Remove outdated deprecation warning

[Andrew Montanez]

Problem Description

When converting to or from a dict, the multivariate gaussian raises a warning saying

`covariance` will be renamed to `correlation` in v0.4.0

We are now on v0.8.0 and we still haven't updated the name.

Expected behavior

• Update the name to correlation
• remove the warning

Additional context

• The avriable is set here. We should update the method name as well.
• The warning can be found here and here