Provides several classes for representing and using multivariate probability density functions (PDFs).
Each PDF comes as a builder-model-sampler triplet of objects.
e.g. The abstract PDF base classes
The multivariate Gaussian PDF classes
The builders are used to compute the model data (eg the means, variances etc) for the models.
The models are used to calculate densities, cumulative probabilities, gradients, etc.
Samplers are used to generate samples from a given model.
The samples are produced with a PDF given by its model.