JuliaMath / JuliaMath/DensityInterface.jl
Interoperability with MeasureTheory
- Dominant language
- Julia
- Stars
- 12
- Forks
- 2
- PR merge metrics
- No merged PRs in 30d
Description
For use with MeasureTheory, it would be helpful if we could write `logfuncdensity(log_f, base)`, with expected behavior
```julia
logdensityof(logfuncdensity(log_f, base), x) == log_f(x) - logdensityof(base, x)
```
This would allow us to write
```julia
DensityInterface.logfuncdensity(log_f, base::Measure) = MeasureTheory.∫exp(log_f, base)
```
I know this package doesn't want base measures to be a requirement, so maybe we could find a way to make `base` optional.
`∫exp` is also defined for Distributions; it's not clear to me yet how to extend the interface to cover that case.
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.