 <a href="#ref-LewandowskiKurowickaJoe:2009">2009</a>)</span>,
the absolute Jacobian determinant is</p>
<p><span class="math display">\[
\sqrt{\prod_{i=1}^{K-1}\prod_{j=i+1}^K \left(1-z_{i,j}^2\right)^{K-i-1}} \
\times \prod_{i=1}^{K-1}\prod_{j=i+1}^K
\frac{\partial z_{i,j}}{\partial y_{i,j}}
\]</span></p>
</div>
<div id="correlation-matrix-transform" class="section level3 unnumbered">
<h3>Correlation matrix transform</h3>
<p>The correlation transform is defined by reversing the steps of the
inverse transfo