Add MvNormal(::FiniteGP) in a @requires

[cscherrer]

It's not necessary to compute it if you don't call rand or logpdf shrug

One approach that doesn't touch the structure of FiniteGP would be to add a method MvNormal(::FiniteGP) that returns the corresponding MvNormal distribution which could then be used instead of FiniteGP if you don't want to recompute the cholesky decomposition, e.g., if you call rand or logpdf multiple times.

Ooh, I like that. Maybe we have a @require in MeasureTheory that adds the MvNormal method. Then we can use the faster representation too, should work out great!

Originally posted by @cscherrer in JuliaGaussianProcesses/AbstractGPs.jl#232 (comment)

What do you think @mschauer?