Hi everyone,

I looked at the source code and the existing examples for setting the sd_dist parameter in LKJCholeskyCov and it seems ambiguous.

```
sd_dist = pm.HalfCauchy.dist(beta=2.5)
packed_chol = pm.LKJCholeskyCov('chol_cov', eta=2, n=10, sd_dist=sd_dist)
```

sd_dist shape is left empty, but n is equal to 10.

Here, however: https://docs.pymc.io/api/distributions/multivariate.html

```
sd_dist = pm.HalfCauchy.dist(beta=2.5, shape=3)
chol_packed = pm.LKJCholeskyCov('chol_packed',
n=3, eta=2, sd_dist=sd_dist)
```

It’s slightly unclear to me why shape is 3: assuming this represents a more flexible model where each entry gets its own random variable, then surely the shape shouldn’t be 3 but it should be 3+2+1 (ie, the number of entries for a lower triangular matrix).