rained scale</h3>
<p>The output is for the variable values and their gradients are on the unconstrained scale, which means each variable is a vector of size corresponding to the number of unconstrained variables required to define it. For example, an <span class="math inline">\(N \times N\)</span> correlation matrix, requires <span class="math inline">\(\binom{N}{2}\)</span> unconstrained parameters. The transformations from constrained to unconstrained parameters are based on the constraints in the paramet