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Gradient of chi-sq #169

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Gradient of chi-sq #169

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3fb6b41
add gradient of chi_sq
Dec 18, 2023
9db5e22
fix
Dec 18, 2023
9d72a22
Merge branch 'implement-grad-logpartition' into grad_chi_sq
ismailsenoz Dec 18, 2023
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6 changes: 6 additions & 0 deletions src/distributions/chi_squared.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -66,6 +66,7 @@ end

getgradlogpartition(::NaturalParametersSpace, ::Type{Chisq}) = (η) -> begin
(η1,) = unpack_parameters(Chisq, η)

return SA[digamma(η1 + one(η1)) + logtwo]
end

Expand All @@ -81,6 +82,11 @@ getlogpartition(::MeanParametersSpace, ::Type{Chisq}) = (θ) -> begin
return loggamma(ν / 2) + (ν / 2) * logtwo
end

getgradlogpartition(::MeanParametersSpace, ::Type{Chisq}) = (θ) -> begin
(ν,) = unpack_parameters(Chisq, θ)
return SA[digamma(ν/2)/2 + logtwo/2; ]
end

getfisherinformation(::MeanParametersSpace, ::Type{Chisq}) = (θ) -> begin
(ν,) = unpack_parameters(Chisq, θ)
return SA[trigamma(ν / 2) * (1 / 4);;]
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