tfp.edward2.CholeskyLKJ

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Create a random variable for CholeskyLKJ.

See CholeskyLKJ for more details.

RandomVariable.

Original Docstring for Distribution

Construct CholeskyLKJ distributions.

dimension Python int. The dimension of the correlation matrices to sample.
concentration float or double Tensor. The positive concentration parameter of the CholeskyLKJ distributions.
validate_args Python bool, default False. When True, distribution parameters are checked for validity despite possibly degrading runtime performance. When False, invalid inputs may silently render incorrect outputs.
allow_nan_stats Python bool, default True. When True, statistics (e.g., mean, mode, variance) use the value NaN to indicate the result is undefined. When False, an exception is raised if one or more of the statistic's batch members are undefined.
name Python str name prefixed to Ops created by this class.

ValueError If dimension is negative.