in Stan by relocating, rescaling and rotating an isotropic standard
normal variate. Suppose <span class="math inline">\(\eta\)</span> is an an isotropic standard normal variate
<span class="math display">\[
\eta \sim \mathsf{normal}({\bf 0}, {\bf 1}),
\]</span>
where <span class="math inline">\({\bf 0}\)</span> is an <span class="math inline">\(N\)</span>-vector of 0 values and <span class="math inline">\({\bf 1}\)</span> is the <span class="math inline">\(N \times N\)</span> identity matrix. Let <span clas