docs typos in Prior Distributions

[haakon-e]

The second example code block under Example combining several distributions doesn't work:

diag_val = 0.5 * ones(3)
udiag_val = 0.25 * ones(1)
mean = ones(4)
covariance = SymTridiagonal(diagonal_val, udiag_val)
d1 = Parameterized(MvNormal(mean, covariance)) # 4D multivariate normal

some dimensions didn't match up, there were some variable names mismatch, and constructing MvNormal from a SymTridiagonal didn't work for me (I had to convert to a regular matrix).

This should work:

using LinearAlgebra  # note: needed for `SymTridiagonal`
import EnsembleKalmanProcesses.Distributions: MvNormal  # needed for `MvNormal`
diagonal_val = 0.5 * ones(3)
udiag_val = 0.25 * ones(2)
mean = ones(3)
covariance = Matrix(SymTridiagonal(diagonal_val, udiag_val))
d1 = Parameterized(MvNormal(mean, covariance)) # 3D multivariate normal