Categorical and Gamma measures

[gdalle]

Hey, it's me again 👋
In order to replace the Distributions.jl dependency in PointProcesses.jl with MeasureTheory.jl, I would need local implementations of the Gamma and Categorical distributions. Is that on the wish list somehow?
I'm not very confident with the macros defining ParametrizedMeasures, so I could give it a shot in a PR but I'm not sure it would land on target.

[cscherrer]

Yes! If you'd like to take a crack at it I can help if you get stuck, and of course review the PR. It would be really helpful to better understand the sticking points for this sort of thing.

I think I'd start by having a look at some of the existing parameterized measures to get a feel for it. I'm happy to help if something's not clear :)