Specifying Correlation in Stan

Modeling
9

Sure, my code is rather long (200+ rows) and the only thing I am trying to modify is to use correlated contemporaneous error. This code should represent the setup…

  "data 
{
int<lower=0> N;
vector[N] y1;
vector[N] y2;
}

parameters {
matrix[N,2] sigma;

cholesky_factor_corr[2] Lcorr;
matrix[N,2] prior_mu;
matrix<lower=0>[2,N] prior_scale;
matrix[N,2] Z;
}

transformed parameters {
  matrix[N,2] sigma = prior_mu + diag_pre_multiply(prior_scale, Lcorr)*Z;
}

model {
Z ~ std_normal();
prior_scale ~ std_normal();
Lcorr ~ lkj_corr_cholesky(2.0); 

y1[n] ~ normal(mu1[n], sigma[n,1]); 
y2[n] ~ normal(mu2[n], sigma[n,2]); 
}

I think my goal is close to this thread(Covariance Matrix Not Symmetric for LKJ prior), however I am too unfamiliar with Stan’s syntax(never used BUGS, etc, before) to figure out the correct way to setup the model.