Dirac: Implement location, scale, affine transformation #1735
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closes JuliaStats#1731 * location implemented * scale implemented (= one) * shifting = :+ implemented * Scaling = :*, errors Widening the Dirac cannot be done in a type stable way. Dirac can be interpreted as limit of some distributions in the limit σ^2 -> 0.0 (e.g. Normal, Uniform, Cosine). Falling back to one of these is arbitrarily and not type stable. Therefore it's up to the user what to do when recaling (= lowering certainty) needs to be done. Adding two Dirac distributions is allowed. The sum of Dirac distributed random variables is interpreted as the sum of their values. This result can be obtained by either interpretation as certain bare numbers or by convolution. resolves JuliaStats#1695 Type T is reduced to T<:Real to be consistent with other distributions. Non-scalar values are no longer allowed as arguments. This is a **potentially breaking** change, if user code relied on unintended behaviour.
Codecov ReportPatch coverage has no change and project coverage change:
Additional details and impacted files@@ Coverage Diff @@
## master #1735 +/- ##
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- Coverage 85.90% 85.85% -0.06%
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Files 142 142
Lines 8566 8571 +5
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Hits 7359 7359
- Misses 1207 1212 +5
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devmotion
reviewed
Jun 7, 2023
Co-authored-by: David Widmann <[email protected]>
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closes #1731
location implemented
scale implemented (= one)
shifting = :+ implemented
Scaling = :*, errors
Widening the Dirac cannot be done in a type stable way. Dirac can be interpreted as limit of some distributions in the limit σ^2 -> 0.0 (e.g. Normal, Uniform, Cosine). Falling back to one of these is arbitrarily and not type stable. Therefore it's up to the user what to do when recaling (= lowering certainty) needs to be done.
Adding two Dirac distributions is allowed. The sum of Dirac distributed random variables is interpreted as the sum of their values. This result can be obtained by either interpretation as certain bare numbers or by convolution.
resolves #1695
Type T is reduced to T<:Real to be consistent with other distributions. Non-scalar values are no longer allowed as arguments.
This is a potentially breaking change, if user code relied on unintended behaviour.