Add CDF for multivariate normal

[henryjac]

Multivariate Normal CDF

Implements the multivariate normal CDF

Algorithm

Uses the algorithm as explained in Section 4.2.2 in Computation of Multivariate Normal and t Probabilities by Alan Genz and Frank Bretz, together with the cholesky decomposition with dynamic changing of rows explained in Section 4.1.3. Specifically we use a Quasi Monte Carlo method.

Additions

• Trait ContinuousMultivariateCDF in mod.rs
• Module MultivariateUniform in multivariate_uniform.rs (mainly for me wanting an in-house way to get uniform distribution in $[0,1]^n$). Implements mean, mode, pdf, cdf, min, max, ln_pdf.
• Function chol_chrows for computing the Cholesky decomposition dynamically whilst changing rows for better integration limits
• Function integrate_pdf to integrate a multivariate pdf between limits a and b
• Implement ContinuousMultivariateCDF for MultivariateNormal (and MultivariateUniform), where cdf uses integrate_pdf with left limit a=[f64::NEG_INFINITY; dim] and right limit x=b
• Tests cdf against scipy.stats.multivariate_normal.cdf in python, as well as MvNormalCDF in Julia
• Import crate primes for generating first $n$ primes as Richtmyer generators in the Quasi MC algorithm