Small fixes for FitMvNormal (#257)

* Some fixes for MvNormal

* Bump patch version

* Add tests

* Modify condition

Author: Crown421

Project.toml

@@ -1,6 +1,6 @@
 name = "OnlineStats"
 uuid = "a15396b6-48d5-5d58-9928-6d29437db91e"
-version = "1.6.0"
+version = "1.6.1"
 
 [deps]
 AbstractTrees = "1520ce14-60c1-5f80-bbc7-55ef81b5835c"

src/stats/distributions.jl

@@ -198,10 +198,14 @@ nobs(o::FitMvNormal) = nobs(o.cov)
 _fit!(o::FitMvNormal, y) = _fit!(o.cov, y)
 function value(o::FitMvNormal)
     c = cov(o.cov)
-    if isposdef(c)
+    if isposdef(c) || (iszero(c) && nobs(o) > 1)
         return mean(o.cov), c
     else
         return zeros(nvars(o)), Matrix(1.0I, nvars(o), nvars(o))
     end
 end
 _merge!(o::FitMvNormal, o2::FitMvNormal) = _merge!(o.cov, o2.cov)
+
+Statistics.mean(o::FitMvNormal) = mean(o.cov)
+Statistics.var(o::FitMvNormal) = var(o.cov)
+Statistics.cov(o::FitMvNormal) = cov(o.cov)

test/runtests.jl

@@ -127,9 +127,14 @@ end
     end
     @testset "FitMvNormal" begin
         @test value(FitMvNormal(2)) == (zeros(2), Matrix(I, 2, 2))
-        a, b = mergevals(FitMvNormal(2), OnlineStatsBase.eachrow([y y2]), OnlineStatsBase.eachrow([y2 y]))
-        @test a[1] ≈ b[1]
-        @test a[2] ≈ b[2]
+        a, b = mergestats(FitMvNormal(2), OnlineStatsBase.eachrow([y y2]), OnlineStatsBase.eachrow([y2 y]))
+        @test value(a)[1] ≈ value(b)[1]
+        @test value(a)[2] ≈ value(b)[2]
+
+        @test all(mean(a) .≈ mean(ys))
+        @test all(var(a) .≈ var(ys))
+        @test cov(a)[1] ≈ cov(a)[4] ≈ var(ys)
+        @test cov(a)[2] ≈ cov(a)[3]
     end
 end
 #-----------------------------------------------------------------------# FastNode