uppertri_mult_diag: uppertri_mult_diag

In nimbleMacros: Macros Generating 'nimble' Code

uppertri_mult_diag

Description

nimbleFunction needed when fitting correlated random effects. Generates upper triangular Cholesky factor of covariance matrix ("U" in code) from upper triangular Cholesky factor of correlation matrix ("Ustar" in code) and vector of standard deviations. Taken from the NIMBLE manual, section 5.2.4.1.2 (LKJ Distribution for Correlation Matrices).

Usage

uppertri_mult_diag(mat, vec)

Arguments

mat	upper triangular Cholesky factor of correlation matrix ("Ustar")
vec	vector of standard deviations for individual random effects

Value

The upper triangular Cholesky factor of the covariance matrix.

nimbleMacros documentation built on April 3, 2025, 11:38 p.m.