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@github-actions github-actions released this 06 Aug 10:23
· 126 commits to main since this release
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ConvolvedDistributions v0.4.0

Diff since v0.3.1

Breaking changes

  • The continuous-delay error gate in convolve_series has been removed. A continuous delay is now a plain MethodError where it was previously a checked ArgumentError.

New types

  • Ratio type and ratio verb (Z = X / Y): the ratio of two independent non-negative distributions, using Gauss–Legendre quadrature. Supports pdf, cdf, quantile, rand, minimum/maximum, and all AD backends.

New features

  • pgf — probability generating function primitive for discrete distributions, with closed forms for standard count families (Poisson, Bernoulli, Binomial, Geometric, NegativeBinomial) and a truncated-series fallback for any DiscreteUnivariateDistribution.
  • quantile_by_optimization — shared numeric quantile inversion, usable from downstream packages and from the ConvolvedDistributionsOptimizationExt extension for Convolved, Difference, Product, and Ratio.
  • Time-varying delaysconvolve_series now accepts a vector of per-time-point delays (or delay-mass pairs), dispatching element-by-element. Supports both discrete and caller-supplied mass vectors.

Refactoring

  • Internal renames: _causal_convolve_convolve_series_fixed, _convolve_series_convolve_series_varying
  • The masses hook is now public API.

Documentation

  • New product-distributions tutorial page
  • PGF documentation in the module docstring
  • FAQ entries for dispatch and solver selection

Maintenance

  • Dependency updates (JET, GitHub Actions)
  • Version increment: 0.3.2 → 0.4.0

Merged pull requests:

  • chore: auto-increment version to 0.3.2 (#123) (@github-actions[bot])
  • ci(deps): bump the github-actions group with 9 updates (#128) (@dependabot[bot])
  • chore(deps): update JET requirement from 0.9, 0.10, 0.11 to 0.9, 0.10, 0.11, 0.12 in the julia group (#129) (@dependabot[bot])
  • Time-varying delays for convolve_series, and drop the continuous error gate (#126, #95) (#130) (@seabbs-bot)
  • feat: shared numeric quantile inversion, quantile_by_optimization (#112) (#131) (@seabbs-bot)
  • feat: add pgf primitive (#90) (#134) (@seabbs-bot)
  • feat!: solver dispatch for analytic pairs and exact discrete support (#137) (@seabbs-bot)
  • feat: add the Ratio type and ratio verb (Z = X / Y) (#140) (@seabbs-bot)
  • fix: exact fold for two-component mixed discrete/continuous combinations (#142) (@seabbs-bot)
  • chore: bump version to 0.4.0 (#143) (@seabbs-bot)

Closed issues:

  • Apply my readme style changes across our managed ecosystem (#69)
  • Host the analytic-pair registry + direct CDF-kernel solver (foundation for Censored#891) (#77)
  • Convolved hardcodes Continuous value support — discrete⊛discrete is mis-typed and blocks direct convolve_series (#85)
  • Exact discrete branch in the combination algebra (#89)
  • Probability generating function interface, iteration and fixed points (#90)
  • Remove the continuous-only error gate on convolve_series (#95)
  • _quantile_optimization is duplicated with CensoredDistributions — pick a shared home (#112)
  • docs/src/overall_trend.png is a build artefact but not gitignored (#114)
  • Add a ratio verb for Z = X / Y (#118)
  • TagBot: Manual intervention needed for releases (#124)
  • Support a vector of distributions for convolve_series (#126)
  • Product and ratio introduced with fluff text as if different from other operators (#141)