CHANGELOG.md

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[0.18.0] - 2024-12-02

✨ Added

• Added more inverse cumulative distribution functions.
• Introduced feature flags: rand and nalgebra.
• Added the std_dev method to the Distribution trait explicitly.
• Supported sampling integers from discrete distributions.
• Added support for the Gumbel distribution.

⚠️ Breaking Changes

• Migrated multivariate distributions to generic dimensions.
• Replaced StatsError with module-level error types in distribution and its children.
• Changed checked_logit, checked_multinomial, and similar methods to return Option to handle invalid inputs.
• Changed Chi distribution to use u64 for degrees of freedom.

🛠️ Changed

• Upgraded nalgebra to version 0.33.
  • Upgrades MSRV to 1.65+
• Improved documentation and added examples (e.g., for Hypergeometric distribution).
• Added MSRV (Minimum Supported Rust Version) metadata to Cargo.toml and documentation.
• Introduced coverage reporting with llvm-cov.
• Updated CI to check all feature combinations and ensure MSRV compliance.
• Added an MSRV badge to crates.io.

✅ Fixed

• Corrected formatting issues in documentation.
• Fixed several rustdoc warnings.
• Expanded test coverage for Dirichlet and Multinomial distributions.
• Improved ergonomics at cli for tests and ensured compatibility with updated NIST data.

❌ Removed

• Replaced StatsError with module-level error types.
• Deprecated the error module and preformatted NIST data.
• Removed rustfmt.toml as part of CI clean-up.

🎉 New Contributors

• @SabrinaJewson and @alimf17 made their first contributions!

0.17.1 - 2024-06-08

Details

Changed

• Release statrs version 0.17.1 by @YeungOnion

Fixed

• Code in benches still needs criterion by @YeungOnion

0.17.0 - 2024-05-30

Added

• specializes inverse_cdf() for Uniform (#166)
• Add way to get standard normal distribution easily. (#228)
• reject constructing Uniform of infinite support (#218)
• extend StatsError for finiteness (#218)
• default implementation of survival function with generics (#179)
• update MultivariateNormal API
  • construct from nalgebra with MultivariateNormal::new_from_nalgebra (#177)
  • support std::vec vector input in addition to nalgebra vectors (#199)

Fixed

• Update nalgebra to 0.32 (#187)
• for Gamma with shape<1 there is no mode, returns None instead of some negative number (#212)
• fix precision of ::inverse_cdf with some newton raphson steps (#227)
  • adds test case from #200
• fix integer bisection for default implementation of <D as DiscreteCDF>::inverse_cdf (#220)
  • also add tests from (#185)

Other

• Remove "nightly" feature and drop testing requirement for nightly (#234)
• Allow some imprecision in specific test case (#215)
• Update CI (#215)
  • Check formatting in CI via rustfmt
  • Expand CI test job
  • Add clippy job to CI
• update README with formatting and adding to "Contributing" (#213)
• Add test asserting that StatsError is Sync & Send (#226)
• Rename private struct NonNAN to NonNan (#222)
• Remove lazy-static dependency and make FCACHE a proper const (#211)
• crate examples shall be in docstrings instead of README (#213)
• alias inverse_cdf as "quantile function" in docs (#213)
• docstrings with math shall be text instead of ignore (#213)

[0.16.0]

• Adds an sf method to the ContinuousCDF and DiscreteCDF traits
  • Calculates the survival function (CDF complement) for the distribution.
• Survival function implemented for all distributions implementing ContinuousCDF and DiscreteCDF
  • See PR description for in-depth changes
• update nalgebra to 0.29

v0.15.0

• upgrade nalgebra to 0.27.1 to avoid RUSTSEC-2021-0070

v0.14.0

• upgrade rand dependency to 0.8
• fix inaccurate sampling of Gamma
• Implemented Empirical distribution
• Implemented Laplace distribution
• Removed Checked* traits
• Almost clippy-clean
• Almost fully enabled rustfmt
• Begin applying consistent numeric relative-accuracy targets with the approx crate
• Introduce macro to generate testing boilerplate, yet not all tests use this yet
• Moved to dynamic vectors in the MultivariateNormal distribution
• Reduced a number of distribution-specific traits into the Distribution and DiscreteDistribution traits

