I think the only way to do that would be to specify each of the diagonal elements separately, i.e. something like
@random begin
ηCL ~ InverseGamma(...)
ηV1 ~ InverseGamma(...)
ηV2 ~ InverseGamma(...)
end
I chose InverseGamma
here since it’s equivalent to a scalar InverseWishart
but it might be better to use the Gamma
since it has support at zero
.