Support InverseFunctions where applicable (#130)

* Support InverseFunctions where applicable * Simplify inverse definitions Co-authored-by: David Widmann <devmotion@users.noreply.github.com> * Activate inverse tests * Fix InverseFunctions.inverse tests Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
JuliaStats · Nov 10, 2021 · 69e6345 · 69e6345
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commit 69e6345
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Showing 5 changed files with 27 additions and 1 deletion.
diff --git a/Project.toml b/Project.toml
@@ -4,6 +4,7 @@ version = "0.9.12"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+InverseFunctions = "3587e190-3f89-42d0-90ee-14403ec27112"
 IrrationalConstants = "92d709cd-6900-40b7-9082-c6be49f344b6"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
@@ -12,6 +13,7 @@ SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 
 [compat]
 ChainRulesCore = "1"
+InverseFunctions = "0.1"
 IrrationalConstants = "0.1"
 LogExpFunctions = "0.3.2"
 Reexport = "1"

diff --git a/src/StatsFuns.jl b/src/StatsFuns.jl
@@ -6,6 +6,7 @@ using Base: Math.@horner
 using Reexport
 using SpecialFunctions
 import ChainRulesCore
+import InverseFunctions
 
 # reexports
 @reexport using IrrationalConstants:
@@ -260,5 +261,6 @@ include(joinpath("distrs", "tdist.jl"))
 include(joinpath("distrs", "srdist.jl"))
 
 include("chainrules.jl")
+include("inverse.jl")
 
 end # module
diff --git a/src/inverse.jl b/src/inverse.jl
@@ -0,0 +1,11 @@
+InverseFunctions.inverse(::typeof(normcdf)) = norminvcdf
+InverseFunctions.inverse(::typeof(norminvcdf)) = normcdf
+
+InverseFunctions.inverse(::typeof(normccdf)) = norminvccdf
+InverseFunctions.inverse(::typeof(norminvccdf)) = normccdf
+
+InverseFunctions.inverse(::typeof(normlogcdf)) = norminvlogcdf
+InverseFunctions.inverse(::typeof(norminvlogcdf)) = normlogcdf
+
+InverseFunctions.inverse(::typeof(normlogccdf)) = norminvlogccdf
+InverseFunctions.inverse(::typeof(norminvlogccdf)) = normlogccdf
diff --git a/test/inverse.jl b/test/inverse.jl
@@ -0,0 +1,11 @@
+using StatsFuns
+using Test
+using InverseFunctions
+
+@testset "inverse" begin
+ x = 0.7
+ InverseFunctions.test_inverse(norminvcdf, x)
+ InverseFunctions.test_inverse(norminvccdf, x)
+ InverseFunctions.test_inverse(norminvlogcdf, log(x))
+ InverseFunctions.test_inverse(norminvlogccdf, log(x))
+end
diff --git a/test/runtests.jl b/test/runtests.jl
@@ -1,4 +1,4 @@
-tests = ["rmath", "generic", "misc", "chainrules"]
+tests = ["rmath", "generic", "misc", "chainrules", "inverse"]
 
 for t in tests
  fp = "$t.jl"