One correlation sample from the LKJ distribution

One correlation sample from the LKJ distribution

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