Merge branch 'master' into st/cov_pdmat

.github/workflows/ci.yml → .github/workflows/CI.yml

@@ -1,4 +1,5 @@
 name: CI
+
 on:
   pull_request:
     branches:
@@ -7,6 +8,13 @@ on:
     branches:
       - master
     tags: '*'
+
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
 jobs:
   test:
     name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}

.github/workflows/DocPreviewCleanup.yml

@@ -0,0 +1,26 @@
+name: Doc Preview Cleanup
+
+on:
+  pull_request:
+    types: [closed]
+
+jobs:
+  doc-preview-cleanup:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout gh-pages branch
+        uses: actions/checkout@v2
+        with:
+          ref: gh-pages
+      - name: Delete preview and history + push changes
+        run: |
+            if [ -d "previews/PR$PRNUM" ]; then
+              git config user.name "Documenter.jl"
+              git config user.email "documenter@juliadocs.github.io"
+              git rm -rf "previews/PR$PRNUM"
+              git commit -m "delete preview"
+              git branch gh-pages-new $(echo "delete history" | git commit-tree HEAD^{tree})
+              git push --force origin gh-pages-new:gh-pages
+            fi
+        env:
+            PRNUM: ${{ github.event.number }}

.github/workflows/IntegrationTest.yml

@@ -0,0 +1,61 @@
+name: IntegrationTest
+
+on:
+  pull_request:
+    branches:
+      - master
+  push:
+    branches:
+      - master
+
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
+jobs:
+  test:
+    name: ${{ matrix.package.repo }}/${{ matrix.package.group }}
+    runs-on: ubuntu-latest
+    env:
+      GROUP: ${{ matrix.package.group }}
+    strategy:
+      fail-fast: false
+      matrix:
+        package:
+          - {user: TuringLang, repo: DistributionsAD.jl, group: Others}
+          - {user: TuringLang, repo: DistributionsAD.jl, group: Tracker}
+          - {user: TuringLang, repo: DistributionsAD.jl, group: ReverseDiff}
+          - {user: TuringLang, repo: DistributionsAD.jl, group: Zygote}
+          #- {user: TuringLang, repo: DistributionsAD.jl, group: ForwardDiff} takes > 1 hour
+
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: 1
+          arch: x64
+      - uses: julia-actions/julia-buildpkg@latest
+      - name: Clone Downstream
+        uses: actions/checkout@v2
+        with:
+          repository: ${{ matrix.package.user }}/${{ matrix.package.repo }}
+          path: downstream
+      - name: Load this and run the downstream tests
+        shell: julia --color=yes --project=downstream {0}
+        run: |
+          using Pkg
+          try
+            # force it to use this PR's version of the package
+            Pkg.develop(PackageSpec(path="."))  # resolver may fail with main deps
+            Pkg.update()
+            Pkg.test()  # resolver may fail with test time deps
+          catch err
+            err isa Pkg.Resolve.ResolverError || rethrow()
+            # If we can't resolve that means this is incompatible by SemVer and this is fine
+            # It means we marked this as a breaking change, so we don't need to worry about
+            # Mistakenly introducing a breaking change, as we have intentionally made one
+            @info "Not compatible with this release. No problem." exception=err
+            exit(0)  # Exit immediately, as a success
+          end

CITATION.bib

@@ -1,18 +1,16 @@
 % reference paper
-@article{2019arXiv190708611B,
-    author = {{Besan{\c{c}}on}, Mathieu and {Anthoff}, David and {Arslan}, Alex and
-    {Byrne}, Simon and {Lin}, Dahua and {Papamarkou}, Theodore and
-    {Pearson}, John},
-    title = {Distributions.jl: Definition and Modeling of Probability Distributions in the JuliaStats Ecosystem},
-    journal = {arXiv e-prints},
-    keywords = {Statistics - Computation, Computer Science - Mathematical Software},
-    year = 2019,
-    month = "Jul",
-    eid = {arXiv:1907.08611},
-    pages = {arXiv:1907.08611},
-    archivePrefix = {arXiv},
-    eprint = {1907.08611},
-    primaryClass = {stat.CO},
+@article{JSSv098i16,
+   author = {Mathieu Besançon and Theodore Papamarkou and David Anthoff and Alex Arslan and Simon Byrne and Dahua Lin and John Pearson},
+   title = {Distributions.jl: Definition and Modeling of Probability Distributions in the JuliaStats Ecosystem},
+   journal = {Journal of Statistical Software},
+   volume = {98},
+   number = {16},
+   year = {2021},
+   keywords = {Julia; distributions; modeling; interface; mixture; KDE; sampling; probabilistic programming; inference},
+   issn = {1548-7660},
+   pages = {1--30},
+   doi = {10.18637/jss.v098.i16},
+   url = {https://www.jstatsoft.org/v098/i16}
 }
 
 % reference for the software itself
@@ -32,7 +30,7 @@ @misc{Distributions.jl-2019
                   Moritz Schauer and
                   other contributors},
   title        = {{JuliaStats/Distributions.jl: a Julia package for probability distributions and associated functions}},
-  month        = july,
+  month        = jul,
   year         = 2019,
   doi          = {10.5281/zenodo.2647458},
   url          = {https://doi.org/10.5281/zenodo.2647458}

Project.toml

@@ -1,9 +1,11 @@
 name = "Distributions"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 authors = ["JuliaStats"]
-version = "0.25.11"
+version = "0.25.37"
 
