Why is my Stan results not updating

This is my Stan code, wondered why covariance matrix T is not updating, but now I fixed it.

data { 
  int<lower=0> n;
  vector[2] y[n];
  real<lower=0> se[1, 2, n];
  matrix[2,2] R;
  real<lower=-1,upper=1> rho;
parameters {
  vector[2] mu[n];
  vector[2] beta;
  cov_matrix[2] inv_T;
transformed parameters {
  matrix[2,2] S[n];
  for (j in 1:n){
    S[j,1,1] = square(se[1,1,j]);
    S[j,1,2] = rho * se[1,1,j] * se[1,2,j];
    S[j,2,1] = rho * se[1,1,j] * se[1,2,j];
    S[j,2,2] = square(se[1,2,j]);
model {
  // Priors
  for (m in 1:n){
    mu[m] ~  multi_normal_prec(beta, inv_T);
  inv_T ~ wishart(3, R);
  beta ~ normal(0,10);
  // Data
  for (i in 1:n){
    y[i] ~ multi_normal(mu, S[i]);


What did diagnostics say (divergent draws, rhat, ess)?

We would need some data to reproduce the issue. Which parameter has the posterior mean that’s differing?

Turns out I am missing subscript in the mus. Thanks for the diagnositics suggestions.