Add LKJ covariance prior example (#1400)

* Add LKJ covariance prior example

* Change LKJ example to use cov instead of tau

* Fix Markdown formatting; add author link

Author: AustinRochford

docs/source/examples.rst

@@ -6,6 +6,7 @@ Examples
 
 .. toctree::
    notebooks/BEST.ipynb
+   notebooks/LKJ.ipynb
    notebooks/stochastic_volatility.ipynb
    notebooks/GLM-linear.ipynb
    notebooks/GLM-robust.ipynb