JuliaStats
Add `loglogistic`, `logitexp`, `log1mlogistic` and `logit1mexp`
This takes advantage of LogExpFunctions's accurate implementations of log1pexp and log1mexp, combined with negation in the log-odds domain to provide more accurate and less expensive implementations of the function compositions.
As recommended here, I am submitting these.
Precedent for loglogistic and log1mlogistic is their existence in Stan; it is natural to include their inverses.
As
- all tests (included the added tests) are passing
- documentation has been updated
- the extension interfaces modified to support these 4 functions
- and tests of the package extensions have been added
please let me know of any additional changes which must be made for this PR to be merged.
May we clarify: include or exclude ChainRulesCore forward/reverse rules?
Last item to adjust, then can merge.
It would be best to not let this bit rot. Moreover, it is easiest to make changes when it is in recent memory.
@devmotion could you clarify with @tpapp whether to include or exclude ChainRulesCore forward/reverse rules?
Once clarified, I can either revert the last commit or leave it in place. Should I then assume that there would be no further obstacles to merging?
Reverted ChainRulesCore support. Should be ready for merge -- @devmotion and @tpapp