Inverse Wishart Reparameterization Details

Modeling
1

For the reparameterization of the inverse Wishart distribution, how is the cholesky factor of the inverse Wishart distribution with scale V passed to multi_normal_cholesky? Assuming I use the reparameterization suggested by the Stan reference,

Would it be:

multi_normal_cholesky(mu, A_inv_L_inv);

Thank you.

2

p. 352 Stan Reference manual. Yes.

or

mu + A_inv_L_inv * v

where mu, v are vectors and you need a sample from it.