feat: add into_params() to multivariate distributions

src/distribution/dirichlet.rs

@@ -150,6 +150,37 @@ where
             -gamma::ln_gamma(sum) + (sum - self.alpha.len() as f64) * gamma::digamma(sum) - num;
         Some(entr)
     }
+
+    /// Consumes the [`Dirichlet`] and returns the `alpha` parameter
+    /// originally passed to [`new_from_nalgebra`][Self::new_from_nalgebra]
+    /// to construct it.
+    ///
+    /// This can be used to avoid allocations when creating the same
+    /// distribution multiple times.
+    ///
+    /// # Examples
+    ///
+    /// ```
+    /// use statrs::distribution::Dirichlet;
+    /// use nalgebra::dvector;
+    ///
+    /// let alpha = dvector![0.1, 0.3, 0.5, 0.8];
+    /// let dir_1 = Dirichlet::new_from_nalgebra(alpha).unwrap();
+    /// assert_eq!(dir_1.entropy(), Some(-17.46469081094079));
+    ///
+    /// let mut alpha = dir_1.into_params();
+    /// alpha[1] = 0.2;
+    /// alpha[2] = 0.3;
+    /// alpha[3] = 0.4;
+    ///
+    /// let dir_2 = Dirichlet::new_from_nalgebra(alpha).unwrap();
+    /// assert_eq!(dir_2.entropy(), Some(-21.53881433791513));
+    /// ```
+    #[must_use]
+    #[inline]
+    pub fn into_params(self) -> OVector<f64, D> {
+        self.alpha
+    }
 }
 
 impl<D> std::fmt::Display for Dirichlet<D>

src/distribution/multivariate_normal.rs

@@ -188,6 +188,37 @@ where
                 .ln(),
         )
     }
+
+    /// Consumes the [`MultivariateNormal`] and returns the parameters
+    /// originally passed to [`new_from_nalgebra`][Self::new_from_nalgebra]
+    /// to construct it.
+    ///
+    /// This can be used to avoid allocations when creating the same
+    /// distribution multiple times.
+    ///
+    /// # Examples
+    ///
+    /// ```
+    /// use statrs::distribution::MultivariateNormal;
+    /// use nalgebra::{dmatrix, dvector};
+    ///
+    /// let mean = dvector![0.0, 0.0];
+    /// let cov = dmatrix![1.0, 0.0; 0.0, 1.0];
+    /// let mvn_1 = MultivariateNormal::new_from_nalgebra(mean, cov).unwrap();
+    /// assert_eq!(mvn_1.entropy(), Some(2.8378770664093453));
+    ///
+    /// let (mean, mut cov) = mvn_1.into_params();
+    /// cov[1] = 0.5;
+    /// cov[2] = 0.5;
+    ///
+    /// let mvn_2 = MultivariateNormal::new_from_nalgebra(mean, cov).unwrap();
+    /// assert_eq!(mvn_2.entropy(), Some(2.694036030183455));
+    /// ```
+    #[must_use]
+    #[inline]
+    pub fn into_params(self) -> (OVector<f64, D>, OMatrix<f64, D, D>) {
+        (self.mu, self.cov)
+    }
 }
 
 impl<D> std::fmt::Display for MultivariateNormal<D>

src/distribution/multivariate_students_t.rs

@@ -145,6 +145,40 @@ where
     pub fn ln_pdf_const(&self) -> f64 {
         self.ln_pdf_const
     }
+
+    /// Consumes the [`MultivariateStudent`] and returns the parameters
+    /// originally passed to [`new_from_nalgebra`][Self::new_from_nalgebra]
+    /// to construct it.
+    ///
+    /// This can be used to avoid allocations when creating the same
+    /// distribution multiple times.
+    ///
+    /// # Examples
+    ///
+    /// ```
+    /// use statrs::distribution::MultivariateStudent;
+    /// use statrs::distribution::Continuous;
+    /// use nalgebra::{dmatrix, dvector};
+    ///
+    /// let location = dvector![0.0, 0.0];
+    /// let scale = dmatrix![1.0, 0.0; 0.0, 1.0];
+    /// let freedom = 4.0;
+    /// let x = dvector![1.0, 2.0];
+    ///
+    /// let mvs_1 = MultivariateStudent::new_from_nalgebra(location, scale, freedom).unwrap();
+    /// assert_eq!(mvs_1.pdf(&x), 0.01397245042233379);
+    ///
+    /// let (location, scale, _) = mvs_1.into_params();
+    /// let freedom = 2.0;
+    ///
+    /// let mvs_2 = MultivariateStudent::new_from_nalgebra(location, scale, freedom).unwrap();
+    /// assert_eq!(mvs_2.pdf(&x), 0.012992240252399626);
+    /// ```
+    #[must_use]
+    #[inline]
+    pub fn into_params(self) -> (OVector<f64, D>, OMatrix<f64, D, D>, f64) {
+        (self.location, self.scale, self.freedom)
+    }
 }
 
 impl<D> ::rand::distributions::Distribution<OVector<f64, D>> for MultivariateStudent<D>