nite. This test is
expensive, having cubic run time (i.e., <span class="math inline">\(\mathcal{O}(N^3)\)</span> for
<span class="math inline">\(N \times N\)</span> matrices), so it should not be done twice.</p>
<p>The test may be avoided by simply declaring <code>Sigma</code> to be a simple
unconstrained matrix.</p>
<pre><code>transformed parameters {
  matrix[K, K] Sigma;
  ...
model {
  y ~ multi_normal(mu, Sigma);  // only validation</code></pre>
<p>Now the only validation is carried out by the multivar