gmr: Gaussian Mixture Regression.

• EM implementation that only requires numpy and scipy • computation of conditional distributions • sampling from confidence regions of multivariate Gaussians • collapsing a GMM to a single Gaussian • extraction of individual Gaussians from a (conditional) GMM • plotting of covariance ellipses • unscented transform (Uhlmann, 1995) to estimate the effect of a nonlinear function on a Gaussian distribution