Merge branch 'master' into multivariate_normal_diag

.github/dependabot.yml

@@ -0,0 +1,16 @@
+# To get started with Dependabot version updates, you'll need to specify which
+# package ecosystems to update and where the package manifests are located.
+# Please see the documentation for all configuration options:
+# https://docs.github.com/code-security/dependabot/dependabot-version-updates/configuration-options-for-the-dependabot.yml-file
+
+version: 2
+updates:
+  - package-ecosystem: "cargo"
+    directory: "/"
+    open-pull-requests-limit: 10
+    schedule:
+      interval: "monthly"
+  - package-ecosystem: "github-actions"
+    directory: "/"
+    schedule:
+      interval: "monthly"

.github/workflows/coverage.yml

@@ -0,0 +1,39 @@
+name: Coverage
+
+on:
+  push:
+    branches: [ master ]
+  pull_request:
+    branches: [ master ]
+jobs:
+  coverage:
+    name: Coverage
+    runs-on: ubuntu-latest
+    env:
+      RUSTFLAGS: -D warnings
+      CARGO_TERM_COLOR: always
+    steps:
+      - uses: actions/checkout@v4
+      - uses: dtolnay/rust-toolchain@nightly
+        with:
+          components: llvm-tools-preview
+
+      - uses: taiki-e/install-action@v2
+        with:
+          tool: nextest
+      - uses: taiki-e/install-action@v2
+        with:
+          tool: cargo-llvm-cov
+
+      - name: Collect coverage
+        run: |
+          cargo llvm-cov --no-report nextest
+          cargo llvm-cov --no-report --doc
+          cargo llvm-cov report --doctests --lcov --output-path lcov.info
+
+      - name: Upload to codecov.io
+        uses: codecov/codecov-action@v4
+        with:
+          files: lcov.info
+          token: ${{secrets.CODECOV_TOKEN}}
+          fail_ci_if_error: false

.github/workflows/test.yml

@@ -6,34 +6,71 @@ on:
   pull_request:
     branches: [ master ]
 
+env:
+  CARGO_INCREMENTAL: 0
+  RUSTFLAGS: "-Dwarnings"
+
 jobs:
+  clippy:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - name: Install Rust stable with clippy
+        uses: dtolnay/rust-toolchain@stable
+        with:
+          components: clippy
+
+      - name: Run cargo clippy (default features)
+        run: cargo clippy --all-targets
+
+  fmt:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - name: Install Rust stable with rustfmt
+        uses: dtolnay/rust-toolchain@stable
+        with:
+          components: rustfmt
+
+      - name: Run rustfmt --check
+        run: cargo fmt -- --check
+
+  msrv:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - name: Install cargo-hack
+        uses: taiki-e/install-action@cargo-hack
+      - uses: Swatinem/rust-cache@v2
+      - name: Use predefined lockfile
+        run: mv -v Cargo.lock.MSRV Cargo.lock
+      - name: Build (lib only)
+        run: cargo hack check --rust-version --locked
+
   test:
-    name: Test
+    needs: [clippy, fmt, msrv]
     runs-on: ${{ matrix.os }}
     strategy:
-      fail-fast: false
       matrix:
-        include:
-          - os: ubuntu-latest
-            target: x86_64-unknown-linux-gnu
-            toolchain: stable
-          - os: ubuntu-latest
-            target: x86_64-unknown-linux-gnu
-            toolchain: nightly
+          os: [ubuntu-latest, macos-latest, windows-latest]
+
     steps:
-      - uses: actions/checkout@v2
-      - name: Install toolchain
-        uses: actions-rs/toolchain@v1
-        with:
-          profile: minimal
-          target: ${{ matrix.target }}
-          toolchain: ${{ matrix.toolchain }}
-          override: true
-      - name: Test nightly feature (if possible)
-        if: ${{ matrix.toolchain == 'nightly' }}
-        run: |
-          cargo test --target ${{ matrix.target }} --features=nightly
-          cargo test --target ${{ matrix.target }} --benches --features=nightly
+      - uses: actions/checkout@v4
+      - name: Install Rust stable
+        uses: dtolnay/rust-toolchain@stable
+
       - name: Test default features
-        run: |
-          cargo test --target ${{ matrix.target }}
+        run: cargo test
+
+  features:
+    needs: [clippy, fmt]
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - name: Install Rust stable
+        uses: dtolnay/rust-toolchain@stable
+      - name: Install cargo-hack
+        uses: taiki-e/install-action@cargo-hack
+      - uses: Swatinem/rust-cache@v2
+      - name: Check all possible feature sets
+        run: cargo hack check --feature-powerset --no-dev-deps

