consistent names for covariance and correlation matrices, fixes #716

Author: avehtari

src/reference-manual/types.qmd

@@ -837,10 +837,10 @@ definite.  Like correlation matrices, covariance matrices only need a
 single dimension in their declaration.  For instance,
 
 ```stan
-cov_matrix[K] Omega;
+cov_matrix[K] Sigma;
 ```
 
-declares `Omega` to be a $K \times K$ covariance matrix, where
+declares `Sigma` to be a $K \times K$ covariance matrix, where
 $K$ is the value of the data variable `K`.
 
 
@@ -853,10 +853,10 @@ Because correlation matrices are square, only one dimension needs
 to be declared.  For example,
 
 ```stan
-corr_matrix[3] Sigma;
+corr_matrix[3] Omega;
 ```
 
-declares `Sigma` to be a $3 \times 3$ correlation matrix.
+declares `Omega` to be a $3 \times 3$ correlation matrix.
 
 Correlation matrices may be assigned to other matrices, including
 unconstrained matrices, if their dimensions match, and vice-versa.