 of <span class="math inline">\(LL^\top\)</span> is constant iff <span class="math inline">\(\eta=1\)</span>.</p>
<p>A lower triangular <span class="math inline">\(L\)</span> is a Cholesky factor for a correlation matrix
if and only if <span class="math inline">\(L_{k,k} &gt; 0\)</span> for <span class="math inline">\(k \in 1{:}K\)</span> and each row <span class="math inline">\(L_k\)</span> has
unit Euclidean length.</p>
</div>
<div id="sampling-statement-55" class="section level3">
<h3><span class="header