Defines a multivariate normal (Gaussian) distribution.
| procedure, public :: get_cholesky_factored_matrix => mvnd_get_cholesky | |
| procedure, public :: get_covariance => mvnd_get_covariance | |
| procedure, public :: get_means => mvnd_get_means | |
| procedure, public :: initialize => mvnd_init | |
| procedure, public :: log_pdf => mvnd_log_pdf | |
| procedure, public :: pdf => mvnd_pdf | |
| procedure, public :: set_means => mvnd_update_mean |