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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
4 #include <stan/math/prim/mat/fun/multiply_lower_tri_self_transpose.hpp>
5 #include <stan/math/prim/mat/prob/lkj_corr_cholesky_rng.hpp>
6 #include <stan/math/prim/scal/err/check_positive.hpp>
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);
29 return multiply_lower_tri_self_transpose(lkj_corr_cholesky_rng(K, eta,
30 rng));
31 }
32
33 }
34 }
35 #endif
multiply_lower_tri_self_transpose.hpp
check_positive.hpp
stan
Definition: log_sum_exp.hpp:8
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
stan::math::lkj_corr_rng
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...
Definition: lkj_corr_rng.hpp:26
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:66
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:52
lkj_corr_cholesky_rng.hpp

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