GaussianDistributions.jl

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This PR implements `Base.copy`, `Base.similar` and `Base.copy!` for `Gaussian`s. For context: I'm using GaussianDistributions.jl in ProbNumDiffEq.jl, and so far I just implemented these functions [there.](https://github.com/nathanaelbosch/ProbNumDiffEq.jl/blob/main/src/gaussians.jl); which "just works", but is...

nathanaelbosch

Should Gaussian really be iterable?

5

I ran into a nasty bug just now trying to do `quantile(P, 0.9)`. This runs without error (returning the mean for a univariate at least) but is obviously not what...

fredcallaway

Reference for the bivariate CDF approximation

1

Any chance you could provide a citation for the CDF approximation method? Or did you come up with it yourself?

fredcallaway

Register

17

@JuliaRegistrator register Release notes: Support isapprox and updates to packaging.

mschauer

Would it be nice to change to ``` struct Gaussian{T} params::T end Gaussian(;args...) = Gaussian((;args...)) Π = Gaussian(μ=μp, Σ=Σp) ``` and dispatch on the name of the parameters similarly as...

mschauer

Sampling from a dirac delta

2

I occasionally like having Gaussians with covariance=0 (this is natural, given the formulation in MiniKalman.jl). The math for Kalman filtering works fine, but when sampling I have an issue, which...

cstjean

@rfourquet

mschauer