Hi,

I am working on translating a model from WinBUGS code to Stan. The relevant part of the WinBUGS code is as follows:

```
prec[1,1] <- 1; prec[1,2] <- 0; prec[1,3] <- 0
prec[2,1] <- 0; prec[2,2] <- 1; prec[2,3] <- 0
prec[3,1] <- 0; prec[3,2] <- 0; prec[3,3] <- 1
tau.ug[1:3, 1:3] ~ dwish(prec[1:3, 1:3], 3)
for (i in 1:3) {
ug0[i] ~ dnorm(0, 0.01)
}
for (k in 1:K) {
ug[k,1:3] ~ dmnorm(ug0[1:3], tau.ug[1:3, 1:3])
}
```

The `R2WinBUGS`

code also initializes those variables as

```
tau.ug = rwish(3, diag(3)),
ug0 = log(c(0.7, 36, 1.3))
ug = log(cbind(rnorm(K, 0.7, 0.05), rnorm(K, 36, 3), rnorm(K, 1.3, 0.1)))
```

I tried to translate this to Stan, but it seems to not be working (I am not getting any compilation error messages, but all of the transitions are divergent.)

Here is the relevant portions of the Stan code:

```
data {
int<lower=1> K;
}
transformed data {
matrix[3, 3] prec = diag_matrix(rep_vector(1, 3));
}
parameters {
matrix[3, 3] sigma_ug;
matrix[K, 3] ug;
vector[3] ug0;
}
model {
sigma_ug ~ inv_wishart(3, prec);
for (i in 1:3) {
ug0[i] ~ normal(0, 100);
}
for (k in 1:K) {
ug[k, 1:3] ~ multi_normal(ug0, sigma_ug);
}
}
```

In `RStan`

, I initialized the parameters as follows

```
sigma_ug = riwish(3, diag(3)),
ug0 = log(c(0.7, 36, 1.3))
ug = log(cbind(rnorm(K, 0.7, 0.05), rnorm(K, 36, 3), rnorm(K, 1.3, 0.1)))
```

(There are also a lot of other parts to the WinBUGS /Stan codes that I did not include, since I assume it would make it too confusing)

Do you notice anything I am doing that would make it not converge correctly?

Thanks so much for your help. Please let me know if there is other information that could be helpful.