build: use supported operators for GitHub rendering

lib/node_modules/@stdlib/_tools/remark/plugins/remark-img-equations/lib/insert_equations.js

@@ -22,6 +22,7 @@
 
 var logger = require( 'debug' );
 var createElement = require( '@stdlib/_tools/markdown/img-svg-equation' );
+var replace = require( '@stdlib/string/base/replace' );
 var format = require( '@stdlib/string/format' );
 
 
@@ -35,6 +36,20 @@ var ALT = /alt="([^"]*)"/;
 var RAW = /raw="([^"]*)"/;
 
 
+// FUNCTIONS //
+
+/**
+* Substitutes LaTeX operators not supported by GitHub's MathJax configuration with supported operators.
+*
+* @private
+* @param {string} tex - LaTeX equation
+* @returns {string} substituted equation
+*/
+function substitute( tex ) {
+	return replace( tex, /\\operatorname{([^}]*)}/g, '\\mathop{\\mathrm{$1}}' );
+}
+
+
 // MAIN //
 
 /**
@@ -95,7 +110,7 @@ function insertEquations( node, index, parent ) {
 
 		mathNode = {
 			'type': 'html',
-			'value': '```math\n'+raw+'\n```'
+			'value': '```math\n'+substitute(raw)+'\n```'
 		};
 		divNode = {
 			'type': 'html',

lib/node_modules/@stdlib/simulate/iter/triangle-wave/README.md

@@ -31,7 +31,7 @@ A triangle waveform is represented by the following equation
 <!-- <equation class="equation" label="eq:triangle_waveform" align="center" raw="f(t; \tau, a, \varphi) = \frac{2a}{\pi} \operatorname{arcsin} \sin \frac{2\pi(t-\varphi)}{\tau}" alt="Equation for a triangle waveform."> -->
 
 ```math
-f(t; \tau, a, \varphi) = \frac{2a}{\pi} \operatorname{arcsin} \sin \frac{2\pi(t-\varphi)}{\tau}
+f(t; \tau, a, \varphi) = \frac{2a}{\pi} \mathop{\mathrm{arcsin}} \sin \frac{2\pi(t-\varphi)}{\tau}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="f(t; \tau, a, \varphi) = \frac{2a}{\pi} \operatorname{arcsin} \sin \frac{2\pi(t-\varphi)}{\tau}" data-equation="eq:triangle_waveform">

lib/node_modules/@stdlib/stats/base/dists/beta/entropy/README.md

@@ -31,7 +31,7 @@ The [differential entropy][entropy] for a [beta][beta-distribution] random varia
 <!-- <equation class="equation" label="eq:beta_entropy" align="center" raw="h\left( X \right) = \ln(\operatorname{Beta}(\alpha,\beta)) - (\alpha-1)\psi(\alpha) - (\beta-1)\psi(\beta) + (\alpha+\beta-2)\psi(\alpha+\beta)" alt="Differential entropy for a beta distribution."> -->
 
 ```math
-h\left( X \right) = \ln(\operatorname{Beta}(\alpha,\beta)) - (\alpha-1)\psi(\alpha) - (\beta-1)\psi(\beta) + (\alpha+\beta-2)\psi(\alpha+\beta)
+h\left( X \right) = \ln(\mathop{\mathrm{Beta}}(\alpha,\beta)) - (\alpha-1)\psi(\alpha) - (\beta-1)\psi(\beta) + (\alpha+\beta-2)\psi(\alpha+\beta)
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="h\left( X \right) = \ln(\operatorname{Beta}(\alpha,\beta)) - (\alpha-1)\psi(\alpha) - (\beta-1)\psi(\beta) + (\alpha+\beta-2)\psi(\alpha+\beta)" data-equation="eq:beta_entropy">

