rLKJ1: One correlation sample from the LKJ distribution

View source: R/RcppExports.R

rLKJ1R Documentation

One correlation sample from the LKJ distribution

Description

One correlation sample from the LKJ distribution

Usage

rLKJ1(d, eta = 1, cholesky = FALSE)

Arguments

d

The dimension of the correlation matrix

eta

The scaling parameter of the LKJ distribution. Must be > 1. Also related to the degrees of freedom nu. eta = (nu-1)/2.

cholesky

boolean; If TRUE return the cholesky decomposition.

Value

A correlation sample from the LKJ distribution

Author(s)

Matthew Fidler (translated to RcppArmadillo) and Emma Schwager


RxODE documentation built on March 23, 2022, 9:06 a.m.