Sigma for variance?

Usually sigma stands for stddev, and sigma^2 is the variance. However, I see this notation in the manual

(y - mu)’ * Sigma * (y - mu)

this tell me Sigma is actually the variance. Should I assume in the notation

y ~ normal(x, sigma);
sigma means variance?

For the regular normal, the second argument is the standard deviation. For the multivariate normal (where you might see a product that looks like (y - mu)' Sigma^-1 (y - mu)), it’s the covariance matrix.

Where in the manual is this?

When it comes to distributions, whatever software/language you’re using, it’s worth looking up the parameterization just to be clear.

Hope that helps.

ok, That sounds better. The product is given on page 57. I do see that it was declared on page 39

corr_matrix[3] Sigma;
declares Sigma to be a 3 × 3 correlation matrix.

You should read the manual. It’s all well documented and uses conventional variable naming.

we all do our best to RTFM, but it really helps to jump start with some experts help.

Unfortunately, we don’t have unlimited time, so we appreciate people trying to answer their own questions before asking on the list.