GaussianFilters.jl
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I as valid covariance matrix
allow for multiplications of I to be valid inputted covariance matrices
Since #14 is fixed one should already be able to use I, simply by writing I(3) (I think starting from Julia 1.2 ?) since Diagonal <: AbstractArray. So maybe it is sufficient to just document this and call this closed.
julia> typeof(I(3))
Diagonal{Bool,Array{Bool,1}}