lib/node_modules/@stdlib/stats/base/dists/beta/logcdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [beta][beta-distribution] rand
 <!-- <equation class="equation" label="eq:beta_cdf" align="center" raw="F(x;\alpha,\beta) = \frac{\operatorname{Beta}(x;\alpha,\beta)}{\operatorname{Beta}(\alpha,\beta)}" alt="Cumulative distribution function for a beta distribution."> -->
 
 ```math
-F(x;\alpha,\beta) = \frac{\operatorname{Beta}(x;\alpha,\beta)}{\operatorname{Beta}(\alpha,\beta)}
+F(x;\alpha,\beta) = \frac{\mathop{\mathrm{Beta}}(x;\alpha,\beta)}{\mathop{\mathrm{Beta}}(\alpha,\beta)}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x;\alpha,\beta) = \frac{\operatorname{Beta}(x;\alpha,\beta)}{\operatorname{Beta}(\alpha,\beta)}" data-equation="eq:beta_cdf">

lib/node_modules/@stdlib/stats/base/dists/cauchy/cdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [Cauchy][cauchy-distribution]
 <!-- <equation class="equation" label="eq:cauchy_cdf" align="center" raw="F(x; x_0,\gamma)=\frac{1}{\pi} \operatorname{arctan} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}" alt="Cumulative distribution function for a Cauchy distribution."> -->
 
 ```math
-F(x; x_0,\gamma)=\frac{1}{\pi} \operatorname{arctan} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}
+F(x; x_0,\gamma)=\frac{1}{\pi} \mathop{\mathrm{arctan}} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x; x_0,\gamma)=\frac{1}{\pi} \operatorname{arctan} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}" data-equation="eq:cauchy_cdf">

lib/node_modules/@stdlib/stats/base/dists/cauchy/logcdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [Cauchy][cauchy-distribution]
 <!-- <equation class="equation" label="eq:cauchy_cdf" align="center" raw="F(x; x_0,\gamma)=\frac{1}{\pi} \operatorname{arctan} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}" alt="Cumulative distribution function for a Cauchy distribution."> -->
 
 ```math
-F(x; x_0,\gamma)=\frac{1}{\pi} \operatorname{arctan} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}
+F(x; x_0,\gamma)=\frac{1}{\pi} \mathop{\mathrm{arctan}} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x; x_0,\gamma)=\frac{1}{\pi} \operatorname{arctan} \left(\frac{x-x_0}{\gamma}\right)+\frac{1}{2}" data-equation="eq:cauchy_cdf">

lib/node_modules/@stdlib/stats/base/dists/laplace/cdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [Laplace][laplace-distribution
 <!-- <equation class="equation" label="eq:laplace_cdf" align="center" raw="F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \operatorname{sgn}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )" alt="Cumulative distribution function for a Laplace distribution."> -->
 
 ```math
-F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \operatorname{sgn}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )
+F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \mathop{\mathrm{sgn}}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \operatorname{sgn}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )" data-equation="eq:laplace_cdf">

lib/node_modules/@stdlib/stats/base/dists/laplace/logcdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [Laplace][laplace-distribution
 <!-- <equation class="equation" label="eq:laplace_cdf" align="center" raw="F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \operatorname{sgn}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )" alt="Cumulative distribution function for a Laplace distribution."> -->
 
 ```math
-F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \operatorname{sgn}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )
+F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \mathop{\mathrm{sgn}}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x;\mu,b) =\tfrac{1}{2} + \tfrac{1}{2} \operatorname{sgn}(x-\mu) \left(1-\exp \left(-\frac{|x-\mu|}{b} \right ) \right )" data-equation="eq:laplace_cdf">

lib/node_modules/@stdlib/stats/base/dists/laplace/quantile/README.md

@@ -29,7 +29,7 @@ The [quantile function][quantile-function] for a [Laplace][laplace-distribution]
 <!-- <equation class="equation" label="eq:laplace_quantile_function" align="center" raw="Q(p) = \mu - b\,\operatorname{sgn}(p-0.5)\,\ln(1 - 2|p-0.5|)" alt="Quantile function for a Laplace distribution."> -->
 
