Add LKJ covariance prior example

[AustinRochford]

@twiecki in response to https://twitter.com/twiecki/status/780770116871004161

[twiecki]

Fantastic, thanks @AustinRochford. I realized one thing, in #1398 we allow to pass cov directly to MvNormal which would make this example even more concise. Anyway, will have to merge that first.

[coveralls]

Coverage remained the same at 81.219% when pulling a37ea75 on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.

[coveralls]

Coverage remained the same at 81.219% when pulling a37ea75 on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.

[coveralls]

Coverage remained the same at 81.219% when pulling a37ea75 on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.

[coveralls]

Coverage remained the same at 81.219% when pulling a37ea75 on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.

[coveralls]

Coverage remained the same at 81.219% when pulling a37ea75 on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.

[springcoil]

Perhaps change this example based on the cov/ tau changes that Thomas Wiecki mentioned.

[coveralls]

Coverage increased (+0.02%) to 81.234% when pulling 43c0d7b on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.

[twiecki]

Can you fix the headings? Title should be # Title, subtitles ## subtitle etc. Also, feel free to add your author name and a link to your blog / twitter to the top if you want.

Typo: visuall -> visually

[twiecki]

Also theano.tensor should be imported as tt, not T.

[AustinRochford]

@twiecki @springcoil I think that should do it for the comments above. Let me know if you have any others.

[twiecki]

👍

[twiecki]

http://pymc-devs.github.io/pymc3/notebooks/LKJ.html

[coveralls]

Coverage increased (+2.9%) to 84.127% when pulling 1697779 on AustinRochford:docs-add-lkj-example into e9ee56a on pymc-devs:master.