Add HalfCauchyRV JAX implementation

aesara/link/jax/dispatch/random.py

@@ -282,6 +282,26 @@ def sample_fn(rng, size, dtype, *parameters):
     return sample_fn
 
 
+@jax_sample_fn.register(aer.HalfCauchyRV)
+def jax_sample_fn_halfcauchy(op):
+    """JAX implementation of `HalfCauchyRV`."""
+
+    def sample_fn(rng, size, dtype, *parameters):
+        rng_key = rng["jax_state"]
+        rng_key, sampling_key = jax.random.split(rng_key, 2)
+        (
+            loc,
+            scale,
+        ) = parameters
+        sample = loc + jax.numpy.abs(
+            jax.random.cauchy(sampling_key, size, dtype) * scale
+        )
+        rng["jax_state"] = rng_key
+        return (rng, sample)
+
+    return sample_fn
+
+
 @jax_sample_fn.register(aer.ChoiceRV)
 def jax_funcify_choice(op):
     """JAX implementation of `ChoiceRV`."""

tests/link/jax/test_random.py

@@ -296,6 +296,22 @@ def test_random_updates(rng_ctor):
             "halfnorm",
             lambda *args: args,
         ),
+        (
+            aer.halfcauchy,
+            [
+                set_test_value(
+                    at.dvector(),
+                    np.array([-1.0, 2.0], dtype=np.float64),
+                ),
+                set_test_value(
+                    at.dscalar(),
+                    np.array(1000.0, dtype=np.float64),
+                ),
+            ],
+            (2,),
+            "halfcauchy",
+            lambda *args: args,
+        ),
     ],
 )
 def test_random_RandomVariable(rv_op, dist_params, base_size, cdf_name, params_conv):