s2] ~ normal(mu[2], sqrt(Sigma[2, 2]));</code></pre>
<p>The result will be much more efficient than using latent variables for
the missing data, but it requires the multivariate distribution to be
marginalized analytically. It’d be more efficient still to precompute
the three arrays in the transformed data block, though the efficiency
improvement will be relatively minor compared to vectorizing the
probability functions.</p>
<p>This approach can easily be generalized with some index fiddling to
the genera