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MBrounsColCarroll
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swap parameter documentation order of eta and n parameter of LKJCholeskyCov (#3723)
Currently the order is flipped between the __init__ and the docstring. This can cause accidental misspecifications which are tedious to debug.
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pymc3/distributions/multivariate.py

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@@ -997,12 +997,12 @@ class LKJCholeskyCov(Continuous):
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Parameters
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----------
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n : int
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Dimension of the covariance matrix (n > 1).
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eta : float
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The shape parameter (eta > 0) of the LKJ distribution. eta = 1
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implies a uniform distribution of the correlation matrices;
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larger values put more weight on matrices with few correlations.
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n : int
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Dimension of the covariance matrix (n > 1).
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sd_dist : pm.Distribution
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A distribution for the standard deviations.
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