inline bool check_corr_matrix(const char* function,
const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y,
const char* name,
T_result* result,
const Policy&) {
if (!check_size_match(function,
y.rows(), "Rows of correlation matrix",
y.cols(), "columns of correlation matrix",
result, Policy()))
return false;
if (!check_positive(function, y.rows(), "rows", result, Policy()))
return false;
if (!check_symmetric(function, y, "y", result, Policy()))
return false;
for (typename Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>::size_type
k = 0; k < y.rows(); ++k) {
if (fabs(y(k,k) - 1.0) > CONSTRAINT_TOLERANCE) {
std::ostringstream message;
message << name << " is not a valid correlation matrix. "
<< name << "(" << k << "," << k
<< ") is %1%, but should be near 1.0";
T_result tmp
= policies::raise_domain_error<T_y>(function,
message.str().c_str(),
y(k,k), Policy());
if (result != 0)
*result = tmp;
return false;
}
}
if (!check_pos_definite(function, y, "y", result, Policy()))
return false;
return true;
}
inline bool check_cov_matrix(const std::string& function,
const std::string& name,
const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y) {
check_size_match(function,
"Rows of covariance matrix", y.rows(),
"columns of covariance matrix", y.cols());
check_positive(function, "rows", y.rows());
check_symmetric(function, name, y);
check_pos_definite(function, name, y);
return true;
}
inline bool check_cov_matrix(const char* function,
const Eigen::Matrix<T_y,Eigen::Dynamic,Eigen::Dynamic>& y,
const char* name,
T_result* result) {
check_size_match(function,
y.rows(), "Rows of covariance matrix",
y.cols(), "columns of covariance matrix",
result);
check_positive(function, y.rows(), "rows", result);
check_symmetric(function, y, name, result);
check_pos_definite(function, y, name, result);
return true;
}
