public static DVectorNormal ToJointGaussian(params IKEPDist[] msgs)
{
// Stack all messages to form a big Gaussian distribution
Vector[] means = msgs.Select(dist => dist.GetMeanVector()).ToArray();
Matrix[] covs = msgs.Select(dist => dist.GetCovarianceMatrix()).ToArray();
Vector M = MatrixUtils.ConcatAll(means);
Matrix V = MatrixUtils.BlkDiag(covs);
DVectorNormal joint = new DVectorNormal(M, V);
return(joint);
}