 ```math
-Q(p) = \mu - b\,\operatorname{sgn}(p-0.5)\,\ln(1 - 2|p-0.5|)
+Q(p) = \mu - b\,\mathop{\mathrm{sgn}}(p-0.5)\,\ln(1 - 2|p-0.5|)
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="Q(p) = \mu - b\,\operatorname{sgn}(p-0.5)\,\ln(1 - 2|p-0.5|)" data-equation="eq:laplace_quantile_function">

lib/node_modules/@stdlib/stats/base/dists/levy/cdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [Lévy][levy-distribution] ran
 <!-- <equation class="equation" label="eq:levy_cdf" align="center" raw="F(x;\mu,b) = \begin{cases} \operatorname{erfc}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) & \text{ for } x > \mu \\ 0 & \text{ otherwise } \end{cases}" alt="Cumulative distribution function for a Lévy distribution."> -->
 
 ```math
-F(x;\mu,b) = \begin{cases} \operatorname{erfc}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) & \text{ for } x > \mu \\ 0 & \text{ otherwise } \end{cases}
+F(x;\mu,b) = \begin{cases} \mathop{\mathrm{erfc}}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) & \text{ for } x > \mu \\ 0 & \text{ otherwise } \end{cases}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x;\mu,b) = \begin{cases} \operatorname{erfc}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) &amp; \text{ for } x &gt; \mu \\ 0 &amp; \text{ otherwise } \end{cases}" data-equation="eq:levy_cdf">

lib/node_modules/@stdlib/stats/base/dists/levy/logcdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [Lévy][levy-distribution] ran
 <!-- <equation class="equation" label="eq:levy_cdf" align="center" raw="F(x;\mu,b) = \begin{cases} \operatorname{erfc}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) & \text{ for } x > \mu \\ 0 & \text{ otherwise } \end{cases}" alt="Cumulative distribution function for a Lévy distribution."> -->
 
 ```math
-F(x;\mu,b) = \begin{cases} \operatorname{erfc}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) & \text{ for } x > \mu \\ 0 & \text{ otherwise } \end{cases}
+F(x;\mu,b) = \begin{cases} \mathop{\mathrm{erfc}}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) & \text{ for } x > \mu \\ 0 & \text{ otherwise } \end{cases}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x;\mu,b) = \begin{cases} \operatorname{erfc}\left(\sqrt{\frac{c}{2(x-\mu)}}\right) &amp; \text{ for } x &gt; \mu \\ 0 &amp; \text{ otherwise } \end{cases}" data-equation="eq:levy_cdf">

lib/node_modules/@stdlib/stats/base/dists/levy/median/README.md

@@ -31,7 +31,7 @@ The [median][median] for a [Lévy][levy-distribution] random variable with locat
 <!-- <equation class="equation" label="eq:levy_expectation" align="center" raw="\operatorname{Median}\left( X \right) = \mu + \frac{c}{2(\operatorname{erfcinv}(1/2))^2}" alt="Mode for a Lévy distribution."> -->
 
 ```math
-\operatorname{Median}\left( X \right) = \mu + \frac{c}{2(\operatorname{erfcinv}(1/2))^2}
+\operatorname{Median}\left( X \right) = \mu + \frac{c}{2(\mathop{\mathrm{erfcinv}}(1/2))^2}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="\operatorname{Median}\left( X \right) = \mu + \frac{c}{2(\operatorname{erfcinv}(1/2))^2}" data-equation="eq:levy_expectation">

lib/node_modules/@stdlib/stats/base/dists/levy/quantile/README.md

@@ -29,7 +29,7 @@ The [quantile function][quantile-function] for a [Lévy][levy-distribution] rand
 <!-- <equation class="equation" label="eq:levy_quantile_function" align="center" raw="Q(p;\mu,c)= \mu + \frac{c}{2 \cdot \operatorname{erfcinv}(p)^2}" alt="Quantile function for a Lévy distribution."> -->
 
