From e44a647be91a512070fe21ea66df9610ea4745d2 Mon Sep 17 00:00:00 2001
From: Till Hoffmann <tillahoffmann@gmail.com>
Date: Tue, 14 May 2024 11:46:40 -0400
Subject: [PATCH] Add entropy for `InverseGamma` distribution.

---
 numpyro/distributions/continuous.py | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/numpyro/distributions/continuous.py b/numpyro/distributions/continuous.py
index 8280482c0..237cb633a 100644
--- a/numpyro/distributions/continuous.py
+++ b/numpyro/distributions/continuous.py
@@ -703,6 +703,14 @@ def variance(self):
     def cdf(self, x):
         return 1 - self.base_dist.cdf(1 / x)
 
+    def entropy(self):
+        return (
+            self.concentration
+            + jnp.log(self.rate)
+            + gammaln(self.concentration)
+            - (1 + self.concentration) * digamma(self.concentration)
+        )
+
 
 class Gompertz(Distribution):
     r"""Gompertz Distribution.