Fix undef ref in lkj_chol sampling (#1782)

* Fix undef ref in lkj_chol sampling

* Add test for dim=1 lkjcholesky

* Update test/cholesky/lkjcholesky.jl

Co-authored-by: David Widmann <[email protected]>

* Update test/cholesky/lkjcholesky.jl

Co-authored-by: Seth Axen <[email protected]>

* Update test/cholesky/lkjcholesky.jl

Co-authored-by: David Widmann <[email protected]>

---------

Co-authored-by: David Widmann <[email protected]>
Co-authored-by: Seth Axen <[email protected]>

Author: 3 people

src/cholesky/lkjcholesky.jl

@@ -238,7 +238,7 @@ function _lkj_cholesky_onion_tri!(
     # equivalent steps in algorithm in reference are marked.
     @assert size(A) == (d, d)
     A[1, 1] = 1
-    d > 1 || return R
+    d > 1 || return A
     β = η + (d - 2)//2
     #  1. Initialization
     w0 = 2 * rand(rng, Beta(β, β)) - 1

test/cholesky/lkjcholesky.jl

@@ -181,6 +181,7 @@ using FiniteDifferences
         nkstests = 4 # use for appropriate Bonferroni correction for KS test
 
         @testset "rand" begin
+            @test rand(LKJCholesky(1, 0.5)).factors == ones(1, 1)
             @testset for p in (2, 4, 10), η in (0.5, 1, 3), uplo in ('L', 'U')
                 d = LKJCholesky(p, η, uplo)
                 test_draw(d, rand(rng, d))