Add test for MvNormal cholesky factorization

Author: Dpananos

pymc3/tests/test_distributions.py

@@ -1326,17 +1326,21 @@ def setup_class(self):
             b = Normal('beta', mu=0, sigma=10, shape=(2,), observed=beta)
             sigma = HalfNormal('sigma', sigma=1)
 
+            #Test Cholesky parameterization
+            Z = MvNormal('Z', mu = np.zeros(2), chol = np.eye(2), shape = 2)
+
             # Expected value of outcome
             mu = Deterministic('mu', floatX(alpha + tt.dot(X, b)))
 
             # Likelihood (sampling distribution) of observations
             Y_obs = Normal('Y_obs', mu=mu, sigma=sigma, observed=Y)
-        self.distributions = [alpha, sigma, mu, b, Y_obs]
+        self.distributions = [alpha, sigma, mu, b, Z, Y_obs]
         self.expected = (
             r'$\text{alpha} \sim \text{Normal}(\mathit{mu}=0.0,~\mathit{sigma}=10.0)$',
             r'$\text{sigma} \sim \text{HalfNormal}(\mathit{sigma}=1.0)$',
             r'$\text{mu} \sim \text{Deterministic}(\text{alpha},~\text{Constant},~\text{beta})$',
             r'$\text{beta} \sim \text{Normal}(\mathit{mu}=0.0,~\mathit{sigma}=10.0)$',
+            r'$\text{Z} \sim \text{MvNormal}(\mathit{mu}=array,~\mathit{chol}=array)$',
             r'$\text{Y_obs} \sim \text{Normal}(\mathit{mu}=\text{mu},~\mathit{sigma}=f(\text{sigma}))$'
         )