Improved varname_and_value_leaves for Cholesky (#531)

* varname_and_value_leaves now return x.L or x.U as varnames for cholesky

* updated docstring for varname_and_value_leaves

* bumped patch version

Author: torfjelde

Project.toml

@@ -1,6 +1,6 @@
 name = "DynamicPPL"
 uuid = "366bfd00-2699-11ea-058f-f148b4cae6d8"
-version = "0.23.15"
+version = "0.23.16"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"

src/utils.jl

@@ -936,15 +936,15 @@ julia> # `UpperTriangular`
 
 julia> # `Cholesky` with lower-triangular
        foreach(println, varname_and_value_leaves(@varname(x), Cholesky([1.0 0.0; 0.0 1.0], 'L', 0)))
-(x[1,1], 1.0)
-(x[2,1], 0.0)
-(x[2,2], 1.0)
+(x.L[1,1], 1.0)
+(x.L[2,1], 0.0)
+(x.L[2,2], 1.0)
 
 julia> # `Cholesky` with upper-triangular
        foreach(println, varname_and_value_leaves(@varname(x), Cholesky([1.0 0.0; 0.0 1.0], 'U', 0)))
-(x[1,1], 1.0)
-(x[1,2], 0.0)
-(x[2,2], 1.0)
+(x.U[1,1], 1.0)
+(x.U[1,2], 0.0)
+(x.U[2,2], 1.0)
 ```
 """
 function varname_and_value_leaves(vn::VarName, x)
@@ -1019,7 +1019,11 @@ end
 # Special types.
 function varname_and_value_leaves_inner(vn::VarName, x::Cholesky)
     # TODO: Or do we use `PDMat` here?
-    return varname_and_value_leaves_inner(vn, x.UL)
+    return if x.uplo == 'L'
+        varname_and_value_leaves_inner(vn ∘ Setfield.PropertyLens{:L}(), x.L)
+    else
+        varname_and_value_leaves_inner(vn ∘ Setfield.PropertyLens{:U}(), x.U)
+    end
 end
 function varname_and_value_leaves_inner(vn::VarName, x::LinearAlgebra.LowerTriangular)
     return (