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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

Matthew Fidler (translated to RcppArmadillo) and Emma Schwager