 ```math
-Q(p;\mu,c)= \mu + \frac{c}{2 \cdot \operatorname{erfcinv}(p)^2}
+Q(p;\mu,c)= \mu + \frac{c}{2 \cdot \mathop{\mathrm{erfcinv}}(p)^2}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="Q(p;\mu,c)= \mu + \frac{c}{2 \cdot \operatorname{erfcinv}(p)^2}" data-equation="eq:levy_quantile_function">

lib/node_modules/@stdlib/stats/base/dists/logistic/mgf/README.md

@@ -31,7 +31,7 @@ The [moment-generating function][mgf] for a [logistic][logistic-distribution] ra
 <!-- <equation class="equation" label="eq:logistic_mgf_function" align="center" raw="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] = e^{\mu t}\operatorname{B}(1-st, 1+st)" alt="Moment-generating function (MGF) for a logistic distribution."> -->
 
 ```math
-M_X(t) := \mathbb{E}\!\left[e^{tX}\right] = e^{\mu t}\operatorname{B}(1-st, 1+st)
+M_X(t) := \mathbb{E}\!\left[e^{tX}\right] = e^{\mu t}\mathop{\mathrm{B}}(1-st, 1+st)
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] = e^{\mu t}\operatorname{B}(1-st, 1+st)" data-equation="eq:logistic_mgf_function">

lib/node_modules/@stdlib/stats/base/dists/lognormal/cdf/README.md

@@ -29,7 +29,7 @@ The [cumulative distribution function][cdf] for a [lognormal][lognormal-distribu
 <!-- <equation class="equation" label="eq:cdf" align="center" raw="F(x;\mu,\sigma)=\frac12 + \frac12\,\operatorname{erf}\left[\frac{\ln x-\mu}{\sqrt{2}\sigma}\right]" alt="Cumulative distribution function for a lognormal distribution."> -->
 
 ```math
-F(x;\mu,\sigma)=\frac12 + \frac12\,\operatorname{erf}\left[\frac{\ln x-\mu}{\sqrt{2}\sigma}\right]
+F(x;\mu,\sigma)=\frac12 + \frac12\,\mathop{\mathrm{erf}}\left[\frac{\ln x-\mu}{\sqrt{2}\sigma}\right]
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="F(x;\mu,\sigma)=\frac12 + \frac12\,\operatorname{erf}\left[\frac{\ln x-\mu}{\sqrt{2}\sigma}\right]" data-equation="eq:cdf">

lib/node_modules/@stdlib/stats/incr/mda/README.md

@@ -29,7 +29,7 @@ The [mean directional accuracy][mean-directional-accuracy] is defined as
 <!-- <equation class="equation" label="eq:mean_directional_accuracy" align="center" raw="\operatorname{MDA} = \begin{cases} 1 & \textrm{if}\ N = 1 \\\frac{1}{N} \sum_{i=1}^{N} \delta_{\operatorname{sgn}(\Delta f_{i,i-1}),\ \operatorname{sgn}(\Delta a_{i,i-1})} & \textrm{if}\ N > 1 \end{cases}" alt="Equation for the mean directional accuracy."> -->
 
 ```math
-\operatorname{MDA} = \begin{cases} 1 & \textrm{if}\ N = 1 \\\frac{1}{N} \sum_{i=1}^{N} \delta_{\operatorname{sgn}(\Delta f_{i,i-1}),\ \operatorname{sgn}(\Delta a_{i,i-1})} & \textrm{if}\ N > 1 \end{cases}
+\operatorname{MDA} = \begin{cases} 1 & \textrm{if}\ N = 1 \\\frac{1}{N} \sum_{i=1}^{N} \delta_{\mathop{\mathrm{sgn}}(\Delta f_{i,i-1}),\ \mathop{\mathrm{sgn}}(\Delta a_{i,i-1})} & \textrm{if}\ N > 1 \end{cases}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="\operatorname{MDA} = \begin{cases} 1 & \textrm{if}\ N = 1 \\\frac{1}{N} \sum_{i=1}^{N} \delta_{\operatorname{sgn}(\Delta f_{i,i-1}),\ \operatorname{sgn}(\Delta a_{i,i-1})} & \textrm{if}\ N > 1 \end{cases}" data-equation="eq:mean_directional_accuracy">

lib/node_modules/@stdlib/stats/incr/pcorr/README.md

@@ -29,7 +29,7 @@ The [Pearson product-moment correlation coefficient][pearson-correlation] betwee
 <!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> -->
 
