feature: Implement Continuous<Vec<f64>> for MultivariateNormal

src/distribution/multivariate_normal.rs

@@ -202,6 +202,28 @@ impl<'a> Continuous<&'a DVector<f64>, f64> for MultivariateNormal {
     }
 }
 
+impl Continuous<Vec<f64>, f64> for MultivariateNormal {
+    /// Calculates the probability density function for the multivariate
+    /// normal distribution at `x`
+    ///
+    /// # Formula
+    ///
+    /// ```ignore
+    /// (2 * π) ^ (-k / 2) * det(Σ) ^ (1 / 2) * e ^ ( -(1 / 2) * transpose(x - μ) * inv(Σ) * (x - μ))
+    /// ```
+    ///
+    /// where `μ` is the mean, `inv(Σ)` is the precision matrix, `det(Σ)` is the determinant
+    /// of the covariance matrix, and `k` is the dimension of the distribution
+    fn pdf(&self, x: Vec<f64>) -> f64 {
+        self.pdf(&DVector::from(x))
+    }
+    /// Calculates the log probability density function for the multivariate
+    /// normal distribution at `x`. Equivalent to pdf(x).ln().
+    fn ln_pdf(&self, x: Vec<f64>) -> f64 {
+        self.pdf(&DVector::from(x))
+    }
+}
+
 #[rustfmt::skip]
 #[cfg(all(test, feature = "nightly"))]
 mod tests  {