multivariate students t distribution#266
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YeungOnion merged 2 commits intostatrs-dev:masterfrom Aug 22, 2024
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fix: Use ln_pdf_const instead of pdf_const feat: creation of multivariate normal distribution from same variables as multivariate students (for when freedom = inf) fix: use multivariate normal pdf when freedom = inf for multivariate student test: panic test for invalid pdf argument fix: tests in documentation fix: clearer function name in test fix: add documentation tests: 3d matrices test cases for pdf. Also improves documentation for multivariate t minorly. test: modify test case in multivariate_t the float chosen happens to approximate f64::LOG10_2 this leads to a linting error instead of supressing, just choosing a different value and testing against scipy also run rustfmt feat: update multivariate student to dimension generic API refactor: adds exposed Normal density for reuse in infinite DOF student distribution chore: run linting
Codecov ReportAttention: Patch coverage is
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## master #266 +/- ##
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+ Coverage 90.32% 90.62% +0.30%
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Files 49 50 +1
Lines 11242 11583 +341
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+ Hits 10154 10497 +343
+ Misses 1088 1086 -2 ☔ View full report in Codecov by Sentry. |
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@henryjac's pr #176 modified for new multivariate API, one meaningful refactor I added is a commit that is bolded
feat: implement multivariate students t distribution
fix: Use ln_pdf_const instead of pdf_const
feat: creation of multivariate normal distribution from same variables as multivariate students (for when freedom = inf)
fix: use multivariate normal pdf when freedom = inf for multivariate student
test: panic test for invalid pdf argument
fix: tests in documentation
fix: clearer function name in test
fix: add documentation
tests: 3d matrices test cases for pdf.
Also improves documentation for multivariate t minorly.
test: modify test case in multivariate_t
the float chosen happens to approximate f64::LOG10_2 this leads to a linting error
instead of suppressing, just choosing a different value and testing against scipy
feat: update multivariate student to dimension generic API
refactor: adds exposed Normal density for reuse in infinite DOF student distribution
chore: run linting