Release: v0.19.0

Release/v0.19.0

Author: schmidmt

.github/workflows/rust-build-test.yaml

@@ -1,4 +1,4 @@
-name: 'Rust: Build and Test'
+name: "Rust: Build and Test"
 
 on:
   push:
@@ -21,7 +21,7 @@ jobs:
       - uses: actions/checkout@v4
 
       - name: Set up Rust
-        uses: dtolnay/rust-toolchain@stable
+        uses: dtolnay/rust-toolchain@nightly
 
       - name: Install dependencies
         run: cargo install cargo-hack
@@ -36,7 +36,7 @@ jobs:
       - uses: actions/checkout@v4
 
       - name: Set up Rust
-        uses: dtolnay/rust-toolchain@stable
+        uses: dtolnay/rust-toolchain@nightly
         with:
           components: rustfmt, clippy
 
@@ -53,7 +53,7 @@ jobs:
         run: cargo install cargo-audit
 
       - name: Run audit
-        run: cargo audit -f Cargo.lock 
+        run: cargo audit -f Cargo.lock
 
   test:
     runs-on: ${{ matrix.os }}
@@ -67,7 +67,7 @@ jobs:
       - uses: actions/checkout@v4
 
       - name: Set up Rust
-        uses: dtolnay/rust-toolchain@stable
+        uses: dtolnay/rust-toolchain@nightly
 
       - name: Run tests
         env:
@@ -83,13 +83,13 @@ jobs:
       - uses: actions/checkout@v4
 
       - name: Set up Rust
-        uses: dtolnay/rust-toolchain@stable
+        uses: dtolnay/rust-toolchain@nightly
 
       - name: Install cargo-llvm-cov
         uses: taiki-e/install-action@cargo-llvm-cov
 
       - name: Generate code coverage
-        run: cargo llvm-cov --all-features --workspace --codecov --output-path codecov.json
+        run: cargo llvm-cov --doctests --all-features --workspace --codecov --output-path codecov.json
 
       - name: Upload coverage reports to Codecov
         uses: codecov/codecov-action@v4.0.1
@@ -99,7 +99,7 @@ jobs:
 
   semver-checks:
     runs-on: ubuntu-latest
-    needs: ["features", "lint" ]
+    needs: ["features", "lint"]
     steps:
       - name: Checkout branch
         uses: actions/checkout@v4
@@ -113,7 +113,7 @@ jobs:
           path: master
 
       - name: Set up Rust
-        uses: dtolnay/rust-toolchain@stable
+        uses: dtolnay/rust-toolchain@nightly
 
       - name: Install extra cargo tools
         run: cargo install cargo-semver-checks --locked
@@ -136,7 +136,7 @@ jobs:
         run: |
           git fetch origin master
           git tag --merged origin/master | grep $NEW_VERSION
-      - uses: dtolnay/rust-toolchain@stable
+      - uses: dtolnay/rust-toolchain@nightly
       - name: Install dependencies
         run: cargo install cargo-crate
       - name: Publish Updated Library Crates to Crates.io

CHANGELOG.md

@@ -1,5 +1,29 @@
 # Changelog
 
+## [0.19.0] - 2025-10-03
+
+### Added
+- Added product distributions expressible via tuples. (Note: Sufficient statistics are locked behind the `experimental` option since their behavior is not certain.)
+- Added `ScaledPrior` and `ShiftedPrior` wrappers.
+
+
+### Changed
+- Updated to Rust 2024 Edition
+- Updated `rand`, `rand_xoshiro`, and `rand_distr` deps.
+- Updated nalgebra.
+- `NormalInvChiSquared`, `NormalGamma`, and `NormalInvGamme` `PpCache` for Gaussian conjugate analysis changed. `ln_pp_with_cache` is much faster.
+- `Gamma` `PpCache` for Poisson conjugate analysis has been optimized. `ln_pp_with_cache` is faster.
+- Fixed some typos.
+- GitHub CI uses nightly since experimental features require nightly rust.
+- `OnceLock` removed on distribution initialization in favor of uniform initialization cost over threads.
+- Reworked `extract_stat` internals.
+- `CDVM` was cleaned up, errors expanded, and parameters made more clear.
+- Von Mises were sped up.
+- `LogSumExp` was fixed when encountering -inf.
+- `NormalInvGamma::ln_pp` was sped up.
+- `NIX` `PpCache` was sped up by 20%.
+- `NiX` Posterior predictive has its speed improved.
+
 ## [0.18.1] - 2025-02-28
 
