Norma: A tool for multivariate normal distributions
This tool provides a conenient interface to the multivariate normal distribution. It is very much a work in progress, and not ready for public consumption.
There is not currently much documentation for norma, but if you want to play with it, simply import and instantiate the JointNormal class.
from norma.joint_normal import JointNormal
The long term vision for Norma includes improving the existing JointNormal interface as well as implementing a square-root-information implementation of the Kalman filter.