.gitignore

@@ -7,10 +7,17 @@
 # Executables
 *.exe
 
+# Test data for integration tests
+tests/*.dat
+
 # Generated by Cargo
 /target/
 *.lock
 
 #editor specific
 /.vscode/
-.idea/
+.idea/
+*.iml
+
+# macOS
+.DS_Store

CHANGELOG.md

@@ -1,15 +1,61 @@
-v0.16.0
+# Changelog
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [Unreleased]
+
+## [0.17.0](https://github.com/statrs-dev/statrs/compare/v0.16.0...v0.17.0) - 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 <Gamma as ContinuousCDF>::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<T> to NonNan<T> (#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](https://github.com/statrs-dev/statrs/pull/172) for in-depth changes
+- update `nalgebra` to `0.29`
 
-v0.15.0
+## [v0.15.0](https://www.github.com/statrs-dev/statrs/compare/v0.15.0...v0.16.0)
 
 - upgrade `nalgebra` to `0.27.1` to avoid RUSTSEC-2021-0070
 
-v0.14.0
+## [v0.14.0](https://www.github.com/statrs-dev/statrs/compare/v0.14.0...v0.15.0)
 
 - upgrade `rand` dependency to `0.8`
 - fix inaccurate sampling of `Gamma`
@@ -23,28 +69,28 @@ v0.14.0
 - Moved to dynamic vectors in the MultivariateNormal distribution
 - Reduced a number of distribution-specific traits into the Distribution and DiscreteDistribution traits
 
-v0.13.0
+## [v0.13.0](https://www.github.com/statrs-dev/statrs/compare/v0.12.0...v0.13.0)
 
 - Implemented `MultivariateNormal` distribution (depends on `nalgebra 0.19`)
 - Implemented `Dirac` distribution
 - Implemented `Negative Binomial` distribution
 
-v0.12.0
+## [v0.12.0](https://www.github.com/statrs-dev/statrs/compare/v0.11.0...v0.12.0)
 
 - upgrade `rand` dependency to `0.7`
 
-v0.11.0
+## [v0.11.0](https://www.github.com/statrs-dev/statrs/compare/v0.10.0...v0.11.0)
 
 - upgrade `rand` dependency to `0.6`
 - Implement `CheckedInverseCDF` and `InverseCDF` for `Normal` distribution
 
-v0.10.0
+## [v0.10.0](https://www.github.com/statrs-dev/statrs/compare/v0.9.0...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
+## [v0.9.0](https://www.github.com/statrs-dev/statrs/compare/v0.16.0...v0.17.0)
 
 - implemented infinite sequence generator for periodic sequence
 - implemented infinite sequence generator for sinusoidal sequence
@@ -56,7 +102,7 @@ v0.9.0
 - Implemented `Entropy` trait for the `Categorical` distribution
 - Add a `checked_` interface to all distribution methods and functions that may panic
 
-v0.8.0
+## [v0.8.0](https://www.github.com/statrs-dev/statrs/compare/v0.16.0...v0.17.0)
 
 - `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]`.
@@ -93,14 +139,14 @@ 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
+## [v0.7.0](https://www.github.com/statrs-dev/statrs/compare/v0.6.0...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
+## [v0.6.0](https://www.github.com/statrs-dev/statrs/compare/v0.16.0...v0.17.0)
 
 - `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
@@ -131,11 +177,11 @@ v0.6.0
 - `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
+## [v0.5.1](https://www.github.com/statrs-dev/statrs/compare/v0.5.0...v0.5.1)
 
 - Fixed critical bug in `normal::sample_unchecked` where it was returning `NaN`
 
-v0.5.0
+## [v0.5.0](https://www.github.com/statrs-dev/statrs/compare/v0.4.0...v0.5.0)
 
 - Implemented the `logistic::logistic` special function
 - Implemented the `logistic::logit` special function
@@ -150,22 +196,22 @@ v0.5.0
 - `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
+## [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
+## [v0.3.2]
 
 - Implemented the `FisherSnedecor` (F) distribution
 
-v0.3.1
+## [v0.3.1]
 
 - Removed print statements from `ln_pdf` method in `Beta` distribution
 
-v0.3.0
+## [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
@@ -180,7 +226,7 @@ v0.3.0
 - `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
+## [v0.2.0]
 
 - Created `statistics` module and `Statistics` trait
 - `Statistics` trait implementation for `[f64]`