p2t2/figaro — pull request #207 by gtakata (2014-06-11 19:37:28+00:00)
Title: Element for MultivariateNormal

A new class was added along with some basic tests. The class takes a List of means and a Matrix (a List of Lists) of variances and covariances. It calculates densities correctly and will sample correctly.

Compound tests still need to be developed.

This depends on a new library the Apache.Commons.Math3 library so the build file was modified as well.