Add missing docstrings in sd.jl

[odow]

Part of #1825

[codecov]

Codecov Report

Merging #2473 (d992e50) into master (d4f7458) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #2473   +/-   ##
=======================================
  Coverage   92.25%   92.25%           
=======================================
  Files          43       43           
  Lines        4661     4661           
=======================================
  Hits         4300     4300           
  Misses        361      361           

Impacted Files	Coverage Δ
src/sd.jl	90.90% <ø> (ø)

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