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RFC/WIP: coercion "cascades" for MvNormal #1823

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RFC/WIP: coercion "cascades" for MvNormal #1823

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Commits on Jan 12, 2024

  1. RFC/WIP: coercion "cascades" for MvNormal 

    This redesigns the constructors of `MvNormal` to:
- check argument consistency in the inner constructor
- support "coercion," for example `MvNormal{Float32}(μ, Σ)`
  will enforce that the result has eltype `Float32`
- cascade coercion among the multiple type parameters

The benefits of this design are subtle but significant, as it
allows the user to specify intent, allows the constructors to
accept input arguments that are not (yet) consistent with
the desired output types (e.g., `MvNormal{Float64}(Any[1,2], I)`),
and makes it easy for developers to "propagate" consistent
types across the code base (e.g., fixes JuliaStats#1544).
    @timholy
    timholy committed Jan 12, 2024
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  2. fix pdmat call

    @timholy
    timholy committed Jan 12, 2024
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