# Changelog All notable changes to this project will be documented in this file. The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html). ## [0.18.0] - 2024-12-02 ### ✨ Added - Added more inverse cumulative distribution functions. - Introduced feature flags: `rand` and `nalgebra`. - Added the `std_dev` method to the `Distribution` trait explicitly. - Supported sampling integers from discrete distributions. - Added support for the Gumbel distribution. ### ⚠️ Breaking Changes - Migrated multivariate distributions to generic dimensions. - Replaced `StatsError` with module-level error types in `distribution` and its children. - Changed `checked_logit`, `checked_multinomial`, and similar methods to return `Option` to handle invalid inputs. - Changed `Chi` distribution to use `u64` for degrees of freedom. ### 🛠️ Changed - Upgraded `nalgebra` to version 0.33. - Upgrades MSRV to 1.65+ - Improved documentation and added examples (e.g., for Hypergeometric distribution). - Added MSRV (Minimum Supported Rust Version) metadata to `Cargo.toml` and documentation. - Introduced coverage reporting with `llvm-cov`. - Updated CI to check all feature combinations and ensure MSRV compliance. - Added an MSRV badge to `crates.io`. ### ✅ Fixed - Corrected formatting issues in documentation. - Fixed several `rustdoc` warnings. - Expanded test coverage for Dirichlet and Multinomial distributions. - Improved ergonomics at cli for tests and ensured compatibility with updated NIST data. ### ❌ Removed - Replaced `StatsError` with module-level error types. - Deprecated the `error` module and preformatted NIST data. - Removed `rustfmt.toml` as part of CI clean-up. ### 🎉 New Contributors - @SabrinaJewson and @alimf17 made their first contributions! ## [0.17.1] - 2024-06-08 ### Details #### Changed - Release statrs version 0.17.1 by @YeungOnion #### Fixed - Code in benches still needs criterion by @YeungOnion [unreleased]: https://github.com/YeungOnion/statrs/compare/v0.17.1..HEAD [0.17.1]: https://github.com/YeungOnion/statrs/compare/v0.17.0..v0.17.1 ## [0.17.0](https://github.com/statrs-dev/statrs/compare/v0.16.0...v0.17.0) - 2024-05-30 ### Added - specializes `inverse_cdf()` for Uniform (#166) - Add way to get standard normal distribution easily. (#228) - reject constructing Uniform of infinite support (#218) - extend `StatsError` for finiteness (#218) - default implementation of survival function with generics (#179) - update `MultivariateNormal` API - construct from nalgebra with `MultivariateNormal::new_from_nalgebra` (#177) - support `std::vec` vector input in addition to `nalgebra` vectors (#199) ### Fixed - Update nalgebra to 0.32 (#187) - for Gamma with shape<1 there is no mode, returns `None` instead of some negative number (#212) - fix precision of ::inverse_cdf with some newton raphson steps (#227) - adds test case from #200 - fix integer bisection for default implementation of `::inverse_cdf` (#220) - also add tests from (#185) ### Other - Remove "nightly" feature and drop testing requirement for `nightly` (#234) - Allow some imprecision in specific test case (#215) - Update CI (#215) - Check formatting in CI via rustfmt - Expand CI test job - Add clippy job to CI - update README with formatting and adding to "Contributing" (#213) - Add test asserting that `StatsError` is Sync & Send (#226) - Rename private struct NonNAN to NonNan (#222) - Remove `lazy-static` dependency and make FCACHE a proper const (#211) - crate examples shall be in docstrings instead of README (#213) - alias `inverse_cdf` as "quantile function" in docs (#213) - docstrings with math shall be `text` instead of `ignore` (#213) ## [0.16.0] - Adds an `sf` method to the `ContinuousCDF` and `DiscreteCDF` traits - Calculates the survival function (CDF complement) for the distribution. - Survival function implemented for all distributions implementing `ContinuousCDF` and `DiscreteCDF` - See [PR description](https://github.com/statrs-dev/statrs/pull/172) for in-depth changes - update `nalgebra` to `0.29` ## [v0.15.0](https://www.github.com/statrs-dev/statrs/compare/v0.15.0...v0.16.0) - upgrade `nalgebra` to `0.27.1` to avoid RUSTSEC-2021-0070 ## [v0.14.0](https://www.github.com/statrs-dev/statrs/compare/v0.14.0...v0.15.0) - upgrade `rand` dependency to `0.8` - fix inaccurate sampling of `Gamma` - Implemented Empirical distribution - Implemented Laplace distribution - Removed Checked\* traits - Almost clippy-clean - Almost fully enabled rustfmt - Begin applying consistent numeric relative-accuracy targets with the approx crate - Introduce macro to generate testing