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Fix fit_mle dispatch for instantiated/concrete MvNormal aliases #2078

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Fix fit_mle dispatch for instantiated/concrete MvNormal aliases #2078

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14 changes: 7 additions & 7 deletions src/multivariate/mvnormal.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -397,9 +397,9 @@ fit_mle(D::Type{MvNormal}, ss::MvNormalStats) = fit_mle(FullNormal, ss)
fit_mle(D::Type{MvNormal}, x::AbstractMatrix{Float64}) = fit_mle(FullNormal, x)
fit_mle(D::Type{MvNormal}, x::AbstractMatrix{Float64}, w::AbstractArray{Float64}) = fit_mle(FullNormal, x, w)

fit_mle(D::Type{FullNormal}, ss::MvNormalStats) = MvNormal(ss.m, ss.s2 * inv(ss.tw))
fit_mle(D::Type{<:FullNormal}, ss::MvNormalStats) = MvNormal(ss.m, ss.s2 * inv(ss.tw))

function fit_mle(D::Type{FullNormal}, x::AbstractMatrix{Float64})
function fit_mle(D::Type{<:FullNormal}, x::AbstractMatrix{Float64})
n = size(x, 2)
mu = vec(mean(x, dims=2))
z = x .- mu
Expand All @@ -408,7 +408,7 @@ function fit_mle(D::Type{FullNormal}, x::AbstractMatrix{Float64})
MvNormal(mu, PDMat(C))
end

function fit_mle(D::Type{FullNormal}, x::AbstractMatrix{Float64}, w::AbstractVector)
function fit_mle(D::Type{<:FullNormal}, x::AbstractMatrix{Float64}, w::AbstractVector)
m = size(x, 1)
n = size(x, 2)
length(w) == n || throw(DimensionMismatch("Inconsistent argument dimensions"))
Expand All @@ -428,7 +428,7 @@ function fit_mle(D::Type{FullNormal}, x::AbstractMatrix{Float64}, w::AbstractVec
MvNormal(mu, PDMat(C))
end

function fit_mle(D::Type{DiagNormal}, x::AbstractMatrix{Float64})
function fit_mle(D::Type{<:DiagNormal}, x::AbstractMatrix{Float64})
m = size(x, 1)
n = size(x, 2)

Expand All @@ -443,7 +443,7 @@ function fit_mle(D::Type{DiagNormal}, x::AbstractMatrix{Float64})
MvNormal(mu, PDiagMat(va))
end

function fit_mle(D::Type{DiagNormal}, x::AbstractMatrix{Float64}, w::AbstractVector)
function fit_mle(D::Type{<:DiagNormal}, x::AbstractMatrix{Float64}, w::AbstractVector)
m = size(x, 1)
n = size(x, 2)
length(w) == n || throw(DimensionMismatch("Inconsistent argument dimensions"))
Expand All @@ -462,7 +462,7 @@ function fit_mle(D::Type{DiagNormal}, x::AbstractMatrix{Float64}, w::AbstractVec
MvNormal(mu, PDiagMat(va))
end

function fit_mle(D::Type{IsoNormal}, x::AbstractMatrix{Float64})
function fit_mle(D::Type{<:IsoNormal}, x::AbstractMatrix{Float64})
m = size(x, 1)
n = size(x, 2)

Expand All @@ -478,7 +478,7 @@ function fit_mle(D::Type{IsoNormal}, x::AbstractMatrix{Float64})
MvNormal(mu, ScalMat(m, va / (m * n)))
end

function fit_mle(D::Type{IsoNormal}, x::AbstractMatrix{Float64}, w::AbstractVector)
function fit_mle(D::Type{<:IsoNormal}, x::AbstractMatrix{Float64}, w::AbstractVector)
m = size(x, 1)
n = size(x, 2)
length(w) == n || throw(DimensionMismatch("Inconsistent argument dimensions"))
Expand Down
9 changes: 9 additions & 0 deletions test/multivariate/mvnormal.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -239,6 +239,15 @@ end
@test isa(g, DiagNormal)
@test g.μ ≈ uw
@test g.Σ.diag ≈ diag(Cw)

# fit_mle should accept the aliases in instantiated or fully concrete form,
# not just as the bare `UnionAll` name (#2073 regression)
for A in (FullNormal, DiagNormal, IsoNormal)
g = fit_mle(A, x)
@test fit_mle(A{Float64}, x) == g # instantiated alias
@test fit_mle(typeof(g), x) == g # concrete member type
@test fit_mle(A{Float64}, x, w) == fit_mle(A, x, w)
end
end

@testset "MvNormal affine transformations" begin
Expand Down
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