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tfprobability
tfb_correlation_cholesky
tfb_correlation_cholesky function
Maps unconstrained reals to Cholesky-space correlation matrices.
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tfprobability package
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Maintainer: Tomasz Kalinowski
License: Apache License (>= 2.0)
Last published: 2025-08-21
Useful links
https://github.com/rstudio/tfprobability/issues
https://github.com/rstudio/tfprobability