Correlated-residual posterior predictive draw: Z_rep ~ MVN(mu, Omega), Y_rep = I(Z_rep > 0)
Source:R/probit_posterior_predictive.R
dot-ppc_generate_correlated.RdReuses the state's already-stored Cholesky factor L_omega_s
directly (one Cholesky per state, per Part 20's performance requirement)
via a single D x N_events matrix multiply, vectorised across every event
in that state – no per-event loop.