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multivariate students t distribution #266

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merged 2 commits into from
Aug 22, 2024

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YeungOnion
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@henryjac's pr #176 modified for new multivariate API, one meaningful refactor I added is a commit that is bolded

feat: implement multivariate students t distribution

fix: Use ln_pdf_const instead of pdf_const

feat: creation of multivariate normal distribution from same variables as multivariate students (for when freedom = inf)

fix: use multivariate normal pdf when freedom = inf for multivariate student

test: panic test for invalid pdf argument

fix: tests in documentation

fix: clearer function name in test

fix: add documentation

tests: 3d matrices test cases for pdf.

Also improves documentation for multivariate t minorly.

test: modify test case in multivariate_t

the float chosen happens to approximate f64::LOG10_2 this leads to a linting error
instead of suppressing, just choosing a different value and testing against scipy

feat: update multivariate student to dimension generic API

refactor: adds exposed Normal density for reuse in infinite DOF student distribution

chore: run linting

fix: Use ln_pdf_const instead of pdf_const

feat: creation of multivariate normal distribution from same variables as multivariate students (for when freedom = inf)

fix: use multivariate normal pdf when freedom = inf for multivariate student

test: panic test for invalid pdf argument

fix: tests in documentation

fix: clearer function name in test

fix: add documentation

tests: 3d matrices test cases for pdf.

Also improves documentation for multivariate t minorly.

test: modify test case in multivariate_t

the float chosen happens to approximate f64::LOG10_2
this leads to a linting error
instead of supressing, just choosing a different value and testing against scipy
also run rustfmt

feat: update multivariate student to dimension generic API

refactor: adds exposed Normal density for reuse in infinite DOF student distribution

chore: run linting
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codecov bot commented Aug 21, 2024

Codecov Report

Attention: Patch coverage is 97.55435% with 9 lines in your changes missing coverage. Please review.

Project coverage is 90.62%. Comparing base (5c2258c) to head (6a621fc).
Report is 2 commits behind head on master.

Files Patch % Lines
src/distribution/multivariate_students_t.rs 97.30% 8 Missing ⚠️
src/distribution/multivariate_normal.rs 98.59% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #266      +/-   ##
==========================================
+ Coverage   90.32%   90.62%   +0.30%     
==========================================
  Files          49       50       +1     
  Lines       11242    11583     +341     
==========================================
+ Hits        10154    10497     +343     
+ Misses       1088     1086       -2     

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@YeungOnion YeungOnion merged commit aa276c8 into statrs-dev:master Aug 22, 2024
6 checks passed
@YeungOnion YeungOnion deleted the multivariate_t branch September 13, 2024 13:38
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2 participants