Adds point v

def update(self, v):
        """Adds point v"""
        self.t += 1
        g = self.gamma()
        self.mu = (1. - g) * self.mu + g * v
        mv = v - self.mu
        self.Sigma = ((1. - g) * self.Sigma
                      + g * np.dot(mv[:, np.newaxis], mv[np.newaxis, :]))
        try:
            self.L = cholesky(self.Sigma, lower=True)
        except LinAlgError:
            self.L = self.L0