rLKJ1: 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