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CHANGELOG.md

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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[Unreleased]

0.17.0 - 2024-05-30

Added

  • specializes inverse_cdf() for Uniform (#166)
  • Add way to get standard normal distribution easily. (#228)
  • reject constructing Uniform of infinite support (#218)
  • extend StatsError for finiteness (#218)
  • default implementation of survival function with generics (#179)
  • update MultivariateNormal API
    • construct from nalgebra with MultivariateNormal::new_from_nalgebra (#177)
    • support std::vec vector input in addition to nalgebra vectors (#199)

Fixed

  • Update nalgebra to 0.32 (#187)
  • for Gamma with shape<1 there is no mode, returns None instead of some negative number (#212)
  • fix precision of ::inverse_cdf with some newton raphson steps (#227)
    • adds test case from #200
  • fix integer bisection for default implementation of <D as DiscreteCDF>::inverse_cdf (#220)
    • also add tests from (#185)

Other

  • Remove "nightly" feature and drop testing requirement for nightly (#234)
  • Allow some imprecision in specific test case (#215)
  • Update CI (#215)
    • Check formatting in CI via rustfmt
    • Expand CI test job
    • Add clippy job to CI
  • update README with formatting and adding to "Contributing" (#213)
  • Add test asserting that StatsError is Sync & Send (#226)
  • Rename private struct NonNAN to NonNan (#222)
  • Remove lazy-static dependency and make FCACHE a proper const (#211)
  • crate examples shall be in docstrings instead of README (#213)
  • alias inverse_cdf as "quantile function" in docs (#213)
  • docstrings with math shall be text instead of ignore (#213)

[0.16.0]

  • Adds an sf method to the ContinuousCDF and DiscreteCDF traits
    • Calculates the survival function (CDF complement) for the distribution.
  • Survival function implemented for all distributions implementing ContinuousCDF and DiscreteCDF
  • update nalgebra to 0.29

v0.15.0

  • upgrade nalgebra to 0.27.1 to avoid RUSTSEC-2021-0070

v0.14.0

  • upgrade rand dependency to 0.8
  • fix inaccurate sampling of Gamma
  • Implemented Empirical distribution
  • Implemented Laplace distribution
  • Removed Checked* traits
  • Almost clippy-clean
  • Almost fully enabled rustfmt
  • Begin applying consistent numeric relative-accuracy targets with the approx crate
  • Introduce macro to generate testing boilerplate, yet not all tests use this yet
  • Moved to dynamic vectors in the MultivariateNormal distribution
  • Reduced a number of distribution-specific traits into the Distribution and DiscreteDistribution traits

v0.13.0

  • Implemented MultivariateNormal distribution (depends on nalgebra 0.19)
  • Implemented Dirac distribution
  • Implemented Negative Binomial distribution

v0.12.0

  • upgrade rand dependency to 0.7

v0.11.0

  • upgrade rand dependency to 0.6
  • Implement CheckedInverseCDF and InverseCDF for Normal distribution

v0.10.0

  • upgrade rand dependency to 0.5
  • Removes the Distribution trait in favor of the rand::distributions::Distribution trait
  • Removed functions deprecated in 0.8.0 (periodic, periodic_custom, sinusoidal, sinusoidal_custom)

v0.9.0

  • implemented infinite sequence generator for periodic sequence
  • implemented infinite sequence generator for sinusoidal sequence
  • implemented infinite sequence generator for square sequence
  • implemented infinite sequence generator for triangle sequence
  • implemented infinite sequence generator for sawtooth sequence
  • deprecate old non-infinite iterators in favor of new infinite iterators with take
  • Implemented Pareto distribution
  • Implemented Entropy trait for the Categorical distribution
  • Add a checked_ interface to all distribution methods and functions that may panic

v0.8.0

  • cdf(x), pdf(x) and pmf(x) now return the correct value instead of panicking when x is outside the range of values that the distribution can attain.
  • Fixed a bug in the Uniform distribution implementation where samples were drawn from range [min, max + 1) instead of [min, max]. The samples are now drawn correctly from the range [min, max].
  • Implement generate::log_spaced function
  • Implement generate::Periodic iterator
  • Implement generate::Sinusoidal iterator
  • Implement generate::Square iterator
  • Implement generate::Triangle iterator
  • Implement generate::Sawtooth iterator
  • Deprecate generate::periodic and generate::periodic_custom
  • Deprecate generate::sinusoidal and generate::sinusoidal_custom

Note: A recent commit to the Rust nightly build causes compile errors when using empty slices with the Statistics trait, specifically the Statistics::min and Statistics::max methods. This only affects the case where the compiler must infer the type of the empty slice:

use statrs::statistics::Statistics;

// compile error! Assumes the use of Ord::min rather than
// Statistcs::min
let x = [];
assert!(x.min().is_nan());

The fix is to pin the type of the empty slice:

// no compile error
let x: [f64; 0] = [];
assert!(x.min().is_nan());

