Incorrect formula for correlation matrix transform

[spinkney]

I don’t have time to dive into this today but I remember that there was a question like this…

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LKJ inverse transform for correlation matrices (incorrect documentation?)

Hello, I think there is an inconsistency/error in the Stan reference manual for the LKJ inverse transform for correlation matrices. The manual gives 2 formulations for the transform. I refer to them in the order in which they appear in the manual. Let’s first focus on w_{2,2}. The first formulation gives us: w_{2,2} = (1 - z_{1, 2}^2)^{1/2} The second formulation gives us: w_{1,2} = z_{1, 2} w_{2,2} = z_{2, 2} * w_{1,2} * (1 - z_{1, 2}^2)^{1/2} w_{2,2} = z_{2, 2} * z_{1,2} * (1 - z_{1, 2…