There are several places where we are evaluating a Gaussian density, namely
GaussianLikelihood::likelihood
WhiteNoiseAcceleration::getTransitionProbability
GPFCorrection::evaluateProposal
and we will have other such as *KFCorrection::getLikelihood as per #42.
Can we have a utility function in utils.cpp for this? Of course, one day we may end up having a class for distributions.