v0.13.0

• Implemented MultivariateNormal distribution (depends on nalgebra 0.19)
• Implemented Dirac distribution
• Implemented Negative Binomial distribution

v0.12.0

• upgrade rand dependency to 0.7

v0.11.0

• upgrade rand dependency to 0.6
• Implement CheckedInverseCDF and InverseCDF for Normal distribution

v0.10.0

• upgrade rand dependency to 0.5
• Removes the Distribution trait in favor of the rand::distributions::Distribution trait
• Removed functions deprecated in 0.8.0 (periodic, periodic_custom, sinusoidal, sinusoidal_custom)

v0.9.0

• implemented infinite sequence generator for periodic sequence
• implemented infinite sequence generator for sinusoidal sequence
• implemented infinite sequence generator for square sequence
• implemented infinite sequence generator for triangle sequence
• implemented infinite sequence generator for sawtooth sequence
• deprecate old non-infinite iterators in favor of new infinite iterators with take
• Implemented Pareto distribution
• Implemented Entropy trait for the Categorical distribution
• Add a checked_ interface to all distribution methods and functions that may panic

v0.8.0

• cdf(x), pdf(x) and pmf(x) now return the correct value instead of panicking when x is outside the range of values that the distribution can attain.
• Fixed a bug in the Uniform distribution implementation where samples were drawn from range [min, max + 1) instead of [min, max]. The samples are now drawn correctly from the range [min, max].
• Implement generate::log_spaced function
• Implement generate::Periodic iterator
• Implement generate::Sinusoidal iterator
• Implement generate::Square iterator
• Implement generate::Triangle iterator
• Implement generate::Sawtooth iterator
• Deprecate generate::periodic and generate::periodic_custom
• Deprecate generate::sinusoidal and generate::sinusoidal_custom

Note: A recent commit to the Rust nightly build causes compile errors when using empty slices with the Statistics trait, specifically the Statistics::min and Statistics::max methods. This only affects the case where the compiler must infer the type of the empty slice:

use statrs::statistics::Statistics;

// compile error! Assumes the use of Ord::min rather than
// Statistcs::min
let x = [];
assert!(x.min().is_nan());

The fix is to pin the type of the empty slice:

// no compile error
let x: [f64; 0] = [];
assert!(x.min().is_nan());

Since the regression affects a very slim edge-case and the fix is very simple, no breaking changes to the Statistics API was deemed necessary

v0.7.0

• Implemented Categorical distribution
• Implemented Erlang distribution
• Implemented Multinomial distribution
• New InverseCDF trait for distributions that implement the inverse cdf function

