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Stan Math Library
2.11.0
reverse mode automatic differentiation
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#include <stan/math/prim/mat/fun/read_cov_L.hpp>#include <stan/math/prim/mat/fun/multiply_lower_tri_self_transpose.hpp>#include <stan/math/prim/mat/fun/Eigen.hpp>Go to the source code of this file.
Namespaces | |
| stan | |
| stan::math | |
| Matrices and templated mathematical functions. | |
Functions | |
| template<typename T > | |
| Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > | stan::math::read_cov_matrix (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const Eigen::Array< T, Eigen::Dynamic, 1 > &sds, T &log_prob) |
| A generally worse alternative to call prior to evaluating the density of an elliptical distribution. More... | |
| template<typename T > | |
| Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > | stan::math::read_cov_matrix (const Eigen::Array< T, Eigen::Dynamic, 1 > &CPCs, const Eigen::Array< T, Eigen::Dynamic, 1 > &sds) |
| Builds a covariance matrix from CPCs and standard deviations. More... | |