Move test utilities to an extension

Project.toml

@@ -1,7 +1,7 @@
 name = "Distributions"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 authors = ["JuliaStats"]
-version = "0.25.102"
+version = "0.25.103"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
@@ -22,10 +22,12 @@ Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 [weakdeps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 DensityInterface = "b429d917-457f-4dbc-8f4c-0cc954292b1d"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [extensions]
 DistributionsChainRulesCoreExt = "ChainRulesCore"
 DistributionsDensityInterfaceExt = "DensityInterface"
+DistributionsTestExt = "Test"
 
 [compat]
 ChainRulesCore = "1"

ext/DistributionsTestExt.jl

@@ -0,0 +1,101 @@
+module DistributionsTestExt
+
+using Distributions
+using Distributions.LinearAlgebra
+using Distributions.Random
+using Test
+
+__rand(::Nothing, args...) = rand(args...)
+__rand(rng::AbstractRNG, args...) = rand(rng, args...)
+
+__rand!(::Nothing, args...) = rand!(args...)
+__rand!(rng::AbstractRNG, args...) = rand!(rng, args...)
+
+"""
+    test_mvnormal(
+        g::AbstractMvNormal,
+        n_tsamples::Int=10^6,
+        rng::Union{Random.AbstractRNG, Nothing}=nothing,
+    )
+
+Test that `AbstractMvNormal` implements the expected API.
+
+!!! Note
+    On Julia >= 1.9, you have to load the `Test` standard library to be able to use
+    this function.
+"""
+function Distributions.TestUtils.test_mvnormal(
+    g::AbstractMvNormal, n_tsamples::Int=10^6, rng::Union{AbstractRNG, Nothing}=nothing
+)
+    d = length(g)
+    μ = mean(g)
+    Σ = cov(g)
+    @test length(μ) == d
+    @test size(Σ) == (d, d)
+    @test var(g) ≈ diag(Σ)
+    @test entropy(g) ≈ 0.5 * logdet(2π * ℯ * Σ)
+    ldcov = logdetcov(g)
+    @test ldcov ≈ logdet(Σ)
+    vs = diag(Σ)
+    @test g == typeof(g)(params(g)...)
+    @test g == deepcopy(g)
+    @test minimum(g) == fill(-Inf, d)
+    @test maximum(g) == fill(Inf, d)
+    @test extrema(g) == (minimum(g), maximum(g))
+    @test isless(extrema(g)...)
+
+    # test sampling for AbstractMatrix (here, a SubArray):
+    subX = view(__rand(rng, d, 2d), :, 1:d)
+    @test isa(__rand!(rng, g, subX), SubArray)
+
+    # sampling
+    @test isa(__rand(rng, g), Vector{Float64})
+    X = __rand(rng, g, n_tsamples)
+    emp_mu = vec(mean(X, dims=2))
+    Z = X .- emp_mu
+    emp_cov = (Z * Z') * inv(n_tsamples)
+
+    mean_atols = 8 .* sqrt.(vs ./ n_tsamples)
+    cov_atols = 10 .* sqrt.(vs .* vs') ./ sqrt.(n_tsamples)
+    for i = 1:d
+        @test isapprox(emp_mu[i], μ[i], atol=mean_atols[i])
+    end
+    for i = 1:d, j = 1:d
+        @test isapprox(emp_cov[i,j], Σ[i,j], atol=cov_atols[i,j])
+    end
+
+    X = rand(MersenneTwister(14), g, n_tsamples)
+    Y = rand(MersenneTwister(14), g, n_tsamples)
+    @test X == Y
+    emp_mu = vec(mean(X, dims=2))
+    Z = X .- emp_mu
+    emp_cov = (Z * Z') * inv(n_tsamples)
+    for i = 1:d
+        @test isapprox(emp_mu[i]   , μ[i]  , atol=mean_atols[i])
+    end
+    for i = 1:d, j = 1:d
+        @test isapprox(emp_cov[i,j], Σ[i,j], atol=cov_atols[i,j])
+    end
+
+
+    # evaluation of sqmahal & logpdf
+    U = X .- μ
+    sqm = vec(sum(U .* (Σ \ U), dims=1))
+    for i = 1:min(100, n_tsamples)
+        @test sqmahal(g, X[:,i]) ≈ sqm[i]
+    end
+    @test sqmahal(g, X) ≈ sqm
+
+    lp = -0.5 .* sqm .- 0.5 * (d * log(2.0 * pi) + ldcov)
+    for i = 1:min(100, n_tsamples)
+        @test logpdf(g, X[:,i]) ≈ lp[i]
+    end
+    @test logpdf(g, X) ≈ lp
+
+    # log likelihood
+    @test loglikelihood(g, X) ≈ sum(i -> Distributions._logpdf(g, X[:,i]), 1:n_tsamples)
+    @test loglikelihood(g, X[:, 1]) ≈ logpdf(g, X[:, 1])
+    @test loglikelihood(g, [X[:, i] for i in axes(X, 2)]) ≈ loglikelihood(g, X)
+end
+
+end # module

src/Distributions.jl

@@ -316,15 +316,16 @@ include("mixtures/unigmm.jl")
 # Interface for StatsAPI
 include("statsapi.jl")
 
