 to specify a <span class="math inline">\(K \times K\)</span>
covariance matrix.</p>
<div id="covariance-matrix-transform" class="section level3 unnumbered">
<h3>Covariance Matrix Transform</h3>
<p>Stan’s covariance transform is based on a Cholesky decomposition
composed with a log transform of the positive-constrained diagonal
elements.<a href="#fn16" class="footnote-ref" id="fnref16"><sup>16</sup></a></p>
<p>If <span class="math inline">\(x\)</span> is a covariance matrix (i.e., a symmetric, positive de