v0.6.0

• gamma::gamma_ur, gamma::gamma_ui, gamma::gamma_lr, and gamma::gamma_li now follow strict gamma function domain, panicking if a or x are not in (0, +inf)
• beta::beta_reg no longer allows 0.0 for a or b arguments
• InverseGamma distribution no longer accepts f64::INFINITY as valid arguments for shape or rate as the value is nonsense
• Binomial::cdf no longer accepts arguments outside the domain of [0, n]
• Bernoulli::cdf no longer accepts arguments outside the domain of [0, 1]
• DiscreteUniform::cdf no longer accepts arguments outside the domain of [min, max]
• Uniform::cdf no longer accepts arguments outside the domain of [min, max]
• Triangular::cdf no longer accepts arguments outside the domain of [min, max]
• FisherSnedecor no longer accepts f64::INFINITY as a valid argument for freedom_1 or freedom_2
• FisherSnedecor::cdf no longer accepts arguments outside the domain of [0, +inf)
• Geometric::cdf no longer accepts non-positive arguments
• Normal now uses the Ziggurat method to generate random samples. This also affects all distributions depending on Normal for sampling including Chi, LogNormal, Gamma, and StudentsT
• Exponential now uses the Ziggurat methd to generate random samples.
• Binomial now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Binomial::min and Binomial::max now return u64
• Bernoulli now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Bernoulli::min and Bernoulli::min now return u64
• Geometric now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Geometric::min and Geometric::min now return u64
• Poisson now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Poisson::min and Poisson::min now return u64
• Binomial now implements Mode<u64> instead of Mode<i64>
• Bernoulli now implements Mode<u64> instead of Mode<i64>
• Poisson now implements Mode<u64> instead of Mode<i64>
• Geometric now implements Mode<u64> instead of Mode<i64>
• Hypergeometric now implements Mode<u64> instead of Mode<i64>
• Binomial now implements Discrete<u64, f64> rather than Discrete<i64, f64>
• Bernoulli now implements Discrete<u64, f64> rather than Discrete<i64, f64>
• Geometric now implements Discrete<u64, f64> rather than Discrete<i64, f64>
• Hypergeometric now implements Discrete<u64, f64> rather than Discrete<i64, f64>
• Poisson now implements Discrete<u64, f64> rather than Discrete<i64, f64>

v0.5.1

• Fixed critical bug in normal::sample_unchecked where it was returning NaN

v0.5.0

• Implemented the logistic::logistic special function
• Implemented the logistic::logit special function
• Implemented the factorial::multinomial special function
• Implemented the harmonic::harmonic special function
• Implemented the harmonic::gen_harmonic special function
• Implemented the InverseGamma distribution
• Implemented the Geometric distribution
• Implemented the Hypergeometric distribution
• gamma::gamma_ur now panics when x > 0 or a == f64::NEG_INFINITY. In addition, it also returns f64::NAN when a == f64::INFINITY and 0.0 when x == f64::INFINITY
• Gamma::pdf and Gamma::ln_pdf now return f64::NAN if any of shape, rate, or x are f64::INFINITY
• Binomial::pdf and Binomial::ln_pdf now panic if x > n or x < 0
• Bernoulli::pdf and Bernoulli::ln_pdf now panic if x > 1 or x < 0

[v0.4.0]

• Implemented the exponential::integral special function
• Implemented the Cauchy (otherwise known as the Lorenz) distribution
• Implemented the Dirichlet distribution
• Continuous and Discrete traits no longer dependent on Distribution trait

[v0.3.2]

• Implemented the FisherSnedecor (F) distribution

[v0.3.1]

• Removed print statements from ln_pdf method in Beta distribution

[v0.3.0]

• Moved methods min and max out of trait Univariate into their own respective traits Min and Max
• Traits Min, Max, Mean, Variance, Entropy, Skewness, Median, and Mode moved from distribution module to statistics module
• Mean, Variance, Entropy, Skewness, Median, and Mode no longer depend on Distribution trait
• Mean, Variance, Skewness, and Mode are now generic over only one type, the return type, due to not depending on Distribution anymore
• order_statistic, median, quantile, percentile, lower_quartile, upper_quartile, interquartile_range, and ranks methods removed from Statistics trait.
• min, max, mean, variance, and std_dev methods added to Statistics trait
• Statistics trait now implemented for all types implementing IntoIterator where Item implements Borrow<f64>. Slice now implicitly implements Statistics through this new implementation.
• Slice still implements Min, Max, Mean, and Variance but now through the Statistics implementation rather than its own implementation
• InplaceStatistics renamed to OrderStatistics, all methods in InplaceStatistics have _inplace trimmed from method name.
• Inverse DiGamma function implemented with signature gamma::inv_digamma(x: f64) -> f64

[v0.2.0]

• Created statistics module and Statistics trait
• Statistics trait implementation for [f64]
• Implemented Beta distribution
• Added Modulus trait and implementations for f32, f64, i32, i64, u32, and u64 in euclid module
• Added periodic and sinusoidal vector generation functions in generate module