[Feature Request] LKJ distribution? #150
Description
Not sure how much need for LKJ there is, but last time I worked with bayesian models it seemed pretty useful as a covariance matrix prior. So I want to bring this up. :)
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Not sure how much need for LKJ there is, but last time I worked with bayesian models it seemed pretty useful as a covariance matrix prior. So I want to bring this up. :)