0.5

Project.toml

@@ -1,7 +1,7 @@
 name = "ModelWrappers"
 uuid = "44c54197-9f56-47cc-9960-7f2e20bfb0d6"
 authors = ["Patrick Aschermayr <[email protected]>"]
-version = "0.4.3"
+version = "0.5.0"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"
@@ -18,7 +18,7 @@ StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 [compat]
 ArgCheck = "2"
 BaytesCore = "0.2"
-Bijectors = "0.12"
+Bijectors = "0.13"
 ChainRulesCore = "1"
 Distributions = "0.24, 0.25"
 DocStringExtensions = "0.8, 0.9"

src/Core/Core.jl

@@ -36,8 +36,73 @@ struct UnflattenStrict <: UnflattenTypes end
 struct UnflattenFlexible <: UnflattenTypes end
 
 ############################################################################################
-include("constrain/constrain.jl")
+# Abstract supertypes for flatten/unflatten parameter
+
+"""
+ $(FUNCTIONNAME)(x )
+Convert 'x' into a Vector.
+
+# Examples
+```julia
+```
+"""
+function flatten end
+
+"""
+ $(FUNCTIONNAME)(x )
+Convert 'x' into a Vector that is AD compatible.
+
+# Examples
+```julia
+```
+"""
+function flattenAD end
+
+"""
+ $(FUNCTIONNAME)(x )
+Unflatten 'x' into original shape.
+
+# Examples
+```julia
+```
+"""
+function unflatten end
+
+"""
+ $(FUNCTIONNAME)(x )
+Unflatten 'x' into original shape but keep type information of 'x' for AD compatibility.
+
+# Examples
+```julia
+```
+"""
+function unflattenAD end
+
+############################################################################################
+# Abstract supertypes for constrain/unconstrain
+"""
+$(TYPEDEF)
+Abstract super type for parameter constraints.
+"""
+abstract type AbstractConstraint end
+
+"Constrain `val` with given `constraint`"
+function constrain end
+
+"Unconstrain `val` with given `constraint`"
+function unconstrain end
+
+############################################################################################
+# Default Methods for unconstrain_flatten and unflatten_constrain
+function unconstrain_flatten end
+function unconstrain_flattenAD end
+
+function unflatten_constrain end
+function unflattenAD_constrain end
+
+############################################################################################
 include("flatten/flatten.jl")
+include("constrain/constrain.jl")
 
 include("utility.jl")
 include("checks.jl")
@@ -49,6 +114,22 @@ include("parameterinfo.jl")
 export FlattenTypes,
  FlattenAll,
  FlattenContinuous,
+
  UnflattenTypes,
  UnflattenStrict,
- UnflattenFlexible
+ UnflattenFlexible,
+
+ flatten,
+ flattenAD,
+
+ unflatten,
+ unflattenAD,
+
+ AbstractConstraint,
+ constrain,
+ unconstrain,
+
+ unconstrain_flatten,
+ unconstrain_flattenAD,
+ unflatten_constrain,
+ unflattenAD_constrain

src/Core/constrain/constrain.jl

@@ -1,17 +1,5 @@
 ############################################################################################
 #!NOTE: These are abstract super types needed if additional constraints are added to ModelWrappers.
-"""
-$(TYPEDEF)
-Abstract super type for parameter constraints.
-"""
-abstract type AbstractConstraint end
-
-"Constrain `val` with given `constraint`"
-function constrain(constraint::AbstractConstraint, val) end
-
-"Unconstrain `val` with given `constraint`"
-function unconstrain(constraint::AbstractConstraint, val) end
-
 "Compute log(abs(determinant(jacobian(`x`)))) for given transformer to unconstrained (!) domain."
 function log_abs_det_jac end
 

src/Core/constrain/constraints/bijector.jl

@@ -13,7 +13,7 @@ end
 
 ############################################################################################
 #=
-2. Define functions to unconstrain(constraint, val) to unconstrained domain valᵤ, and a function constrain(constraint, valᵤ) back to val.
+2.1 Define functions to unconstrain(constraint, val) to unconstrained domain valᵤ, and a function constrain(constraint, valᵤ) back to val.
 Dimensions of val and valᵤ should be the same, flattening will be handled separately.
 =#
 function unconstrain(bijection::Bijection, val)
@@ -52,11 +52,12 @@ end
 function _check(
  _rng::Random.AbstractRNG,
  b::Bijection,
- val::Union{R,Array{R},AbstractArray},
+ val::Union{Cholesky, R,Array{R},AbstractArray},
 ) where {R<:Real}
- return typeof( unconstrain(b, val) ) == typeof(val) ? true : false
+ return true
 end
 
+
 ############################################################################################
 #Export
 export

src/Core/constrain/constraints/constrained.jl

@@ -20,7 +20,7 @@ end
 
 ############################################################################################
 #=
-2. Define functions to unconstrain(constraint, val) to unconstrained domain valᵤ, and a function constrain(constraint, valᵤ) back to val.
+2.1 Define functions to unconstrain(constraint, val) to unconstrained domain valᵤ, and a function constrain(constraint, valᵤ) back to val.
 Dimensions of val and valᵤ should be the same, flattening will be handled separately.
 =#
 function unconstrain(constrained::Constrained, val)

src/Core/constrain/constraints/constraints.jl

@@ -2,10 +2,6 @@
 include("bijector.jl")
 include("distribution.jl")
 
-include("simplex.jl")
-include("corrmatrix.jl")
-include("covmatrix.jl")
-
 include("unconstrained.jl")
 include("constrained.jl")
 include("fixed.jl")