Add commonly used priors over PSD matrices

## Tell us about it

I'm thinking specifically about LKJCholeskyCov and/or LKJCholeskyCorr, but also Wishart/InverseWishart.

- [ ] LKJCholeskyCov
- [ ] LKJCorr
- [x] Wishart

I use these often enough but don't have strong intuitions about them. Would be very handy to be able to explore these. For example, I have read that the marginals of the LKJ priors are quite sensitive to the `eta` parameter, although the joint is not. These are the types of questions I look to preliz for help.

## Thoughts on implementation

Happy to open a PR to help, let me know i these are in-scope for the project.