 ### Fixed
@@ -49,41 +73,60 @@
 
 
 ## [0.16.5] - 2024-03-14
+
+### Changed
 - Moved repository to GitHub.
 
 ## [0.16.4] - 2024-01-31
+### Changed
 - Bump min rust version to 1.72
 - Fix bug in `dist::Beta` that sometimes resulted in invalid cache setting
   `alpha`or `beta`.
 - Add `set_a` and `set_b` methods to `dist::Uniform`
 
 ## [0.16.3] - 2024-01-23
+
+### Added
 - Implement `Variance<f64>`for mixture models whose component distribution type
   also implements `Variance<f64>` and `Mean<f64>`.
 - Implement `Variance<f32>`for mixture models whose component distribution type
   also implements `Variance<f32>` and `Mean<f32>`.
 
 ## [0.16.2] - 2024-01-02
+
+### Changed
 - Fix edge case in `misc::logsumexp` that would return `NaN` if the first value
   in the slice was `-inf`.
 
 ## [0.16.1] - 2023-12-14
+
+### Changed
 - Performance improvements in `misc::logsumexp`
 
 ## [0.16.0] - 2023-06-07
+
+### Changed
 - Fix bug in `InvGaussianSuffStat`
+- Cache ln(weights) for `Mixture` to improve `ln_f` computation performance
+
+### Added
 - Add `ln_f_stat` method to `HasSuffStat` trait. This method computes the log
     likelihood of the data represented by the statistic.
-- Un-implement `HasSuffStat<f64>` for `InverseGamma`
 - Add `InvGammaSuffStat`
 - Add `BetaSuffStat`
-- Cache ln(weights) for `Mixture` to improve `ln_f` computation performance
+
+### Removed
+- Un-implement `HasSuffStat<f64>` for `InverseGamma`
 
 ## [0.15.1] - 2023-05-22
+
+### Changed
 - Fix bug in `Empirical::draw` that causes an `index out of bounds error` when
     the last last bin is drawn.
 
 ## [0.15.0] - 2023-03-07
+
+### Changed
 - All structs and enums use `snake_case` naming.
 - Dependency updates (thanks @bsull).
 - Entropy impl for Bernoulli Mixuture.
@@ -93,31 +136,45 @@
 - Improve CI.
 
 ## [0.14.4] - 2022-02-16
+
+### Changed
 - re-export nalgebra (flag `arraydist`)
 - add `reparameterize` method to `process::gaussian::Kernel`, which will
     replace `from_parmeters` in 0.15.0
 - Implement `Error` for `NormalInvGammaError` and `NormalInvChiSquaredError`
 
 ## [0.14.3] - 2022-02-16
+
+### Removed
 - Remove dependency on peroxide
 
 ## [0.14.2] - 2022-01-31
+
+### Changed
 - Fix some incorrect documentation
 - Pass `--all-features` to docs.rs builds
 
 ## [0.14.1] - 2022-01-21
+
+### Changed
 - Fix bug in computation of entropies for continuous mixture models 
 
 ## [0.14.0] - 2022-01-05
+
+### Changed
 - Fix typo: `CategoricalError::EmptyWights` to `CategoricalError::EmptyWeights`
 - Allow `Categorical::from_ln_weights` to accept zero (-Inf) weights
 - Update `lru` crate to 0.7 due to security vulnerability in 0.6.6
 
 ## [0.13.1] - 2021-08-14
+
+### Changed
 - When using `dist::Gamma` to draw a `dist::Poisson`, the Poisson rate
     parameter is shifted to `f64::EPSILON` in the event of underflow.
 
 ## [0.13.0] - 2021-07-15
+
+### Changed
 - Clippy lints
 - Use `&'a [T]` instead of `&'a Vec<T>` in `DataOrSuffStat`
 - Use `&[T]` instead of `&Vec<T>` in `GewekeTester`
@@ -131,6 +188,8 @@
     `Mixture::combine` where one or more of the inputs was an empty mixture
 
