v0.19.0

Added

• Add initial no_std support
• gate density estimation behind a "kde" feature
• add first implementation of kernel density estimation.
• add bandwith support for knn density estimation.
• add a more generic implementation of knn density estimation.
• add knn density estimation with kdtree rs tree.
• add OnlineMoments accumulator using Welford
• Add WebAssembly RNG support and update nalgebra
• (distribution) narrow error type to avoid trait object
• (distribution) add non-panicking try_inverse_cdf
• autofix.ci for lint and fmt
• (geometric) finer panic bounds
• (function) add comprehensive kernel suite for KDE and smoothing (#193)
• update to 2024 edition, apply formatting and fix new clippy lints
• [breaking] rely on prec module for precision needs and consts for math constants
• use crate::prec macro assertions in tests instead of approx directly
• (prec) write macros that delegate to approx using our defaults
• add std feature
• rename cov_chol_decomp to clone_cov_chol_decomp and return a cloned matrix
• add methods for covariance decomposition, mean, covariance, and precision in MultivariateNormal
• add accessor methods to various distribution
• (stats_tests) implement KS test
• enhance Levy distribution with comprehensive documentation and methods
• add Levy distribution
• (stats_tests) implement chisquare
• (stats_tests) implement skewtest
• (stats_tests) implement mannwhitneyu
• (stats_tests) implement ttest_onesample
• (stats_tests) implement f_oneway

Fixed

• format assertion message with precision
• fail autofix when clippy --fix can't clear every lint
• drop PAT from autofix-ci.yml
• make autofix clippy match other parts of ci
• Automate MSRV lockfile updates
• update to rand 0.10 and use seeded rng for tests
• fix imports and add some tests.
• kernel density computation.
• drop excess precision requirements
• wrap online stats with iter_statistics for #376
• Refresh MSRV lockfile
• Leave getrandom backend selection to applications
• Use valid order statistics benchmark inputs
• correct entropy formulas for Pareto, Geometric, StudentsT, and Dirichlet
• safeguard Gamma::inverse_cdf Newton step for shape < 1
• compute Multinomial pmf/ln_pmf in log space to avoid NaN for large n
• post updates to rand
• update usage after rand dep update
• restore missing normalization of Dirichlet samples
• unblock PR 364 CI
• remove unused testing imports
• use core instead of std in KDE
• (fmt) apply 2024 formatting to KDE
• (clippy) use constants provided by core
• (clippy) fix clippy failures in CI
• (distribution_tests) pass if only one numerical relationship between pdf and cdf numerically close
• change tests to rely on relative precision for math lib independence
• Gate some stats_tests behind std feature
• Use core over std where possible
• update examples in mu and cov methods to use correct types from nalgebra
• exact implementation of Bernoulli cdf
• one more condition in inverse_cdf to account for small enough probabilities.
• feature gate exact KS test one-sample method

Other

• add some geometric pathological tests
• enable autofix to use same clippy as other ci
• Verify df one density integral
• Cover chi-squared boundary behavior
• update lock MSRV for kde deps change
• module docs and feature doc
• add paper reference and simple usage docs
• document DensityError variants and mark non_exhaustive
• add use of one dimensional gaussian kernel function.
• density functions borrowing evaluation pointS instead of owning them.
• some refactoring.
• add performance bench.
• add performance bench.
• [autofix.ci] apply automated fixes
• sample Multinomial via sequential conditional Binomial instead of categorical-style draw-and-scan
• add characterization tests for Multinomial::sample before algorithm change
• share binary-search lookup between Categorical::sample and inverse_cdf
• derive Categorical::sf from cdf instead of storing it
• Categorical now stores normalized values
• Update dependencies and GitHub Actions
• Converge the default continuous inverse_cdf
• Align autofix toolchain with MSRV
• Cover geometric inverse CDF overflow guards
• how to release
• wire up release-plz for crates.io publishing
• remove fast-fail semantics of test ci
• update branch refs from master to main
• Add test for Dirichlet sample normalization
• Add clippy fixes
• more clippy lints
• update lockfile after updating rand
• Format with cargo fmt
• update rand 0.9 -> 0.10
• Fixed redundant word "may"
• use core panic instead of std
• add comments
• add tests for coverage
• add specialised inverse cdf implementation for geometric distribution
• Simplify polynomial evaluation function
• Add a MultivariateNormal constructor from the Cholesky decomposition
• Make documented value of DEFAULT_RELATIVE_ACC match actual value.
• don't fail fast when testing on different OSs
• Bumped MSRV to 1.87.0.
• Bumped rand to 0.9.0 and mechanically modified the code to accommodate the changes in that dependency.
• Use -x instead of -1.0 * x
• Merge pull request #336 from FreezyLemon/optimize-chisquare-test
• Fix merge from master
• Merge branch 'master' into optimize-chisquare-test
• lint
• use functionality from prec module outside tests
• doctests should use approx instead of statrs::prec
• update precision docs
• update to not use macro_use directives
• update readme to regard precision, open to updates
• [breaking] define precision consts within mod prec
• add "std" feature-gate where needed
• Remove catch_unwind from test code
• add no_std testing
• only implement Error with feature "std"
• use panic! with msg instead of println!
• some tests do not need Vec
• prefer core imports over std
• more tests for inverse cdf of discrete distributions.
• more efficient calculation for KS one-sample exact
• remove ks_twosample usage of nalgebra
• cfg wrap for rand
• Fix gamma parameterization for negative binomial sampling
• (deps) bump codecov/codecov-action from 4 to 5
• update docs and result chaining idioms
• enhance checks for continuous distributions with panic safety
• improve numerical stability in CDF derivative check
• add check for derivative of CDF to ensure it matches PDF
• (stats_test) better attribution of sources
• more coverage for f_oneway
• more coverage for mannwhitneyu
• mut in function header instead of in function