 [deps]
+ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+DensityInterface = "b429d917-457f-4dbc-8f4c-0cc954292b1d"
 FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
@@ -15,18 +17,22 @@ SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [compat]
+ChainRulesCore = "1"
+DensityInterface = "0.4"
 FillArrays = "0.9, 0.10, 0.11, 0.12"
 PDMats = "0.10, 0.11"
 QuadGK = "2"
-SpecialFunctions = "0.8, 0.9, 0.10, 1.0"
+SpecialFunctions = "0.8, 0.9, 0.10, 1.0, 2"
 StatsBase = "0.32, 0.33"
 StatsFuns = "0.8, 0.9"
 julia = "1"
 
 [extras]
 Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
+ChainRulesTestUtils = "cdddcdb0-9152-4a09-a978-84456f9df70a"
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 FiniteDifferences = "26cc04aa-876d-5657-8c51-4c34ba976000"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
@@ -36,4 +42,4 @@ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["StableRNGs", "Calculus", "Distributed", "FiniteDifferences", "ForwardDiff", "JSON", "StaticArrays", "Test"]
+test = ["StableRNGs", "Calculus", "ChainRulesTestUtils", "Distributed", "FiniteDifferences", "ForwardDiff", "JSON", "StaticArrays", "Test"]

docs/Project.toml

@@ -1,5 +1,7 @@
 [deps]
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
+GR = "28b8d3ca-fb5f-59d9-8090-bfdbd6d07a71"
 
 [compat]
 Documenter = "0.26, 0.27"
+GR = "0.61, 0.62, 0.63"

docs/make.jl

@@ -13,13 +13,18 @@ makedocs(
         "truncate.md",
         "multivariate.md",
         "matrix.md",
+        "reshape.md",
+        "cholesky.md",
         "mixture.md",
+        "convolution.md",
         "fit.md",
         "extends.md",
+        "density_interface.md",
     ]
 )
 
-deploydocs(
+deploydocs(;
     repo = "github.com/JuliaStats/Distributions.jl.git",
-    versions = ["stable" => "v^", "v#.#", "dev" => "master"]
+    versions = ["stable" => "v^", "v#.#", "dev" => "master"],
+    push_preview=true,
 )

docs/src/cholesky.md

@@ -0,0 +1,15 @@
+# [Cholesky-variate Distributions](@id cholesky-variates)
+
+*Cholesky-variate distributions* are distributions whose variate forms are `CholeskyVariate`. This means each draw is a factorization of a positive-definite matrix of type `LinearAlgebra.Cholesky` (the object produced by the function `LinearAlgebra.cholesky` applied to a dense positive-definite matrix.)
+
+## Distributions
+
+```@docs
+LKJCholesky
+```
+
+## Index
+
+```@index
+Pages = ["cholesky.md"]
+```

docs/src/convolution.md

@@ -0,0 +1,11 @@
+# Convolutions
+
+A [convolution of two probability distributions](https://en.wikipedia.org/wiki/List_of_convolutions_of_probability_distributions)
+is the probability distribution of the sum of two independent random variables that are
+distributed according to these distributions.
+
+The convolution of two distributions can be constructed with [`convolve`](@ref).
+
+```@docs
+convolve
+```

docs/src/density_interface.md

@@ -0,0 +1,7 @@
+# Support for DensityInterface
+
+`Distributions` supports [`DensityInterface`](https://github.com/JuliaMath/DensityInterface.jl) for distributions.
+
+A probability distribution has a probability density, so `DensityInterface.DensityKind(::Distribution) === HasDensity()`.
+
+For *single* variate values `x`, `DensityInterface.logdensityof(d::Distribution, x)` is equivalent to `logpdf(d, x)` and `DensityInterface.densityof(d::Distribution, x)` is equivalent to `pdf(d, x)`.

docs/src/matrix.md

@@ -23,10 +23,9 @@ Distributions.rank(::MatrixDistribution)
 mean(::MatrixDistribution)
 var(::MatrixDistribution)
 cov(::MatrixDistribution)
-pdf{T<:Real}(d::MatrixDistribution, x::AbstractMatrix{T})
-logpdf{T<:Real}(d::MatrixDistribution, x::AbstractMatrix{T})
+pdf(d::MatrixDistribution, x::AbstractMatrix{<:Real})
+logpdf(d::MatrixDistribution, x::AbstractMatrix{<:Real})
 Distributions._rand!(::AbstractRNG, ::MatrixDistribution, A::AbstractMatrix)
-vec(d::MatrixDistribution)
 ```
 
 ## Distributions
@@ -35,7 +34,6 @@ vec(d::MatrixDistribution)
 MatrixNormal
 Wishart
 InverseWishart
-MatrixReshaped
 MatrixTDist
 MatrixBeta
 MatrixFDist
@@ -45,7 +43,7 @@ LKJ
 ## Internal Methods (for creating your own matrix-variate distributions)
 
 ```@docs
-Distributions._logpdf(d::MatrixDistribution, x::AbstractArray)
+Distributions._logpdf(d::MatrixDistribution, x::AbstractMatrix{<:Real})
 ```
 
 ## Index

docs/src/multivariate.md

@@ -71,8 +71,12 @@ invcov(::Distributions.AbstractMvNormal)
 logdetcov(::Distributions.AbstractMvNormal)
 sqmahal(::Distributions.AbstractMvNormal, ::AbstractArray)
 rand(::AbstractRNG, ::Distributions.AbstractMvNormal)
+minimum(::Distributions.AbstractMvNormal)
+maximum(::Distributions.AbstractMvNormal)
+extrema(::Distributions.AbstractMvNormal)
 ```
 
+
 ### MvLogNormal
 
 In addition to the methods listed in the common interface above, we also provide the following methods:

docs/src/reshape.md

@@ -0,0 +1,9 @@
+# Reshaping distributions
+
+Distributions of array variates such as `MultivariateDistribution`s and
+`MatrixDistribution`s can be reshaped.
+
+```@docs
+reshape
+vec
+```