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One of my pet peeves is tests with no messages. I saw you had even put some comments in the test files such as
Having unique test messages for every test makes that sort of thing unnecessary :-)
I also learned a lot about what possible things PDL::Stats can do so it was a good time for me even if you don't merge this. I'm sure I've written PDL::Stats::TS::fill_ma before when I should've just reached for PDL.