iance parameter in the model block.</p>
<pre><code>transformed parameters {
  cov_matrix[K] Sigma;
  ...
}                               // first validation
model {
  y ~ multi_normal(mu, Sigma);  // second validation
  ...</code></pre>
<p>Because <code>Sigma</code> is declared to be a covariance matrix, it will be
factored at the end of the transformed parameter block to ensure that
it is positive definite. The multivariate normal log density function
also validates that <code>Sigma</code> is positive defi