Move ks

[benjamin-lieser]

• Added a CHANGELOG.md entry

Summary

Motivation

#1519

[dhardy]

Thanks.

I'm not sure about depending on spfunc; that appears not to have been touched in three years and has one open issue noting an inaccuracy.

[dhardy]

Further note: could you split cdf.rs please? E.g.:

• tests/ks/mod.rs provides the pub fns
• tests/cdf.rs for most of the tests
• tests/skew_normal.rs which is the only user of fn owen_t

(Optionally more segregation of tests.)

Part of the rationale is to make it easier to use this for additional tests — I'd like to add some for weighted sampling (for which we have several variants, so better to use a separate file).

[benjamin-lieser]

Thanks.

I'm not sure about depending on spfunc; that appears not to have been touched in three years and has one open issue noting an inaccuracy.

I see the point, but before we just copy pasted their zeta implementation

[dhardy]

Why did you include distr_test/Cargo.lock.msrv? I wasn't intending to run these tests on the MSRV, so this shouldn't be needed.

[benjamin-lieser]

It thought I put them with the other tests, so they get run on every supported platform. This would also run the MSRV tests and it seems simpler letting it pass these than try to avoid running them.

[dhardy]

Aha. I don't think that's necessary — the value-stability tests are there to ensure that we get the same results everywhere.

[benjamin-lieser]

Good point.
I was also thinking if we should make the value stability tests more exhaustive by some automatic script to generate the tests (or reading values from file). Right now we only test a handful of values.

[dhardy]

More exhaustive value-stability tests would be good, yes. It wouldn't surprise me if there are some FP issues we've missed somewhere. In fact, we probably have given that tests pass both with and without std_math.