Commit ⋅ tpapp/TransformVariables.jl

end

extended_eltype(x::T) where T = extended_eltype(T)

####
#### random values
####

"Shared part of docstrings for keyword arguments of or passed to [`random_reals`](@ref)."
const _RANDOM_REALS_KWARGS_DOC = """
A standard multivaritate normal or Cauchy is used, depending on `cauchy`, then scaled with
`scale`. `rng` is the random number generator used.
"""

_random_reals_scale(rng::AbstractRNG, scale::Real, cauchy::Bool) =
    cauchy ? scale / abs2(randn(rng)) : scale * 1.0

"""
$(SIGNATURES)

Random real number.

$(_RANDOM_REALS_KWARGS_DOC)
"""
random_real(; scale::Real = 1, cauchy::Bool = false, rng::AbstractRNG = GLOBAL_RNG) =
    randn(rng) * _random_reals_scale(rng, scale, cauchy)

"""
$(SIGNATURES)

Random vector in ``ℝⁿ``.

$(_RANDOM_REALS_KWARGS_DOC)
"""
random_reals(n::Integer; scale::Real = 1, cauchy::Bool = false,
             rng::AbstractRNG = GLOBAL_RNG) =
                 randn(rng, n) .* _random_reals_scale(rng, scale, cauchy)

@@ -18,5 +18,6 @@

include("constant.jl")
include("aggregation.jl")
include("custom.jl")
include("deprecated.jl")

end # module

@@ -28,8 +28,6 @@


inverse_eltype(t::ScalarTransform, y::T) where {T <: Real} = float(T)

random_arg(t::ScalarTransform; kwargs...) = random_real(; kwargs...)

####
#### identity
####

@@ -1,5 +1,5 @@

export dimension, transform, transform_and_logjac, transform_logdensity, inverse, inverse!,
    inverse_eltype, as, random_arg, random_value
    inverse_eltype, as

###
### log absolute Jacobian determinant

@@ -282,25 +282,3 @@

function inverse(t::VectorTransform, y)
    inverse!(Vector{inverse_eltype(t, y)}(undef, dimension(t)), t, y)
end

"""
$(SIGNATURES)

A random argument for a transformation.

# Keyword arguments

$(_RANDOM_REALS_KWARGS_DOC)
"""
random_arg(x::VectorTransform; kwargs...) = random_reals(dimension(x); kwargs...)

"""
$(SIGNATURES)

Random value from a transformation.

# Keyword arguments

$(_RANDOM_REALS_KWARGS_DOC)
"""
random_value(t::AbstractTransform; kwargs...) = transform(t, random_arg(t; kwargs...))

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37	37		end
38	38
39	39		extended_eltype(x::T) where T = extended_eltype(T)
40		-
41		-	####
42		-	#### random values
43		-	####
44		-
45		-	"Shared part of docstrings for keyword arguments of or passed to [`random_reals`](@ref)."
46		-	const _RANDOM_REALS_KWARGS_DOC = """
47		-	A standard multivaritate normal or Cauchy is used, depending on `cauchy`, then scaled with
48		-	`scale`. `rng` is the random number generator used.
49		-	"""
50		-
51		-	_random_reals_scale(rng::AbstractRNG, scale::Real, cauchy::Bool) =
52		-	cauchy ? scale / abs2(randn(rng)) : scale * 1.0
53		-
54		-	"""
55		-	$(SIGNATURES)
56		-
57		-	Random real number.
58		-
59		-	$(_RANDOM_REALS_KWARGS_DOC)
60		-	"""
61		-	random_real(; scale::Real = 1, cauchy::Bool = false, rng::AbstractRNG = GLOBAL_RNG) =
62		-	randn(rng) * _random_reals_scale(rng, scale, cauchy)
63		-
64		-	"""
65		-	$(SIGNATURES)
66		-
67		-	Random vector in ``ℝⁿ``.
68		-
69		-	$(_RANDOM_REALS_KWARGS_DOC)
70		-	"""
71		-	random_reals(n::Integer; scale::Real = 1, cauchy::Bool = false,
72		-	rng::AbstractRNG = GLOBAL_RNG) =
73		-	randn(rng, n) .* _random_reals_scale(rng, scale, cauchy)

282	282		function inverse(t::VectorTransform, y)
283	283		inverse!(Vector{inverse_eltype(t, y)}(undef, dimension(t)), t, y)
284	284		end
285		-
286		-	"""
287		-	$(SIGNATURES)
288		-
289		-	A random argument for a transformation.
290		-
291		-	# Keyword arguments
292		-
293		-	$(_RANDOM_REALS_KWARGS_DOC)
294		-	"""
295		-	random_arg(x::VectorTransform; kwargs...) = random_reals(dimension(x); kwargs...)
296		-
297		-	"""
298		-	$(SIGNATURES)
299		-
300		-	Random value from a transformation.
301		-
302		-	# Keyword arguments
303		-
304		-	$(_RANDOM_REALS_KWARGS_DOC)
305		-	"""
306		-	random_value(t::AbstractTransform; kwargs...) = transform(t, random_arg(t; kwargs...))

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18	18		include("constant.jl")
19	19		include("aggregation.jl")
20	20		include("custom.jl")
	21	+	include("deprecated.jl")
21	22
22	23		end # module

28	28
29	29		inverse_eltype(t::ScalarTransform, y::T) where {T <: Real} = float(T)
30	30
31		-	random_arg(t::ScalarTransform; kwargs...) = random_real(; kwargs...)
32		-
33	31		####
34	32		#### identity
35	33		####

1	1		export dimension, transform, transform_and_logjac, transform_logdensity, inverse, inverse!,
2		-	inverse_eltype, as, random_arg, random_value
	2	+	inverse_eltype, as
3	3
4	4		###
5	5		### log absolute Jacobian determinant

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