Additional work on HW covariance

Author: Chris Fonnesbeck

pymc3/distributions/multivariate.py

@@ -488,6 +488,7 @@ class HWCov(Continuous):
     def __init__(self, nu, a, *args, **kwargs):
         self.nu = nu
         self.a = a
+        self.p = p = a.shape[0]
         self.mean = tt.nlinalg.alloc_diag(a)
         super(HWCov, self).__init__(*args, **kwargs)
 
@@ -505,8 +506,8 @@ def _random(nu, a, size=None):
 
     def logp(self, S):
         nu = self.nu
-        p = self.shape[0]
         a = self.a
+        p = self.p
 
         S_inv_diag = matrix_inverse(S).diagonal()