One_with.stan

data{
 int<lower=0> N;
 vector[3] X[N];
}
parameters{
  vector[3] mu;
  real<lower=0> sig[3];
  real<lower=-1,upper=1> rho;
}
transformed parameters{
  cov_matrix[3] Sigma;
  Sigma[1,1] = sig[1]*sig[1];
  Sigma[2,2] = sig[2]*sig[2];
  Sigma[3,3] = sig[3]*sig[3];
  Sigma[1,2] = sig[1]*sig[2]*rho;
  Sigma[1,3] = sig[1]*sig[3]*rho;
  Sigma[2,3] = sig[2]*sig[3]*rho;
  Sigma[2,1] = Sigma[1,2];
  Sigma[3,1] = Sigma[1,3];
  Sigma[3,2] = Sigma[2,3];
}
model{
  X ~ multi_normal(mu,Sigma);
  mu ~ normal(60,100);
  rho ~ uniform(-1,1);
  sig ~ cauchy(0,2.5);
}