Rename cov_diag to var?

[devmotion]

Distributions.jl uses var for the diagonal of the covariance matrix and, e.g., defines a fallback for AbstractMvNormal: https://github.com/JuliaStats/Distributions.jl/blob/35125579a77b938f8d4a8bd2be23cbf1f2ddf225/src/multivariate/mvnormal.jl#L258

So to avoid that users end up with surprisingly inefficient code we could

• define Statistics.var(gp::FiniteGP) = cov_diag(gp)
• or rename cov_diag to var

What would you prefer?

[theogf]

Renaming cov_diag to Statistics.var sounds great to me!

[willtebbutt]

If we were to do this, I'd want to rename all of the places where we refer to diagonals, such as mean_and_cov_diag -> mean_and_var, to ensure that we're consistent.

[devmotion]

Yes, I agree, I thought about this as well and wanted to suggest it but somehow forgot to mention it above 😄