Should Gaussian really be iterable?
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 I intended.
I think it would make more sense if Gaussians were treated as quasi-scalars (as distributions are in Distributions.jl). This would also make broadcasting easy, e.g pdf.(P, -3:.01:3).
👍, but IIRC it's to support (m, sig) = some_gaussian. Could be changed to (m, sig) = params(some_gaussian)...
As of Julia 1.7, you can also do (;μ, Σ) = some_gaussian with parameter unpacking.
Oh, let’s go for that!
Shall I make a pull request or would you like to implement it?
Please do make a PR if you would like!