Fix mode of LKJCholesky (#1938)

* Fix `mode` of `LKJCholesky` and define `mean(::LKJCholesky)` * Remove definition of `mean(::LKJCholesky)` * Also test boundary case η = 1 Co-authored-by: Seth Axen <[email protected]> --------- Co-authored-by: Seth Axen <[email protected]>
JuliaStats · Jan 17, 2025 · 3b981a0 · 3b981a0
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Showing 3 changed files with 16 additions and 4 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "Distributions"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 authors = ["JuliaStats"]
-version = "0.25.116"
+version = "0.25.117"
 
 [deps]
 AliasTables = "66dad0bd-aa9a-41b7-9441-69ab47430ed8"

diff --git a/src/cholesky/lkjcholesky.jl b/src/cholesky/lkjcholesky.jl
@@ -109,7 +109,12 @@ function insupport(d::LKJCholesky, R::LinearAlgebra.Cholesky)
     return true
 end
 
-function StatsBase.mode(d::LKJCholesky)
+function mode(d::LKJCholesky; check_args::Bool=true)
+    @check_args(
+        LKJCholesky,
+        @setup(η = d.η),
+        (η, η > 1, "mode is defined only when η > 1."),
+    )
     factors = Matrix{eltype(d)}(LinearAlgebra.I, size(d))
     return LinearAlgebra.Cholesky(factors, d.uplo, 0)
 end

diff --git a/test/cholesky/lkjcholesky.jl b/test/cholesky/lkjcholesky.jl
@@ -124,14 +124,21 @@ using FiniteDifferences
     end
 
     @testset "properties" begin
-        @testset for p in (4, 5), η in (2, 3.5), uplo in ('L', 'U')
+        @testset for p in (4, 5), η in (0.5, 1, 2, 3.5), uplo in ('L', 'U')
             d = LKJCholesky(p, η, uplo)
             @test d.d == p
             @test size(d) == (p, p)
             @test Distributions.params(d) == (d.d, d.η, d.uplo)
             @test partype(d) <: Float64
 
-            m = mode(d)
+            if η > 1
+                m = mode(d)
+                @test m isa Cholesky{eltype(d)}
+                @test Matrix(m) ≈ I
+            else
+                @test_throws DomainError(η, "LKJCholesky: mode is defined only when η > 1.") mode(d)
+            end
+            m = mode(d; check_args = false)
             @test m isa Cholesky{eltype(d)}
             @test Matrix(m) ≈ I
         end