
52 #endif
stan
Definition: log_sum_exp.hpp:8
stan::math::tanh
fvar< T > tanh(const fvar< T > &x)
Definition: tanh.hpp:12
log1m.hpp
stan::math::log1m
fvar< T > log1m(const fvar< T > &x)
Definition: log1m.hpp:15
stan::math::corr_constrain
T corr_constrain(const T x)
Return the result of transforming the specified scalar to have a valid correlation value between -1 a...
Definition: corr_constrain.hpp:24

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