Avoid Inf from logpdf(::Beta,...) (issue #350) #359
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Adds two special cases for logpdf(::Beta...), when x is 0 or 1. Effectively, uses (machine epsilon / e) or one minus that instead of 0 or 1.
alex-lew
reviewed
Feb 13, 2021
| @@ -12,7 +12,15 @@ const beta = Beta() | |||
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| function logpdf(::Beta, x::Real, alpha::Real, beta::Real) | |||
| (x < 0 || x > 1 ? -Inf : | |||
| (alpha - 1) * log(x) + (beta - 1) * log1p(-x) - logbeta(alpha, beta) ) | |||
| ((x == 0 && alpha <= 1) ? #Special case to avoid infinite PDF at 0 | |||
| (alpha - 1) * log(eps(typeof(x))) - | |||
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If the user uses a constraint like choicemap(:x => 0), there's a chance that x will be of type Int. It looks like this will cause eps(typeof(x)) to error, but that's probably fine (the user can always use 0.0).
alex-lew
approved these changes
Feb 13, 2021
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This adds 2 special cases to logpdf(::Beta,...)