This is a simple implementation of the Gaussian Discriminant Analysis algorithm in Python. It is based on the Wikipedia article on the subject.
# Create a GDA object
gda = GDA()
# Train the model
gda.fit(X, y)
# Predict the class of a new sample
gda.predict(X_new)
Or, Run the notebook to see the algorithm in action.
You can find the implementation in the gaussian_discriminant_analysis.py file.