Since the regression affects a very slim edge-case and the fix is very simple, no breaking changes to the Statistics API was deemed necessary

v0.7.0

  • Implemented Categorical distribution
  • Implemented Erlang distribution
  • Implemented Multinomial distribution
  • New InverseCDF trait for distributions that implement the inverse cdf function

v0.6.0

  • gamma::gamma_ur, gamma::gamma_ui, gamma::gamma_lr, and gamma::gamma_li now follow strict gamma function domain, panicking if a or x are not in (0, +inf)
  • beta::beta_reg no longer allows 0.0 for a or b arguments
  • InverseGamma distribution no longer accepts f64::INFINITY as valid arguments for shape or rate as the value is nonsense
  • Binomial::cdf no longer accepts arguments outside the domain of [0, n]
  • Bernoulli::cdf no longer accepts arguments outside the domain of [0, 1]
  • DiscreteUniform::cdf no longer accepts arguments outside the domain of [min, max]
  • Uniform::cdf no longer accepts arguments outside the domain of [min, max]
  • Triangular::cdf no longer accepts arguments outside the domain of [min, max]
  • FisherSnedecor no longer accepts f64::INFINITY as a valid argument for freedom_1 or freedom_2
  • FisherSnedecor::cdf no longer accepts arguments outside the domain of [0, +inf)
  • Geometric::cdf no longer accepts non-positive arguments
  • Normal now uses the Ziggurat method to generate random samples. This also affects all distributions depending on Normal for sampling including Chi, LogNormal, Gamma, and StudentsT
  • Exponential now uses the Ziggurat methd to generate random samples.
  • Binomial now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Binomial::min and Binomial::max now return u64
  • Bernoulli now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Bernoulli::min and Bernoulli::min now return u64
  • Geometric now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Geometric::min and Geometric::min now return u64
  • Poisson now implements Univariate<u64, f64> rather than Univariate<i64, f64>, meaning Poisson::min and Poisson::min now return u64
  • Binomial now implements Mode<u64> instead of Mode<i64>
  • Bernoulli now implements Mode<u64> instead of Mode<i64>
  • Poisson now implements Mode<u64> instead of Mode<i64>
  • Geometric now implements Mode<u64> instead of Mode<i64>
  • Hypergeometric now implements Mode<u64> instead of Mode<i64>
  • Binomial now implements Discrete<u64, f64> rather than Discrete<i64, f64>
  • Bernoulli now implements Discrete<u64, f64> rather than Discrete<i64, f64>
  • Geometric now implements Discrete<u64, f64> rather than Discrete<i64, f64>
  • Hypergeometric now implements Discrete<u64, f64> rather than Discrete<i64, f64>
  • Poisson now implements Discrete<u64, f64> rather than Discrete<i64, f64>

v0.5.1

  • Fixed critical bug in normal::sample_unchecked where it was returning NaN

v0.5.0

  • Implemented the logistic::logistic special function
  • Implemented the logistic::logit special function
  • Implemented the factorial::multinomial special function
  • Implemented the harmonic::harmonic special function
  • Implemented the harmonic::gen_harmonic special function
  • Implemented the InverseGamma distribution
  • Implemented the Geometric distribution
  • Implemented the Hypergeometric distribution
  • gamma::gamma_ur now panics when x > 0 or a == f64::NEG_INFINITY. In addition, it also returns f64::NAN when a == f64::INFINITY and 0.0 when x == f64::INFINITY
  • Gamma::pdf and Gamma::ln_pdf now return f64::NAN if any of shape, rate, or x are f64::INFINITY
  • Binomial::pdf and Binomial::ln_pdf now panic if x > n or x < 0
  • Bernoulli::pdf and Bernoulli::ln_pdf now panic if x > 1 or x < 0

[v0.4.0]

  • Implemented the exponential::integral special function
  • Implemented the Cauchy (otherwise known as the Lorenz) distribution
  • Implemented the Dirichlet distribution
  • Continuous and Discrete traits no longer dependent on Distribution trait

[v0.3.2]

  • Implemented the FisherSnedecor (F) distribution

[v0.3.1]

  • Removed print statements from ln_pdf method in Beta distribution

[v0.3.0]

  • Moved methods min and max out of trait Univariate into their own respective traits Min and Max
  • Traits Min, Max, Mean, Variance, Entropy, Skewness, Median, and Mode moved from distribution module to statistics module
  • Mean, Variance, Entropy, Skewness, Median, and Mode no longer depend on Distribution trait
  • Mean, Variance, Skewness, and Mode are now generic over only one type, the return type, due to not depending on Distribution anymore
  • order_statistic, median, quantile, percentile, lower_quartile, upper_quartile, interquartile_range, and ranks methods removed from Statistics trait.
  • min, max, mean, variance, and std_dev methods added to Statistics trait
  • Statistics trait now implemented for all types implementing IntoIterator where Item implements Borrow<f64>. Slice now implicitly implements Statistics through this new implementation.
  • Slice still implements Min, Max, Mean, and Variance but now through the Statistics implementation rather than its own implementation
  • InplaceStatistics renamed to OrderStatistics, all methods in InplaceStatistics have _inplace trimmed from method name.
  • Inverse DiGamma function implemented with signature gamma::inv_digamma(x: f64) -> f64

[v0.2.0]

  • Created statistics module and Statistics trait
  • Statistics trait implementation for [f64]
  • Implemented Beta distribution
  • Added Modulus trait and implementations for f32, f64, i32, i64, u32, and u64 in euclid module
  • Added periodic and sinusoidal vector generation functions in generate module