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LKJ correlation log-probability density function for Cholesky factors

Source: R/distributions.R
lkj_CF_corr_lpdf.Rd

LKJ correlation log-probability density function for Cholesky factors

Usage

lkj_CF_corr_lpdf(CF_Omega, eta = 1)

Arguments

CF_Omega

Cholesky factor of a correlation matrix.

eta

Shape parameter.

Value

The log-density.