working with MvNormal, I noticed that the mean, var, and cov function were not defined for FitMvNormal, even though they exist for FitNormal. This MR adds them.
Further, I noticed that in the edge cases that the same (exact) same value is added a few times, the fallback mean and variance were returned. With this MR the behaviour becomes:
julia> m = FitMvNormal(2)
FitMvNormal: n=0 | value=([0.0, 0.0], [-0.0 -0.0; -0.0 -0.0])
julia> a = rand(2)
2-element Vector{Float64}:
0.5760181131344163
0.5890715541785612
julia> for i in 1:5
fit!(m, a)
end
julia> m
FitMvNormal: n=5 | value=([0.576018, 0.589072], [0.0 0.0; 0.0 0.0])
Hey,
working with MvNormal, I noticed that the
mean
,var
, andcov
function were not defined forFitMvNormal
, even though they exist forFitNormal
. This MR adds them.Further, I noticed that in the edge cases that the same (exact) same value is added a few times, the fallback mean and variance were returned. With this MR the behaviour becomes: