* Add the new BayesianGaussianMixture class.
Add the test file for the BayesianGaussianMixture.
* Add the use of the cholesky decomposition of the precision matrix.
* Fix some bugs.
* Modification of GaussianMixture class.
The purpose here is to prepare the integration of BayesianGaussianMixture.
* Fix comments.
* Modification of the Docstring.
* Add license and author.
* Fix pb typo of eq 10.64 and 10.62.
* Correct VBGMM bugs.
* Fix full version.
* Fix the precision normalisation pb.
* Fix all cov_type algo for BayesianGaussianMixture.
* Optimisation of spherical and diag computation.
* Code simplification.
* Check the Gaussian Mixture tests are ok.
* Add test.
* Add new tests for BayesianGaussianMixture and GaussianMixture.
* Add the bayesian_gaussian_example and the doc.
* Fix comments.
* Fix review comments and add license and author.
* Fix test compare covar type.
* Fix reviews.
* Fix tests.
* Fix review comments.
* Correct reviews.
* Fix travis pb.
* Fix circleci pb.
* Fix review comments.
* Fix typo.
* Fix comments.
Add reg_covar and what's new.
* Fix comments.
* Fix comments.
* [ci skip] Correct legend.