Refactor to support new diagnostics

Project.toml

@@ -4,23 +4,40 @@ authors = ["Seth Axen <[email protected]> and contributors"]
 version = "0.9.4"
 
 [deps]
+Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
+DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
+IntervalSets = "8197267c-284f-5f27-9208-e0e47529a953"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
+PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
+Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
+[weakdeps]
+StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
+
+[extensions]
+PSISStatsBaseExt = ["StatsBase"]
+
 [compat]
+Compat = "3, 4"
 DimensionalData = "0.24"
 Distributions = "0.25.81"
+DocStringExtensions = "0.9"
+IntervalSets = "0.7"
 JLD2 = "0.4"
 LinearAlgebra = "1.6"
 LogExpFunctions = "0.2.0, 0.3"
 Plots = "1"
+PrettyTables = "2"
 Printf = "1.6"
 RecipesBase = "1"
 ReferenceTests = "0.9, 0.10"
+Requires = "1"
 Statistics = "1.6"
+StatsBase = "0.32, 0.33, 0.34"
 julia = "1.6"
 
 [extras]
@@ -31,6 +48,7 @@ Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 ReferenceTests = "324d217c-45ce-50fc-942e-d289b448e8cf"
+StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]

ext/PSISStatsBaseExt.jl

@@ -0,0 +1,12 @@
+module PSISStatsBaseExt
+
+using PSIS, StatsBase
+
+PSIS._max_moment_required(::typeof(StatsBase.skewness)) = 3
+PSIS._max_moment_required(::typeof(StatsBase.kurtosis)) = 4
+PSIS._max_moment_required(f::Base.Fix2{typeof(StatsBase.moment),<:Integer}) = f.x
+# the pth cumulant is a polynomial of degree p in the moments
+PSIS._max_moment_required(f::Base.Fix2{typeof(StatsBase.cumulant),<:Integer}) = f.x
+PSIS._max_moment_required(::Base.Fix2{typeof(StatsBase.percentile),<:Real}) = 0
+
+end  # module

src/PSIS.jl

@@ -1,17 +1,35 @@
 module PSIS
 
+using DocStringExtensions: FIELDS
+using IntervalSets: IntervalSets
 using LogExpFunctions: LogExpFunctions
+using PrettyTables: PrettyTables
 using Printf: @sprintf
 using Statistics: Statistics
 
 export PSISPlots
-export PSISResult
-export psis, psis!, ess_is
+export ParetoDiagnostics, PSISResult
+export pareto_diagnose, pareto_smooth, psis, psis!
+export check_pareto_diagnostics, ess_is
 
 include("utils.jl")
 include("generalized_pareto.jl")
+include("tails.jl")
+include("expectand.jl")
+include("diagnostics.jl")
+include("pareto_diagnose.jl")
+include("pareto_smooth.jl")
 include("core.jl")
 include("ess.jl")
 include("recipes/plots.jl")
 
+@static if !isdefined(Base, :get_extension)
+    using Requires: @require
+    function __init__()
+        @require StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91" begin
+            include("../ext/PSISStatsBaseExt.jl")
+        end
+    end
+end
+
 end