low-rank sigma?

[rmcminds]

Hello -

I'm experimenting with your tools with some microbiome data. It occurred to me that it could be convenient to have a built-in low-rank constraint for sigma such that, if there are many traits (in my case, samples), these functions could potentially be used for a PCA-type analysis that incorporates various phylogenetic models. Do you think it would be possible to have something like 'UpperTriangularWithDiagonalMaxRows10' to specify a maximum rank-10 cholesky factor of the covariance?