 ```math
-\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}
+\rho_{X,Y} = \frac{\mathop{\mathrm{cov}}(X,Y)}{\sigma_X \sigma_Y}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" data-equation="eq:pearson_correlation_coefficient">

lib/node_modules/@stdlib/stats/incr/pcorr2/README.md

@@ -29,7 +29,7 @@ The [Pearson product-moment correlation coefficient][pearson-correlation] betwee
 <!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> -->
 
 ```math
-\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}
+\rho_{X,Y} = \frac{\mathop{\mathrm{cov}}(X,Y)}{\sigma_X \sigma_Y}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" data-equation="eq:pearson_correlation_coefficient">

lib/node_modules/@stdlib/stats/incr/pcorrdist/README.md

@@ -29,7 +29,7 @@ The [sample Pearson product-moment correlation distance][pearson-correlation] is
 <!-- <equation class="equation" label="eq:pearson_distance" align="center" raw="d_{x,y} = 1 - r_{x,y} = 1 - \frac{\operatorname{cov_n(x,y)}}{\sigma_x \sigma_y}" alt="Equation for the Pearson product-moment correlation distance."> -->
 
 ```math
-d_{x,y} = 1 - r_{x,y} = 1 - \frac{\operatorname{cov_n(x,y)}}{\sigma_x \sigma_y}
+d_{x,y} = 1 - r_{x,y} = 1 - \frac{\mathop{\mathrm{cov_n(x,y)}}}{\sigma_x \sigma_y}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="d_{x,y} = 1 - r_{x,y} = 1 - \frac{\operatorname{cov_n(x,y)}}{\sigma_x \sigma_y}" data-equation="eq:pearson_distance">

lib/node_modules/@stdlib/stats/incr/pcorrdistmat/README.md

@@ -29,7 +29,7 @@ A [sample Pearson product-moment correlation distance matrix][pearson-correlatio
 <!-- <equation class="equation" label="eq:pearson_distance" align="center" raw="d_{x,y} = 1 - r_{x,y} = 1 - \frac{\operatorname{cov_n(x,y)}}{\sigma_x \sigma_y}" alt="Equation for the Pearson product-moment correlation distance."> -->
 
 ```math
-d_{x,y} = 1 - r_{x,y} = 1 - \frac{\operatorname{cov_n(x,y)}}{\sigma_x \sigma_y}
+d_{x,y} = 1 - r_{x,y} = 1 - \frac{\mathop{\mathrm{cov_n(x,y)}}}{\sigma_x \sigma_y}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="d_{x,y} = 1 - r_{x,y} = 1 - \frac{\operatorname{cov_n(x,y)}}{\sigma_x \sigma_y}" data-equation="eq:pearson_distance">

lib/node_modules/@stdlib/stats/incr/pcorrmat/README.md

@@ -29,7 +29,7 @@ A [Pearson product-moment correlation matrix][pearson-correlation] is an M-by-M
 <!-- <equation class="equation" label="eq:pearson_correlation_coefficient" align="center" raw="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" alt="Equation for the Pearson product-moment correlation coefficient."> -->
 
 ```math
-\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}
+\rho_{X,Y} = \frac{\mathop{\mathrm{cov}}(X,Y)}{\sigma_X \sigma_Y}
 ```
 
 <!-- <div class="equation" align="center" data-raw-text="\rho_{X,Y} = \frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}" data-equation="eq:pearson_correlation_coefficient">