Just discovering an interesting end of the language that I don’t see talked about in the manual at all. Apparently this is valid Stan:
cholesky_factor_corr[4, 7] L_Sigma;
The generated code will read in an unconstrained vector based on the number of rows and not at all based on the number of columns. I assume this is fine because we’re reconstructing a square matrix; what happens to the extra space in the resulting matrix on the constrained space? Why do we allow this?