ments.</p>
<p>The constraint on the covariance declaration ensures that the
resulting covariance matrix <code>sigma</code> is positive definite. The
bound, plus or minus the square root of the product of the variances,
is defined as transformed data so that it is only calculated once.</p>
<p>The vectorization of the multivariate normal is critical for
efficiency here. The transformed parameter <code>Sigma</code> could be
defined as a local variable within the model block if
it does not need to be included i