+# Testing utilities for other packages which implement distributions.
+include("test_utils.jl")
+
 # Extensions: Implementation of DensityInterface and ChainRulesCore API
 if !isdefined(Base, :get_extension)
     include("../ext/DistributionsChainRulesCoreExt/DistributionsChainRulesCoreExt.jl")
     include("../ext/DistributionsDensityInterfaceExt.jl")
+    include("../ext/DistributionsTestExt.jl")
 end
 
-# Testing utilities for other packages which implement distributions.
-include("test_utils.jl")
-
 include("deprecates.jl")
 
 """

src/test_utils.jl

@@ -1,96 +1,19 @@
 module TestUtils
 
-using Distributions
-using LinearAlgebra
-using Random
-using Test
-
-
-__rand(::Nothing, args...) = rand(args...)
-__rand(rng::AbstractRNG, args...) = rand(rng, args...)
-
-__rand!(::Nothing, args...) = rand!(args...)
-__rand!(rng::AbstractRNG, args...) = rand!(rng, args...)
-
-"""
-    test_mvnormal(
-        g::AbstractMvNormal, n_tsamples::Int=10^6, rng::AbstractRNG=Random.default_rng()
-    )
-
-Test that `AbstractMvNormal` implements the expected API.
-"""
-function test_mvnormal(
-    g::AbstractMvNormal, n_tsamples::Int=10^6, rng::Union{AbstractRNG, Nothing}=nothing
-)
-    d = length(g)
-    μ = mean(g)
-    Σ = cov(g)
-    @test length(μ) == d
-    @test size(Σ) == (d, d)
-    @test var(g) ≈ diag(Σ)
-    @test entropy(g) ≈ 0.5 * logdet(2π * ℯ * Σ)
-    ldcov = logdetcov(g)
-    @test ldcov ≈ logdet(Σ)
-    vs = diag(Σ)
-    @test g == typeof(g)(params(g)...)
-    @test g == deepcopy(g)
-    @test minimum(g) == fill(-Inf, d)
-    @test maximum(g) == fill(Inf, d)
-    @test extrema(g) == (minimum(g), maximum(g))
-    @test isless(extrema(g)...)
-
-    # test sampling for AbstractMatrix (here, a SubArray):
-    subX = view(__rand(rng, d, 2d), :, 1:d)
-    @test isa(__rand!(rng, g, subX), SubArray)
-
-    # sampling
-    @test isa(__rand(rng, g), Vector{Float64})
-    X = __rand(rng, g, n_tsamples)
-    emp_mu = vec(mean(X, dims=2))
-    Z = X .- emp_mu
-    emp_cov = (Z * Z') * inv(n_tsamples)
-
-    mean_atols = 8 .* sqrt.(vs ./ n_tsamples)
-    cov_atols = 10 .* sqrt.(vs .* vs') ./ sqrt.(n_tsamples)
-    for i = 1:d
-        @test isapprox(emp_mu[i], μ[i], atol=mean_atols[i])
-    end
-    for i = 1:d, j = 1:d
-        @test isapprox(emp_cov[i,j], Σ[i,j], atol=cov_atols[i,j])
+import ..Distributions
+
+function test_mvnormal end
+
+if isdefined(Base, :get_extension) && isdefined(Base.Experimental, :register_error_hint)
+    function __init__()
+        # Better error message if users forget to load Test
+        Base.Experimental.register_error_hint(MethodError) do io, exc, _, _
+            if exc.f === test_mvnormal &&
+                (Base.get_extension(Distributions, :DistributionsTestExt) === nothing)
+                print(io, "\nDid you forget to load Test?")
+            end
+        end
     end
-
-    X = rand(MersenneTwister(14), g, n_tsamples)
-    Y = rand(MersenneTwister(14), g, n_tsamples)
-    @test X == Y
-    emp_mu = vec(mean(X, dims=2))
-    Z = X .- emp_mu
-    emp_cov = (Z * Z') * inv(n_tsamples)
-    for i = 1:d
-        @test isapprox(emp_mu[i]   , μ[i]  , atol=mean_atols[i])
-    end
-    for i = 1:d, j = 1:d
-        @test isapprox(emp_cov[i,j], Σ[i,j], atol=cov_atols[i,j])
-    end
-
-
-    # evaluation of sqmahal & logpdf
-    U = X .- μ
-    sqm = vec(sum(U .* (Σ \ U), dims=1))
-    for i = 1:min(100, n_tsamples)
-        @test sqmahal(g, X[:,i]) ≈ sqm[i]
-    end
-    @test sqmahal(g, X) ≈ sqm
-
-    lp = -0.5 .* sqm .- 0.5 * (d * log(2.0 * pi) + ldcov)
-    for i = 1:min(100, n_tsamples)
-        @test logpdf(g, X[:,i]) ≈ lp[i]
-    end
-    @test logpdf(g, X) ≈ lp
-
-    # log likelihood
-    @test loglikelihood(g, X) ≈ sum(i -> Distributions._logpdf(g, X[:,i]), 1:n_tsamples)
-    @test loglikelihood(g, X[:, 1]) ≈ logpdf(g, X[:, 1])
-    @test loglikelihood(g, [X[:, i] for i in axes(X, 2)]) ≈ loglikelihood(g, X)
 end
 
 end