Merge branch 'master' into MvDiscreteNonParametric

JuliaStats · Nov 16, 2021 · 288401b · 288401b
2 parents 24612da + 8887d7a
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diff --git a/.github/workflows/DocPreviewCleanup.yml b/.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 }}
diff --git a/CITATION.bib b/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}

diff --git a/Project.toml b/Project.toml
@@ -1,10 +1,12 @@
 name = "Distributions"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 authors = ["JuliaStats"]
-version = "0.25.5"
+version = "0.25.29"
 
 [deps]
 ArraysOfArrays = "65a8f2f4-9b39-5baf-92e2-a9cc46fdf018"
+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"
@@ -16,10 +18,13 @@ 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]
 ArraysOfArrays = "0.5"
-FillArrays = "0.9, 0.10, 0.11"
+ChainRulesCore = "1"
+DensityInterface = "0.3.2"
+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"
@@ -29,6 +34,7 @@ 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"
@@ -38,4 +44,4 @@ 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"]
diff --git a/docs/Project.toml b/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"
diff --git a/docs/make.jl b/docs/make.jl
@@ -13,13 +13,16 @@ makedocs(
         "truncate.md",
         "multivariate.md",
         "matrix.md",
+        "cholesky.md",
         "mixture.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,
 )
diff --git a/docs/src/cholesky.md b/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"]
+```
diff --git a/docs/src/density_interface.md b/docs/src/density_interface.md
@@ -0,0 +1,5 @@
+# Support for DensityInterface
+
+`Distributions` supports [`DensityInterface`](https://github.com/JuliaMath/DensityInterface.jl) for distributions.
+
+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)`.
diff --git a/docs/src/multivariate.md b/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: