Undeprecate no-dot syntax for quantile() and nquantile()

[ron-wolf]

This issue picks up where JuliaStats/StatsBase.jl#586 left off. At issue is the following snippet in the Distributions package:

Distributions.jl/src/deprecates.jl

Line 39 in 20c91d9

@deprecate ($fun)(d::UnivariateDistribution, X::AbstractArray) ($fun).(d, X)

The macro affects the quantile() and nquantile() functions, of which the former is used by StatsBase in this line.

According to @nalimilan, StatsBase relies on the deprecated behavior. This is because when quantile() is broadcasted over the given weights/probabilities (second param, p::Union{AbstractArray, Tuple{Vararg{Real}}}), _quantilesort! is run twice on the same parameter (first param, v::AbstractVector). See this code in the Statistics package where the sorting function would be broadcast over using the new syntax requested by Distributions. In any case, requiring broadcasting would mean requiring the first parameter to be sorted twice.

Would it be best to un-deprecate this functionality, or is there another course? For now, using Statistics as per its own documentation gives the user a deprecation warning, which is… not ideal, especially for first-time users, of which I’m one.

[nalimilan]

To complete a bit: quantile(x, p::AbstractArray) isn't really needed when x is a Distribution (in Distributions.jl), since it's strictly equivalent to broadcasting. But when x is a vector (in StatsBase), broadcasting involves sorting twice as @ron-wolf said. So it would make sense to undeprecate this method in Distributions for consistency.

Another solution would be to define a custom broadcasting method for quantile in StatsBase which would only sort once. Not sure whether that's a good idea or not.

[ron-wolf]

@nalimilan Sorry for the delay. I think the best solution is just to undeprecate non-broadcast calls to quantile, since they seem to be needed. (If I am wrong and they should never be used outside of StatsBase, please let me know, as that will probably require a clever solution. In any case…) I would like to submit a pull request, but how would I actually go about undeprecating this functionality?

[nalimilan]

No problem. You just have to remove the @deprecate definition in Distributions and replace it with a normal function definition (and move it to a better place).

[ron-wolf]

But won’t that undeprecate all of these functions? Is that what we want?

Distributions.jl/src/deprecates.jl

Lines 27 to 31 in 20c91d9

	for fun in [:pdf, :logpdf,
	:cdf, :logcdf,
	:ccdf, :logccdf,
	:invlogcdf, :invlogccdf,
	:quantile, :cquantile]

Also, why would we add the definition of quantile here in Distributions when it’s already defined in StatsBase? Maybe I’m a bit turned around about what’s defined or deprecated where.

[nalimilan]

Right, you should only remove quantile from that list (and define it elsewhere). Also, quantile isn't defined for Distribution objects in StatsBase nor in Statistics AFAIK. Actually, the definition in Statistics will call collect(d::Distribution), which doesn't make sense.

[ron-wolf]

Okay. Do you think it’s only quantile that should be removed?

[nalimilan]

Yes.