Add minimum, maximum, extrema for AbstractMvNormal and Product

docs/src/multivariate.md

@@ -71,6 +71,9 @@ invcov(::Distributions.AbstractMvNormal)
 logdetcov(::Distributions.AbstractMvNormal)
 sqmahal(::Distributions.AbstractMvNormal, ::AbstractArray)
 rand(::AbstractRNG, ::Distributions.AbstractMvNormal)
+minimum(::Distributions.AbstractMvNormal)
+maximum(::Distributions.AbstractMvNormal)
+extrema(::Distributions.AbstractMvNormal)
 ```
 
 ### MvLogNormal

src/multivariate/mvnormal.jl

@@ -80,6 +80,27 @@ abstract type AbstractMvNormal <: ContinuousMultivariateDistribution end
 insupport(d::AbstractMvNormal, x::AbstractVector) =
     length(d) == length(x) && all(isfinite, x)
 
+"""
+    minimum(d::AbstractMvNormal)
+
+Return the minimum of the support of each dimension of `d`.
+"""
+minimum(d::AbstractMvNormal) = fill(eltype(d)(-Inf), length(d))
+
+"""
+    maximum(d::AbstractMvNormal)
+
+Return the maximum of the support of each dimension of `d`.
+"""
+maximum(d::AbstractMvNormal) = fill(eltype(d)(Inf), length(d))
+
+"""
+    extrema(d::AbstractMvNormal)
+
+Return the minimum and maximum of the support of each dimenison of `d` as a 2-tuple.
+"""
+extrema(d::AbstractMvNormal) = minimum(d), maximum(d)
+
 mode(d::AbstractMvNormal) = mean(d)
 modes(d::AbstractMvNormal) = [mean(d)]
 

src/multivariate/product.jl

@@ -41,6 +41,27 @@ cov(d::Product) = Diagonal(var(d))
 entropy(d::Product) = sum(entropy, d.v)
 insupport(d::Product, x::AbstractVector) = all(insupport.(d.v, x))
 
+"""
+    minimum(d::Product)
+
+Return the minimum of the support of each dimension of `d`.
+"""
+minimum(d::Product) = minimum.(d.v)
+
+"""
+    maximum(d::Product)
+
+Return the maximum of the support of each dimension of `d`.
+"""
+maximum(d::Product) = maximum.(d.v)
+
+"""
+    extrema(d::Product)
+
+Return the minimum and maximum of the support of each dimension of `d` as a 2-tuple.
+"""
+extrema(d::Product) = minimum(d), maximum(d)
+
 """
     product_distribution(dists::AbstractVector{<:UnivariateDistribution})
 

test/mvnormal.jl

@@ -29,6 +29,10 @@ function test_mvnormal(g::AbstractMvNormal, n_tsamples::Int=10^6,
     vs = diag(Σ)
     @test g == typeof(g)(params(g)...)
     @test g == deepcopy(g)
+    @test minimum(g) == fill(-Inf, d)
+    @test maximum(g) == fill(Inf, d)
+    @test extrema(g) == (minimum(g), maximum(g))
+    @test isless(extrema(g)...)
 
     # test sampling for AbstractMatrix (here, a SubArray):
     if ismissing(rng)

test/product.jl

@@ -29,7 +29,7 @@ end
     N = 11
     # Construct independent distributions and `Product` distribution from these.
     ubound = rand(N)
-    ds = Uniform.(0.0, ubound)
+    ds = Uniform.(-ubound, ubound)
     x = rand.(ds)
     d_product = product_distribution(ds)
     @test d_product isa Product
@@ -43,6 +43,10 @@ end
     @test entropy(d_product) == sum(entropy.(ds))
     @test insupport(d_product, ubound) == true
     @test insupport(d_product, ubound .+ 1) == false
+    @test minimum(d_product) == -ubound
+    @test maximum(d_product) == ubound
+    @test extrema(d_product) == (-ubound, ubound)
+    @test isless(extrema(d_product)...)
 
     y = rand(d_product)
     @test y isa typeof(x)