ansform in this section, which can be coded directly in Stan, is to parameterize a covariance matrix as a scaled correlation matrix. An arbitrary <span class="math inline">\(K \times K\)</span> covariance matrix <span class="math inline">\(\Sigma\)</span> can be expressed in terms of a <span class="math inline">\(K\)</span>-vector <span class="math inline">\(\sigma\)</span> and correlation matrix <span class="math inline">\(\Omega\)</span> as <span class="math display">\[\Sigma = \mbox{diag}(\sigma) \times 