JuliaMath / JuliaMath/MeasureTheory.jl
Overloading constructors
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Description
I know this isn't part of this PR, but overloading constructors to construct something else can cause problems, the simplest being that something like `StudentT(0, 1, 30) isa StudentT` is `false`.
_Originally posted by @sethaxen in https://github.com/cscherrer/MeasureTheory.jl/pull/156#discussion_r701462939_
My response:
> Yeah, I agree that's a little weird. But the upside is pretty huge. This approach allows us to fine-tune code for Affine, and have that same code work for multivariate-anything. So implementing MvNormal gives us MvStudentT etc for free.
>
> To me it seems worth it, but if you disagree we should talk through it
Let's discuss...
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