JuliaStats / Distributions.jl / 2923

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Matrix Gaussian Distribution (#1091)

* Create matrixgaussian.jl

Implements the matrix Gaussian distribution as detailed in https://arxiv.org/pdf/1804.11010.pdf

* Added MatrixGaussian to exports

* Added MatrixGaussian

* Added matrixgaussian.jl to includes

* Created tests for matrixgaussian.jl

* Updated runtests.jl with matrixgaussian.jl tests

* Fixed typo in filename

* Incorporated johnczito's suggestion- wrap MvNormal

* Updated matrigaussian tests for MvNormal wrapping

* Fixed typo in constructor definition

* Fixed typo in constructor

* Incorporated johnczito's suggestion- wrap MvNormal

* Updated matrigaussian tests for MvNormal wrapping

* Fixed typo in constructor definition

* Fixed typo in constructor

* Added constructor for two matrices

* Fixed typo in constructor

* Fixed typo in constructor

* Check dimensions for insupport

* Check if matrix is real for insupport

* Added MatrixReshaped distribution; removed MatrixGaussian distribution.

* Removed individual MatrixVariates tests

* Update src/Distributions.jl to resolve merge errors

Co-Authored-By: John Zito <johnczito@users.noreply.github.com>

* Update docs/src/matrix.md to resolve merge errors

Co-Authored-By: John Zito <johnczito@users.noreply.github.com>

Co-authored-by: John Zito <johnczito@users.noreply.github.com>

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