docs: public void setMeanCovariance(Vec mean, Matrix covariance)
      {
          if(!covariance.isSquare())
              throw new ArithmeticException("Covariance matrix must be square");
          else if(mean.length() != covariance.rows())
              throw new ArithmeticException("The mean vector and matrix must have the same dimension," +
                      mean.length() + " does not match [" + covariance.rows() + ", " + covariance.rows() +"]" );
          //Else, we are good!
          this.mean = mean.clone();
          setCovariance(covariance);
      }