Kalman-and-Bayesian-Filters-in-Python
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Delete filterpy.stats.multivariate_gaussian
I wrote this when SciPy did not support this function. It has now been supported for 2 years. Better to have people learn SciPy than my library.
this requires removing it from the book (chapter 5, maybe others), and then perhaps from FilterPy.
I think the code that computes the CDF can also be deleted.