Add LKJCholesky

[sethaxen]

This PR adds an LKJCholesky distribution whose support are LinearAlgebra.Cholesky factorizations of correlation matrices, as discussed in #1336. Essentially all of the functionality is there; I just need to add tests.

[sethaxen]

In the current design, LKJCholesky has an uplo parameter that is only used to determine the triangle storage of sampled Cholesky objects (specified in the uplo field of Cholesky). If insupport, logkernel, etc are called on Cholesky with a different uplo, the distribution's uplo is ignored. This is analogous to logpdf for a matrix distribution working correctly when passed a structured matrix even if the random sample might be unstructured.

[devmotion]

Great 👍

I think it would be good to remove the type computations whenever possible. It seems often one could just use sum. If one wants to ensure type stability often a better approach is to perform as many computations as possible and only fall back to e.g. oftype(result, Inf) if necessary in the end.

[codecov-commenter]

Codecov Report

Merging #1339 (6ca4ecc) into master (42af709) will increase coverage by 0.45%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #1339      +/-   ##
==========================================
+ Coverage   83.05%   83.50%   +0.45%     
==========================================
  Files         117      118       +1     
  Lines        6756     6864     +108     
==========================================
+ Hits         5611     5732     +121     
+ Misses       1145     1132      -13     

Impacted Files	Coverage Δ
src/common.jl	66.66% <ø> (ø)
src/matrix/lkj.jl	99.13% <ø> (ø)
src/cholesky/lkjcholesky.jl	100.00% <100.00%> (ø)
src/show.jl	97.50% <0.00%> (+2.50%)	⬆️
src/univariate/continuous/ksdist.jl	72.72% <0.00%> (+2.59%)	⬆️
src/univariate/continuous/ksonesided.jl	76.92% <0.00%> (+76.92%)	⬆️

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[sethaxen]

Alright, I think I've addressed all the comments.

[devmotion]

Seems everyone is happy with the PR 🙂 Thanks a lot, @sethaxen!