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Multivariate gaussian distribution
This includes the multivariate gaussian distribution, including sampling and score methods, which were both accounted for in unit tests.
One of the reasons why the build is failing is because metaprob.distributions
gets compiled as both Clojure and ClojureScript, and this new distribution uses functions from Incanter which is JVM-only. You'll want to use reader conditionals to either provide an alternate ClojureScript implementation or to mark metaprob.distributions/multivariate-gaussian
as being Clojure-only (see metaprob.distributions/gamma
and metaprob.distributions/beta
for examples of how to do that).