Define inverse functions with InverseFunctions.jl #29
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(I am busy now, can review this at the end of Oct) |
nalimilan
approved these changes
Oct 19, 2021
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Sorry, I complete missed that this had been merged. I'll prep a PR to support |
This was referenced Nov 7, 2021
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This PR adds an implementation of
InverseFunctions.inverseforlog1pexp,logexpm1,log1mexp,log2mexp,logit, andlogistic.InverseFunctions is a lightweight package with no external dependencies that only defines the
InverseFunctions.inverseinterface and implements it for functions from base such asexporlog. In many scenarios it is useful to be able to retrieve the inverse function to a given function automatically, and InverseFunctions provides an interface for this task. In particular, it would be very useful if this would work also forlog1pexp/logexpm1andlogit/logisticas then the former could be used e.g. inParameterHandling.positiveor in GPLikelihoods as a replacement for the standard exponential transformation to the positive real numbers, without any additional code or requirement in these packages. LogExpFunctions is the only place whereinversecan be defined without committing type piracy.