Hi guys,

I am having to adapt a multivariate normal model into a skew multivariate normal model. I note that a SMN pdf is not yet part of Stan, however it does make an appearance in the manual on page 346:

This reparameterization of a multivariate normal distribution in terms of standard normal variates can be extended to other multivariate distributions… such as the skew multivariate normal distribution.

Are there any examples or similar I might have missed to that would show what form of reparameterisation would be correct for a multivariate skew normal, it is definitely not obvious to me!

Cheers