Disallow NaN and Inf values in AbstractWeights (#814)

Author: ruairidhs

src/weights.jl

@@ -12,7 +12,12 @@ macro weights(name)
         mutable struct $name{S<:Real, T<:Real, V<:AbstractVector{T}} <: AbstractWeights{S, T, V}
             values::V
             sum::S
+            function $(esc(name)){S, T, V}(values, sum) where {S<:Real, T<:Real, V<:AbstractVector{T}}
+                isfinite(sum) || throw(ArgumentError("weights cannot contain Inf or NaN values"))
+                return new{S, T, V}(values, sum)
+            end
         end
+        $(esc(name))(values::AbstractVector{T}, sum::S) where {S<:Real, T<:Real} = $(esc(name)){S, T, typeof(values)}(values, sum)
         $(esc(name))(values::AbstractVector{<:Real}) = $(esc(name))(values, sum(values))
     end
 end
@@ -44,8 +49,10 @@ Base.getindex(wv::W, ::Colon) where {W <: AbstractWeights} = W(copy(wv.values),
 
 @propagate_inbounds function Base.setindex!(wv::AbstractWeights, v::Real, i::Int)
     s = v - wv[i]
+    sum = wv.sum + s
+    isfinite(sum) || throw(ArgumentError("weights cannot contain Inf or NaN values"))
     wv.values[i] = v
-    wv.sum += s
+    wv.sum = sum
     v
 end
 
@@ -707,7 +714,6 @@ function quantile(v::RealVector{V}, w::AbstractWeights{W}, p::RealVector) where
     length(v) == length(w) || throw(ArgumentError("data and weight vectors must be the same size," *
         "got $(length(v)) and $(length(w))"))
     for x in w.values
-        isnan(x) && throw(ArgumentError("weight vector cannot contain NaN entries"))
         x < 0 && throw(ArgumentError("weight vector cannot contain negative entries"))
     end
 

test/weights.jl

@@ -39,6 +39,10 @@ weight_funcs = (weights, aweights, fweights, pweights)
 
     @test sum(ba, wv) === 4.0
     @test sum(sa, wv) === 7.0
+
+    @test_throws ArgumentError f([0.1, Inf])
+    @test_throws ArgumentError f([0.1, NaN])
+
 end
 
 @testset "$f, setindex!" for f in weight_funcs
@@ -63,6 +67,9 @@ end
     @test sum(wv) === 11.
     @test wv == [3., 5., 3.]   # Test state of all values
 
+    @test_throws ArgumentError wv[1] = Inf
+    @test_throws ArgumentError wv[1] = NaN
+
     # Test failed setindex! due to conversion error
     w = [1, 2, 3]
     wv = f(w)
@@ -90,11 +97,6 @@ end
         @test x != y
     end
 
-    x = f([1, 2, NaN]) # isequal and == treat NaN differently
-    y = f([1, 2, NaN])
-    @test isequal(x, y)
-    @test x != y
-
     x = f([1.0, 2.0, 0.0]) # isequal and == treat ±0.0 differently
     y = f([1.0, 2.0, -0.0])
     @test !isequal(x, y)