Add ChangesOfVariables support

JuliaStats · May 4, 2024 · 223327d · 223327d
1 parent a7f9cdd
commit 223327d
Showing 1 changed file with 20 additions and 0 deletions.
diff --git a/ext/LogExpFunctionsChangesOfVariablesExt.jl b/ext/LogExpFunctionsChangesOfVariablesExt.jl
@@ -42,4 +42,24 @@ function ChangesOfVariables.with_logabsdet_jacobian(::typeof(logcosh), x::Real)
     return y, log1mexp(a) - z
 end
 
+function ChangesOfVariables.with_logabsdet_jacobian(::typeof(loglogistic), x::Real)
+    y = loglogistic(x)
+    return y, y - x
+end
+
+function ChangesOfVariables.with_logabsdet_jacobian(::typeof(log1mlogistic), x::Real)
+    y = log1mlogistic(x)
+    return y, x + y
+end
+
+function ChangesOfVariables.with_logabsdet_jacobian(::typeof(logitexp), x::Real)
+    y = logitexp(x)
+    return y, y - x
+end
+
+function ChangesOfVariables.with_logabsdet_jacobian(::typeof(logit1mexp), x::Real)
+    y = logit1mexp(x)
+    return y, -y - x
+end
+
 end # module