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* `GeneralizedPareto` improvement Clarifies the `GeneralizedPareto` docstring and adds a new constructor, `GeneralizedPareto(ξ)`, which defaults to unit scale and a location of 0. * Update src/univariate/continuous/generalizedpareto.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/generalizedpareto.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/generalizedpareto.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/generalizedpareto.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Apply suggestions from code review Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Add tests * Update src/univariate/continuous/generalizedpareto.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update test/ref/continuous_test.lst Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Add reference values of GeneralizedPareto(2.0) --------- Co-authored-by: David Widmann <devmotion@users.noreply.github.com> Co-authored-by: David Widmann <david.widmann@it.uu.se>
* Fix Wrong quantiles calculated for some Truncated #1726 As described in [#1726](#1726), there occur small numbers-big number problems while evaluating quantiles on `Truncated`. This Fix uses the knowledge on the upper bound of `Truncated` to properly limit the output. * Update src/truncate.jl * Update unittest --------- Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
logpdf evalutes the logarithm of the pdf of d at x, not the pdf of d at x.
* Inbounds Error Fixes for some Univariates Addresses #1265 - Fixed univariate normal - Fixed univariate gamma - Fixed poisson * Fixes some type instabilities * Update src/univariate/continuous/normal.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/normal.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/normal.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/normal.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update src/univariate/continuous/normal.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Fixes some type instabilities and adds tests - Fixes more type instabilities in normal - Adds tests for normal - Adds tests for gamma - Adds tests for poisson * Slight modifications in tests - Edited tests for normal - Edited tests for gamma - Edited tests for poisson * Update tests --------- Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
…bility vectors (#1738) * Allow probability vectors other than Float64 vector for Multinomial distributions. Tests still pass. * Remove explicit concrete types from multinom_rand * Added test to make sure rand works for real types other than Float64 * Removed extra test * updated tests for type stability * same test but not using internal function * repeat tests under different types instead * type stability within multinomial. may want to extend into Binomial * Apply suggestions from code review Type conversions implicitly at runtime covers more systems better Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * delete leftover type variable * Simplify tests --------- Co-authored-by: Kyle Daruwalla <daruwalla@wisc.edu> Co-authored-by: David Widmann <devmotion@users.noreply.github.com> Co-authored-by: David Widmann <david.widmann@it.uu.se>
* move SparseArrays to test deps * use Pkg format
* import Base.in * revert `DiscreteInterval`, modify tests * qualify Base.in
Remove note about different notation in Wikipedia (no longer true).
Bumps [actions/checkout](https://github.com/actions/checkout) from 3 to 4. - [Release notes](https://github.com/actions/checkout/releases) - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md) - [Commits](actions/checkout@v3...v4) --- updated-dependencies: - dependency-name: actions/checkout dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
* Fix undef ref in lkj_chol sampling * Add test for dim=1 lkjcholesky * Update test/cholesky/lkjcholesky.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Update test/cholesky/lkjcholesky.jl Co-authored-by: Seth Axen <seth@sethaxen.com> * Update test/cholesky/lkjcholesky.jl Co-authored-by: David Widmann <devmotion@users.noreply.github.com> --------- Co-authored-by: David Widmann <devmotion@users.noreply.github.com> Co-authored-by: Seth Axen <seth@sethaxen.com>
* Create MvLogitNormal * Add MvLogitNormal to docs * Simplify constructors * Fix conversions * Rearrange code * Fix computation of -Inf * Add meanform and canonform * Add back type constructor * Add MvLogitNormal tests * Update and test show method * Fix testset name * Fix for older Julia versions * Restrict testing of `show` method to newer versions * Add kldivergence tests * Improve documentation * Remove constructor with type and AbstractMvNormal params * Update show method * Update docstring * Remove reference to Dirichlet * Apply suggestions from code review Co-authored-by: David Widmann <devmotion@users.noreply.github.com> --------- Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
* Move test utilities to an extension * Fix signature and docstring * Also qualify AbstractRNG * Fix Julia < 1.9 * Fix for 1.3? * Simplify the TestUtils stub
… existing compat) (#1793) Co-authored-by: CompatHelper Julia <compathelper_noreply@julialang.org>
* Add compat entries for stdlibs * Update Project.toml * Update Project.toml * Update Project.toml * Update Project.toml
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