← Back to all sparks
D

Distributions.jl

ANALYTICS
Velocity2.5

Probability distributions and statistics for Julia

Julia's distribution library grinds forward one distribution at a time

juliastatisticsdistributionsautomatic-differentiationmaintenance
Current state
Distributions.jl ships small, frequent releases against a large and settled API surface. Recent work splits between correctness fixes to individual distributions (LogitNormal formulas, Semicircle quantiles, Truncated Chernoff), incremental fitting support such as sufficient statistics and MLE for Chi and Chisq, and infrastructure moves like more consistent error types and global sparsity tracing through constructors.
Where it's heading
The arc is consolidation rather than expansion: dependencies are being pruned and internals made more predictable so the package composes cleanly with the rest of the Julia numerical stack. Support for sparsity tracing and looser MvNormal type aliases both point at making the library easier to drive from automatic-differentiation and optimization code.
Prediction
Expect the same cadence of per-distribution fixes and fitting-method additions, with continued work on making constructors transparent to tracing and AD tooling. Nothing in these entries signals a major version or API break.

Recent moves

  1. 15d ago

    LogitNormal comment fix and doc typo cleanup

    Comment-level formula correction for LogitNormal, removal of unneeded EachVariate methods, and documentation typo fixes. Cleanup consistent with the library's steady correctness work.

    View source ↗
  2. 1mo ago

    Looser MvNormal and MvNormalCanon type aliases

    MvNormal and MvNormalCanon type aliases become more flexible and less brittle. A small change, but it is the kind of loosening that makes these types usable from generic numerical code without fighting the type system.

    View source ↗
  3. 1mo ago

    Truncated Chernoff quantile and sparsity tracing fixes

    Closes two correctness issues, a missing newton function behind Truncated Chernoff quantile errors and a sparsity-tracing failure. Bug resolution with no new surface.

    View source ↗
  4. 1mo ago

    Sparsity tracing works through distribution constructors

    Adds global sparsity tracing through distribution constructors and makes error types more consistent. This is the composability work that lets distributions be constructed inside traced and differentiated code paths.

    View source ↗
  5. 2mo ago

    StatsFuns 2 upgrade and CI action bumps

    A StatsFuns 2 upgrade and a CI action bump. Dependency housekeeping with no behavioural change for callers.

    View source ↗
  6. 3mo ago

    Sufficient statistics and MLE for Chi and Chisq

    Adds sufficient statistics and maximum-likelihood estimation for the Chi and Chisq distributions, extending fitting coverage one distribution pair at a time.

    View source ↗