sd -> V

[MrDomani]

Instead of vector of standard distributions, we will expect a (possibly diagonal) covariance matrix.

[MrDomani]

During our meeting, we came up with name V for the covariance matrix argument. However, in my experience the canonical way to denote a covariance matrix is with Sigma letter. Function, that generates observations from multivariate normal distribution, calls the covariance matrix argument Sigma. Maybe we should do the same? How is the covariance matrix usually denoted in economic/econometric literature? @danielwilhelm

[danielwilhelm]

Sigma sounds good. Let's use that.