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Expectation of log bessel function #19

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Expectation of log bessel function #19

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0217b7d
feat: implement stable log bessel function
Nimrais May 11, 2024
1efb9f8
fix: remove wrong test
Nimrais May 11, 2024
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2 changes: 2 additions & 0 deletions Project.toml
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Expand Up @@ -4,6 +4,7 @@ authors = ["Mykola Lukashchuk <[email protected]> and contributors"]
version = "0.2.0"

[deps]
Bessels = "0e736298-9ec6-45e8-9647-e4fc86a2fe38"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
ExponentialFamily = "62312e5e-252a-4322-ace9-a5f4bf9b357b"
LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
Expand All @@ -12,6 +13,7 @@ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"

[compat]
Aqua = "0.8.4"
Bessels = "0.2.8"
CpuId = "0.3.1"
Distributions = "0.25"
ExponentialFamily = "1.4.1"
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1 change: 1 addition & 0 deletions src/ClosedFormExpectations.jl
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Expand Up @@ -48,6 +48,7 @@ include("expressions/Square.jl")
include("expressions/Power.jl")
include("expressions/xlog2x.jl")
include("expressions/Abs.jl")
include("expressions/LogBesselk.jl")

# rules for computing expectations
include("Exponential/Exponential.jl")
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11 changes: 11 additions & 0 deletions src/expressions/LogBesselk.jl
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@@ -0,0 +1,11 @@
export LogBesselk

import Bessels: besselkx

struct LogBesselk <: Expression
ν::Number
end

function (f::LogBesselk)(x)
return log(besselkx(f.ν, x)) - x
end
2 changes: 1 addition & 1 deletion test/Normal/mean_test.jl
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Expand Up @@ -47,4 +47,4 @@ end
@test log(0.5*1/θ) - 1/θ * value ≈ value_laplace
end

end
end