ed.</p>
<p><em>Replacement</em>: Replace <code>lkj_cov_log(...)</code> with an <code>lkj_corr</code>
distribution on the correlation matrix and independent lognormal
distributions on the scales. That is, replace</p>
<pre><code>cov_matrix[K] Sigma;
...
Sigma ~ lkj_cov(mu, tau, eta);</code></pre>
<p>with</p>
<pre><code>corr_matrix[K] Omega;
vector&lt;lower=0&gt;[K] sigma;
...
Omega ~ lkj_corr(eta);
sigma ~ lognormal(mu, tau);
...
cov_matrix[K] Sigma;
Sigma &lt;- quad_form_diag(Omega, sigma);</code></pre>
<p>T