It isn’t blocking a personal model of mine right now. I was exploring the codebase for open TODOs and areas to contribute, and I came across the NotImplementedError restriction on eta in _LKJCholeskyCovRV_logp.
The motivation is bringing LKJCholeskyCov into feature parity with LKJCorr (which already supports dynamic eta). In hierarchical modeling, users occasionally want to infer eta by putting a prior on it (for example, in this discussion), and currently LKJCholeskyCov raises an error if eta is anything other than a static float constant.
I mainly wanted to check with the team first before opening an unprompted PR about whether this change was worth making. If this is something you’d like brought in for consistency, I’m happy to put up a PR, otherwise, no worries at all!