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Improve _dist_params_numtype #433

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Jan 22, 2024
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Improve _dist_params_numtype #433

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73b95f5
Improve _dist_params_numtype
oschulz Jan 22, 2024
7c3a123
Relax FillArrays version bound
oschulz Dec 29, 2023
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -106,7 +106,7 @@ DoubleFloats = "0.9, 1"
ElasticArrays = "1.2.3"
EmpiricalDistributions = "0.2, 0.3.1"
FFTW = "1"
FillArrays = "1.1.1"
FillArrays = "0.13, 1.1.1"
Folds = "0.2"
ForwardDiff = "0.10"
ForwardDiffPullbacks = "0.1.1, 0.2"
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11 changes: 8 additions & 3 deletions src/transforms/distribution_transform.jl
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Expand Up @@ -319,7 +319,12 @@
end


_dist_params_numtype(d::Distribution) = promote_type(map(typeof, Distributions.params(d))...)
_dist_params_numtype(d::Distribution) = realnumtype(typeof(params(d)))

function ChainRulesCore.rrule(::typeof(_dist_params_numtype), d::Distribution)
_dist_params_numtype_pullback(ΔΩ) = (NoTangent(), NoTangent())
_dist_params_numtype(d), _dist_params_numtype_pullback

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src/transforms/distribution_transform.jl#L324-L326 

Added lines #L324 - L326 were not covered by tests
end


@inline _trafo_cdf(d::Distribution{Univariate,Continuous}, x::Real) = _trafo_cdf_impl(_dist_params_numtype(d), d, x)
Expand Down Expand Up @@ -370,7 +375,7 @@


@inline function _eval_dist_trafo_func(f::typeof(_trafo_cdf), d::Distribution{Univariate,Continuous}, src_v::Real)
R_V = float(promote_type(typeof(src_v), eltype(params(d))))
R_V = float(promote_type(typeof(src_v), _dist_params_numtype(d)))
if insupport(d, src_v)
trg_v = f(d, src_v)
convert(R_V, trg_v)
Expand All @@ -380,7 +385,7 @@
end

@inline function _eval_dist_trafo_func(f::typeof(_trafo_quantile), d::Distribution{Univariate,Continuous}, src_v::Real)
R_V = float(promote_type(typeof(src_v), eltype(params(d))))
R_V = float(promote_type(typeof(src_v), _dist_params_numtype(d)))
if 0 <= src_v <= 1
trg_v = f(d, src_v)
convert(R_V, trg_v)
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