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New CholeskyCorr transform
Description
For drawing from an LKJCholeskyCorr distribution. Seems nice, but needs a forward transform.
Marked as maintenance because our current transformation breaks for n > about 5.
Related Issue
- [ ] Closes #
- [ ] Related to #7101
Checklist
- [ ] Checked that the pre-commit linting/style checks pass
- [ ] Included tests that prove the fix is effective or that the new feature works
- [ ] Added necessary documentation (docstrings and/or example notebooks)
- [ ] If you are a pro: each commit corresponds to a relevant logical change
Type of change
- [x] New feature / enhancement
- [ ] Bug fix
- [ ] Documentation
- [x] Maintenance
- [ ] Other (please specify):
📚 Documentation preview 📚: https://pymc--7700.org.readthedocs.build/en/7700/