Merge branch 'master' into roots.jl

Author: LebedevRI

Project.toml

@@ -1,7 +1,7 @@
 name = "Distributions"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 authors = ["JuliaStats"]
-version = "0.25.111"
+version = "0.25.112"
 
 [deps]
 AliasTables = "66dad0bd-aa9a-41b7-9441-69ab47430ed8"

src/Distributions.jl

@@ -129,7 +129,6 @@ export
     MatrixBeta,
     MatrixFDist,
     MatrixNormal,
-    MatrixReshaped,
     MatrixTDist,
     MixtureModel,
     Multinomial,

src/deprecates.jl

@@ -53,11 +53,20 @@ end
 @deprecate expectation(distr::Union{UnivariateDistribution,MultivariateDistribution}, g::Function; kwargs...) expectation(g, distr; kwargs...) false
 
 # Deprecate `MatrixReshaped`
+# This is very similar to `Base.@deprecate_binding MatrixReshaped{...} ReshapedDistribution{...}`
+# However, `Base.@deprecate_binding` does not support type parameters
+export MatrixReshaped
 const MatrixReshaped{S<:ValueSupport,D<:MultivariateDistribution{S}} = ReshapedDistribution{2,S,D}
 Base.deprecate(@__MODULE__, :MatrixReshaped)
-@deprecate MatrixReshaped(
-    d::MultivariateDistribution, n::Integer, p::Integer=n
-) reshape(d, (n, p))
+# This is very similar to `Base.@deprecate MatrixReshaped(...) reshape(...)`
+# We use another (unexported!) alias here to not throw a deprecation warning/error
+# Unexported aliases do not affect the type printing
+# In Julia >= 1.6, instead of a new alias we could have defined a method for (ReshapedDistribution{2,S,D} where {S<:ValueSupport,D<:MultivariateDistribution{S}})
+const _MatrixReshaped{S<:ValueSupport,D<:MultivariateDistribution{S}} = ReshapedDistribution{2,S,D}
+function _MatrixReshaped(d::MultivariateDistribution, n::Integer, p::Integer=n)
+    Base.depwarn("`MatrixReshaped(d, n, p)` is deprecated, use `reshape(d, (n, p))` instead.", :MatrixReshaped)
+    return reshape(d, (n, p))
+end
 
 for D in (:InverseWishart, :LKJ, :MatrixBeta, :MatrixFDist, :Wishart)
     @eval @deprecate dim(d::$D) size(d, 1)

src/univariate/continuous/exponential.jl

@@ -107,6 +107,11 @@ cf(d::Exponential, t::Real) = 1/(1 - t * im * scale(d))
 #### Sampling
 rand(rng::AbstractRNG, d::Exponential{T}) where {T} = xval(d, randexp(rng, float(T)))
 
+function rand!(rng::AbstractRNG, d::Exponential, A::AbstractArray{<:Real})
+    randexp!(rng, A)
+    map!(Base.Fix1(xval, d), A, A)
+    return A
+end
 
 #### Fit model
 

src/univariate/continuous/logitnormal.jl

@@ -157,7 +157,14 @@ end
 
 #### Sampling
 
-rand(rng::AbstractRNG, d::LogitNormal) = logistic(randn(rng) * d.σ + d.μ)
+xval(d::LogitNormal, z::Real) = logistic(muladd(d.σ, z, d.μ))
+
+rand(rng::AbstractRNG, d::LogitNormal) = xval(d, randn(rng))
+function rand!(rng::AbstractRNG, d::LogitNormal, A::AbstractArray{<:Real})
+    randn!(rng, A)
+    map!(Base.Fix1(xval, d), A, A)
+    return A
+end
 
 ## Fitting
 

src/univariate/continuous/lognormal.jl

@@ -156,7 +156,14 @@ end
 
 #### Sampling
 
-rand(rng::AbstractRNG, d::LogNormal) = exp(randn(rng) * d.σ + d.μ)
+xval(d::LogNormal, z::Real) = exp(muladd(d.σ, z, d.μ))
+
+rand(rng::AbstractRNG, d::LogNormal) = xval(d, randn(rng))
+function rand!(rng::AbstractRNG, d::LogNormal, A::AbstractArray{<:Real})
+    randn!(rng, A)
+    map!(Base.Fix1(xval, d), A, A)
+    return A
+end
 
 ## Fitting
 

src/univariate/continuous/normal.jl

@@ -114,9 +114,14 @@ Base.:*(c::Real, d::Normal) = Normal(c * d.μ, abs(c) * d.σ)
 
 #### Sampling
 
-rand(rng::AbstractRNG, d::Normal{T}) where {T} = d.μ + d.σ * randn(rng, float(T))
+xval(d::Normal, z::Real) = muladd(d.σ, z, d.μ)
 
-rand!(rng::AbstractRNG, d::Normal, A::AbstractArray{<:Real}) = A .= muladd.(d.σ, randn!(rng, A), d.μ)
+rand(rng::AbstractRNG, d::Normal{T}) where {T} = xval(d, randn(rng, float(T)))
+function rand!(rng::AbstractRNG, d::Normal, A::AbstractArray{<:Real})
+    randn!(rng, A)
+    map!(Base.Fix1(xval, d), A, A)
+    return A
+end
 
 #### Fitting
 

src/univariate/continuous/normalcanon.jl

@@ -87,7 +87,13 @@ invlogccdf(d::NormalCanon, lp::Real) = xval(d, norminvlogccdf(lp))
 
 #### Sampling
 
-rand(rng::AbstractRNG, cf::NormalCanon) = cf.μ + randn(rng) / sqrt(cf.λ)
+rand(rng::AbstractRNG, cf::NormalCanon) = xval(cf, randn(rng))
+
+function rand!(rng::AbstractRNG, cf::NormalCanon, A::AbstractArray{<:Real})
+    randn!(rng, A)
+    map!(Base.Fix1(xval, cf), A, A)
+    return A
+end
 
 #### Affine transformations
 

src/univariate/continuous/pareto.jl

@@ -110,7 +110,14 @@ quantile(d::Pareto, p::Real) = cquantile(d, 1 - p)
 
 #### Sampling
 
-rand(rng::AbstractRNG, d::Pareto) = d.θ * exp(randexp(rng) / d.α)
+xval(d::Pareto, z::Real) = d.θ * exp(z / d.α)
+
+rand(rng::AbstractRNG, d::Pareto) = xval(d, randexp(rng))
+function rand!(rng::AbstractRNG, d::Pareto, A::AbstractArray{<:Real})
+    randexp!(rng, A)
+    map!(Base.Fix1(xval, d), A, A)
+    return A
+end
 
 ## Fitting
 

src/univariate/continuous/pgeneralizedgaussian.jl

@@ -141,7 +141,7 @@ function rand(rng::AbstractRNG, d::PGeneralizedGaussian)
     inv_p = inv(d.p)
     g = Gamma(inv_p, 1)
     z = d.α * rand(rng, g)^inv_p
-    if rand(rng) < 0.5
+    if rand(rng, Bool)
         return d.μ - z
     else
         return d.μ + z