Cholesky factor of a correlation matrix, then</p>
<pre><code> L ~ lkj_corr_cholesky(2.0); # implies L * L&#39; ~ lkj_corr(2.0); </code></pre>
<p>Because Stan requires models to have support on all valid constrained
parameters, <code>L</code> will almost always<a href="#fn4" class="footnote-ref" id="fnref4"><sup>4</sup></a> be a parameter declared
with the type of a Cholesky factor for a correlation matrix; for
example,</p>
<pre><code> parameters {   cholesky_factor_corr[K] L;   # rather than corr_matrix[K] 