Bad default for multivariate normal

[andreasnoack]

julia> D = MvNormal(zeros(2))
ZeroMeanDiagNormal(
dim: 2
μ: [0.0, 0.0]
Σ: [0.0 0.0; 0.0 0.0]
)

[simonbyrne]

Yes, let's deprecate MvNormal(::AbstractVector) and replace it with MvNormal(::Diagonal)

[andreasnoack]

Oh. It didn't even cross my mind that it would be the variance. I assumed that a vector would be the mean. So yes, let's definitely deprecate that for a Diagonal version. Eventually, I think we could consider reintroducing the constructor where the vector specifies the mean.

[simonbyrne]

Actually, even more confusingly, it's standard deviation.