boilerplate, yet not all tests use this yet - Moved to dynamic vectors in the MultivariateNormal distribution - Reduced a number of distribution-specific traits into the Distribution and DiscreteDistribution traits ## [v0.13.0](https://www.github.com/statrs-dev/statrs/compare/v0.12.0...v0.13.0) - Implemented `MultivariateNormal` distribution (depends on `nalgebra 0.19`) - Implemented `Dirac` distribution - Implemented `Negative Binomial` distribution ## [v0.12.0](https://www.github.com/statrs-dev/statrs/compare/v0.11.0...v0.12.0) - upgrade `rand` dependency to `0.7` ## [v0.11.0](https://www.github.com/statrs-dev/statrs/compare/v0.10.0...v0.11.0) - upgrade `rand` dependency to `0.6` - Implement `CheckedInverseCDF` and `InverseCDF` for `Normal` distribution ## [v0.10.0](https://www.github.com/statrs-dev/statrs/compare/v0.9.0...v0.10.0) - upgrade `rand` dependency to `0.5` - Removes the `Distribution` trait in favor of the `rand::distributions::Distribution` trait - Removed functions deprecated in `0.8.0` (`periodic`, `periodic_custom`, `sinusoidal`, `sinusoidal_custom`) ## [v0.9.0](https://www.github.com/statrs-dev/statrs/compare/v0.8.0...v0.9.0) - implemented infinite sequence generator for periodic sequence - implemented infinite sequence generator for sinusoidal sequence - implemented infinite sequence generator for square sequence - implemented infinite sequence generator for triangle sequence - implemented infinite sequence generator for sawtooth sequence - deprecate old non-infinite iterators in favor of new infinite iterators with `take` - Implemented `Pareto` distribution - Implemented `Entropy` trait for the `Categorical` distribution - Add a `checked_` interface to all distribution methods and functions that may panic ## [v0.8.0](https://www.github.com/statrs-dev/statrs/compare/v0.7.0...v0.8.0) - `cdf(x)`, `pdf(x)` and `pmf(x)` now return the correct value instead of panicking when `x` is outside the range of values that the distribution can attain. - Fixed a bug in the `Uniform` distribution implementation where samples were drawn from range `[min, max + 1)` instead of `[min, max]`. The samples are now drawn correctly from the range `[min, max]`. - Implement `generate::log_spaced` function - Implement `generate::Periodic` iterator - Implement `generate::Sinusoidal` iterator - Implement `generate::Square` iterator - Implement `generate::Triangle` iterator - Implement `generate::Sawtooth` iterator - Deprecate `generate::periodic` and `generate::periodic_custom` - Deprecate `generate::sinusoidal` and `generate::sinusoidal_custom` Note: A recent commit to the Rust nightly build causes compile errors when using empty slices with the `Statistics` trait, specifically the `Statistics::min` and `Statistics::max` methods. This only affects the case where the compiler must infer the type of the empty slice: ``` use statrs::statistics::Statistics; // compile error! Assumes the use of Ord::min rather than // Statistcs::min let x = []; assert!(x.min().is_nan()); ``` The fix is to pin the type of the empty slice: ``` // no compile error let x: [f64; 0] = []; assert!(x.min().is_nan()); ``` Since the regression affects a very slim edge-case and the fix is very simple, no breaking changes to the `Statistics` API was deemed necessary ## [v0.7.0](https://www.github.com/statrs-dev/statrs/compare/v0.6.0...v0.7.0) - Implemented `Categorical` distribution - Implemented `Erlang` distribution - Implemented `Multinomial` distribution - New `InverseCDF` trait for distributions that implement the inverse cdf function ## [v0.6.0](https://www.github.com/statrs-dev/statrs/compare/v0.5.1...v0.6.0) - `gamma::gamma_ur`, `gamma::gamma_ui`, `gamma::gamma_lr`, and `gamma::gamma_li` now follow strict gamma function domain, panicking if `a` or `x` are not in `(0, +inf)` - `beta::beta_reg` no longer allows `0.0` for `a` or `b` arguments - `InverseGamma` distribution no longer accepts `f64::INFINITY` as valid arguments for `shape` or `rate` as the value is nonsense - `Binomial::cdf` no longer accepts arguments outside the domain of `[0, n]` - `Bernoulli::cdf` no longer accepts arguments outside the domain of `[0, 1]` - `DiscreteUniform::cdf` no longer accepts arguments outside the domain of `[min, max]` - `Uniform::cdf` no longer accepts arguments outside the domain of `[min, max]` - `Triangular::cdf` no longer accepts arguments outside the domain of `[min, max]` - `FisherSnedecor` no longer accepts `f64::INFINITY` as a valid argument for `freedom_1` or `freedom_2` - `FisherSnedecor::cdf` no longer accepts arguments outside the domain of `[0, +inf)` - `Geometric::cdf` no longer accepts non-positive arguments - `Normal` now uses the Ziggurat method to generate random samples. This also affects all distributions depending on `Normal` for sampling including `Chi`, `LogNormal`, `Gamma`, and `StudentsT` - `Exponential` now uses the Ziggurat methd to generate random samples. - `Binomial` now implements `Univariate` rather than `Univariate`, meaning `Binomial::min` and `Binomial::max` now return `u64` - `Bernoulli` now implements `Univariate` rather than `Univariate`, meaning `Bernoulli::min` and `Bernoulli::min` now return `u64` - `Geometric` now implements `Univariate` rather than `Univariate`, meaning `Geometric::min` and `Geometric::min` now return `u64` - `Poisson` now implements `Univariate` rather than `Univariate`, meaning `Poisson::min` and `Poisson::min` now return `u64` - `Binomial` now implements `Mode` instead of `Mode` - `Bernoulli` now implements `Mode` instead of `Mode` - `Poisson` now implements `Mode` instead of `Mode` - `Geometric` now implements `Mode` instead of `Mode` - `Hypergeometric` now implements `Mode` instead of `Mode` - `Binomial` now implements `Discrete` rather than `Discrete` - `Bernoulli` now implements `Discrete` rather than `Discrete` - `Geometric` now implements `Discrete` rather than `Discrete` - `Hypergeometric` now implements `Discrete` rather than `Discrete` - `Poisson` now implements `Discrete` rather than `Discrete` ## [v0.5.1](https://www.github.com/statrs-dev/statrs/compare/v0.5.0...v0.5.1) - Fixed critical bug in `normal::sample_unchecked` where it was returning `NaN` ## [v0.5.0](https://www.github.com/statrs-dev/statrs/compare/v0.4.0...v0.5.0) - Implemented the `logistic::logistic` special function - Implemented the `logistic::logit` special function - Implemented the `factorial::multinomial` special function - Implemented the `harmonic::harmonic` special function - Implemented the `harmonic::gen_harmonic` special function - Implemented the `InverseGamma` distribution - Implemented the `Geometric` distribution - Implemented the `Hypergeometric` distribution - `gamma::gamma_ur` now panics when `x > 0` or `a == f64::NEG_INFINITY`. In addition, it also returns `f64::NAN` when `a == f64::INFINITY` and `0.0` when `x == f64::INFINITY` - `Gamma::pdf` and `Gamma::ln_pdf` now return `f64::NAN` if any of `shape`, `rate`, or `x` are `f64::INFINITY` - `Binomial::pdf` and `Binomial::ln_pdf` now panic if `x > n` or `x < 0` - `Bernoulli::pdf` and `Bernoulli::ln_pdf` now panic if `x > 1` or `x < 0` ## [v0.4.0] - Implemented the `exponential::integral` special function - Implemented the `Cauchy` (otherwise known as the `Lorenz`) distribution - Implemented the `Dirichlet` distribution - `Continuous` and `Discrete` traits no longer dependent on `Distribution` trait ## [v0.3.2] - Implemented the `FisherSnedecor` (F) distribution ## [v0.3.1] - Removed print statements from `ln_pdf` method in `Beta` distribution ## [v0.3.0] - Moved methods `min` and `max` out of trait `Univariate` into their own respective traits `Min` and `Max` - Traits `Min`, `Max`, `Mean`, `Variance`, `Entropy`, `Skewness`, `Median`, and `Mode` moved from `distribution` module to `statistics` module - `Mean`, `Variance`, `Entropy`, `Skewness`, `Median`, and `Mode` no longer depend on `Distribution` trait - `Mean`, `Variance`, `Skewness`, and `Mode` are now generic over only one type, the return type, due to not depending on `Distribution` anymore - `order_statistic`, `median`, `quantile`, `percentile`, `lower_quartile`, `upper_quartile`, `interquartile_range`, and `ranks` methods removed from `Statistics` trait. - `min`, `max`, `mean`, `variance`, and `std_dev` methods added to `Statistics` trait - `Statistics` trait now implemented for all types implementing `IntoIterator` where `Item` implements `Borrow`. Slice now implicitly implements `Statistics` through this new implementation. - Slice still implements `Min`, `Max`, `Mean`, and `Variance` but now through the `Statistics` implementation rather than its own implementation - `InplaceStatistics` renamed to `OrderStatistics`, all methods in `InplaceStatistics` have `_inplace` trimmed from method name. - Inverse DiGamma function implemented with signature `gamma::inv_digamma(x: f64) -> f64` ## [v0.2.0] - Created `statistics` module and `Statistics` trait - `Statistics` trait implementation for `[f64]` - Implemented `Beta` distribution - Added `Modulus` trait and implementations for `f32`, `f64`, `i32`, `i64`, `u32`, and `u64` in `euclid` module - Added periodic and sinusoidal vector generation functions in `generate` module