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More support for Multivariate distributions #599

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@vinayakpathak

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@vinayakpathak

It might be nice to be able to do the following kinds of things with multivariate distributions:

  1. Marginalize over a subset of variables.
  2. Calculate conditional distributions conditioned on a subset.
  3. Assign names of arbitrary types to these variables instead of non-negative integers. For example, might be nice to be able to do something like
val g = MultivariateGaussian(...)
val mg = g.marginalized(List("A", "D", "E"))

This should give us g marginalized over the variables named A, D, and E.

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