Materialize random-effect marginal covariance factors

Constructs dense covariance draws from compiled factor states, using the same group, row-scale, and coefficient-factor geometry as the diagonal and matrix-product helpers. Prefer those helpers when full covariance is not required by the consuming likelihood.

random_effects_marginal_factor_vcov(factors)

Arguments

factors

See random_effects_marginal_diagonal_factor().

Value

A numeric array with dimensions draw x row x row.

See also

random_effects_marginal_factor_diagonal() random_effects_marginal_factor_product()