test and fix ForwardDiff on fit_mean_Σ(Normal

Author: bgctw

src/univariate/continuous/normal.jl

@@ -38,7 +38,10 @@ end
 
 function fit_mean_Σ(::Type{Normal}, mean::T1, σ::T2) where {T1 <: Real, T2 <: Real}
     _T = promote_type(T1,T2)
-    fit_mean_Σ(Normal{_T}, mean, σ)
+    mean_p = _T(mean)
+    σ_p = _T(σ)
+    #(mean_p, σ_p) = (mean, σ)     # first make test fit_mean_Σ_ForwardDiff fail
+    fit_mean_Σ(Normal{_T}, mean_p, σ_p)
 end
 function fit_mean_Σ(D::Type{Normal{T}}, mean::Real, σ::Real) where {T}
     Normal{T}(mean, σ)

test/Project.toml

@@ -1,6 +1,7 @@
 [deps]
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 JET = "c3a54625-cd67-489e-a8e7-0a5a0ff4e31b"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 LoggingExtras = "e6f89c97-d47a-5376-807f-9c37f3926c36"

test/univariate/continuous/normal.jl

@@ -16,3 +16,14 @@ end;
     @test mean(d) == m
     @test scale(d) == σ
 end;
+
+@testset "fit_mean_Σ_ForwardDiff" begin
+    m = 3.0
+    σ = 2.0
+    f(m) = begin
+        d = fit_mean_Σ(Normal, m, σ)
+        mode(d)
+    end
+    f(m)
+    dm = ForwardDiff.derivative(f, m)
+end;

test/univariate/test_univariate.jl

@@ -3,6 +3,7 @@ using Test
 using Random: Random
 using LoggingExtras
 using Optim
+using ForwardDiff
 
 pkgdir = dirname(dirname(pathof(DistributionFits)))
 testdir = joinpath(pkgdir, "test")