 ## [0.12.0] - 2021-05-05
+
+### Added
 - Added Inverse X^2 distribution
 - Added Scaled Inverse X^2 distribution (`InvChiSquared`)
 - Added Inverse Gaussian distribution
@@ -140,55 +199,78 @@
 - Added Inverse X^2 distribution (`InvChiSquared`)
 - Implemented `From` instead of `Into` for sufficient statistic converters to
     allow the more explicit/ergonomic `From` conversions.
+- Added Gaussian prior geweke tests and example
+- More robust dpgmm example -- can use different priors
+
+### Changed
 - Improved some error messages in `NormalGamma`
 - Caching of a normalizing constant in `BetaBinomial`
 - Lots of testing verifying proper conjugate prior behavior
-- Added Gaussian prior geweke tests and example
-- More robust dpgmm example -- can use different priors
 - Version updates
 - Misc styling and warning fixes
 
 ## [0.11.1] - 2021-02-12
+
+### Added
 - Added Normal Inverse Gamma (`NormalInvGamma`) distribution as prior for
     Gaussian
 
 ## [0.11.0] - 2020-11-20
+
+### Changed
+- Gaussian process improvements including new kernels
+
+### Added
 - Added `_with_cache` variants to `ConjugatePrior` `ln_m` and `ln_pp` methods
     for use cases where these methods are called many times in different data
     without changing the underlying distribution. This also adds two more
     associated types to the trait (`LnMCache` and `LnPpCache`), and one method
     each to compute the caches.
+
+### Removed
 - Remove all references to `serde_derive` crate
-- Gaussian process improvements including new kernels
 
 ## [0.10.4] - 2020-10-09
+
+### Added
 - Added Gaussian processes
 
 ## [0.10.3] - 2020-10-07
+### Changed
 - Updated math in `NormalGamma` and `GaussianSuffStat` to reduce rounding errors
 
 ## [0.10.2] - 2020-09-07
+### Changed
 - Categorical datum converters work like standard usize-to-boolean casting where
     0 is false, and anything greater than 0 is true.
 
 ## [0.10.1] - 2020-08-10
+### Changed
 - Add `from_parts_unchecked` method for constructing sufficient statistic since
     there was no way of manipulating statistic's fields or creating them
     manually.
 
 ## [0.10.0] - 2020-06-02
+
+### Changed
 - Implement Poisson Mode
 - Store `GaussianSuffStat` in a more numerically stable way. The extra numerical
     stability comes at the cost of slower `observe` and `forget`. Serialization
     on `GaussianSuffStat` has changed.
 
 ## [0.9.3] - 2020-05-30
+
+### Changed
 - Entropy for Gaussian mixtures more robust to models with dispersed
     low-variance components
 - Categorical::new_unchecked is now public
 
 ## [0.9.2] - 2020-05-23
+
+### Changed
 - Benchmarks
+
+### Added
 - implement `Entropy` and `KlDivergence` for `Poisson`
 - Implement `QuadBounds` and `Entropy` for `Mixture<Poisson>`
 - Implement `Mean` for mixtures of distributions that implement `Mean<f64>` or
@@ -197,29 +279,40 @@
     random numbers.
 
 ## [0.9.1] - 2020-05-16
+
+### Removed
 - Remove printlns
 
 ## [0.9.0] - 2020-05-16
+
+### Changed
 - Refactor errors to provide more information
 - Errors implement the `std::error::Error` trait
 - Fixed a bug with `rv::dist::Mixture` that would compute means incorrectly
 - `MvGaussian::dims` renamed to `MvGaussian::ndims`
 - More aggressive caching of log likelihood terms
 - Cached terms no longer unnecessarily computed on `Clone`
-- Remove dependency on `getset`
 - Setters do input validation unless prefixed by `_unchecked`.
 - feature `serde_support` renamed to `serde1`
 
+### Removed
+- Remove dependency on `getset`
+
 ## [0.8.3] - 2020-05-05
+
+### Added
 - Added Negative Binomial distribution
 - Added Skellam Distribution
 - Add `try_quad` function for numerical integration of functions that return
     `Result<f64, E>`.
 
 ## [0.8.2] - 2020-02-12
+
+### Removed
 - Remove dependency on `quadrature` crate in favor of hand-rolled adaptive
     Simpson's rule, which handles multimodal distributions better.
 
+[0.19.0]: https://github.com/promise-ai/rv/compare/v0.18.1...v0.19.0
 [0.18.1]: https://github.com/promise-ai/rv/compare/v0.18.0...v0.18.1
 [0.18.0]: https://github.com/promise-ai/rv/compare/v0.17.0...v0.18.0
 [0.17.0]: https://github.com/promise-ai/rv/compare/v0.16.5...v0.17.0