This function proposes a convenient wrapper to create a measure set, mimicking a behaviour of metric_set.
Details
All functions must be valid measure functions, i.e. they must be of
class tendency_measure, var_measure or sym_measure. Or created with
new_tendency_measure, new_var_measure or new_sym_measure.
Alike with metric_set, where it is not allowed to mix different metric
classes, it is allowed to mix different measure classes in measure_set.
For example, gm() can be used with cv() because they
are valid measure functions even though first one is of class
tendency_measure and the second one is of class var_measure.