ersion, <a href="https://mc-stan.org/docs/reference-manual/transforms.html#covariance-matrices">view current version</a>.
</div>
<div id="covariance-matrices-1" class="section level2">
<h2><span class="header-section-number">10.10</span> Covariance Matrices</h2>
<p>A <span class="math inline">\(K \times K\)</span> matrix is a covariance matrix if it is symmetric and
positive definite (see the previous section for definitions). It
requires <span class="math inline">\(K + \binom{K}{2}\)</span> free parameters