fix half-measures (#156)

* fix half-measures

* bump version

* add tests

* fix StudentT bugs

* Drop HalfLaplace (it's just an Exponential)

Author: cscherrer

Project.toml

@@ -1,7 +1,7 @@
 name = "MeasureTheory"
 uuid = "eadaa1a4-d27c-401d-8699-e962e1bbc33b"
 authors = ["Chad Scherrer <[email protected]> and contributors"]
-version = "0.11.1"
+version = "0.11.2"
 
 [deps]
 Accessors = "7d9f7c33-5ae7-4f3b-8dc6-eff91059b697"

src/parameterized/cauchy.jl

@@ -1,7 +1,7 @@
 
 # Cauchy distribution
 
-export Cauchy
+export Cauchy, HalfCauchy
 
 @parameterized Cauchy(μ,σ) ≃ (1/π) * Lebesgue(ℝ)
 

src/parameterized/laplace.jl

@@ -24,9 +24,4 @@ Base.rand(rng::AbstractRNG, μ::Laplace{()}) = rand(rng, Dists.Laplace())
 
 TV.as(::Laplace) = asℝ
 
-# @μσ_methods Laplace()
-@half Laplace
-
-HalfLaplace(σ) = HalfLaplace(σ=σ)
-
 distproxy(::Laplace{()}) = Dists.Laplace()

src/parameterized/normal.jl

@@ -122,8 +122,7 @@ Base.rand(rng::Random.AbstractRNG, T::Type, μ::Normal{()}) = randn(rng, T)
 ###############################################################################
 # The `@half` macro takes a symmetric univariate measure and efficiently creates
 # a truncated version. 
-@half Normal()
-
+@half Normal
 
 
 # A single unnamed parameter for `HalfNormal` should be interpreted as a `σ`

src/parameterized/studentt.jl

@@ -1,17 +1,20 @@
 
 # StudentT distribution
 
-export StudentT
+export StudentT, HalfStudentT
 
 @parameterized StudentT(ν) ≪ Lebesgue(ℝ)
 
 @kwstruct StudentT(ν)
+@kwstruct StudentT(ν,μ)
+@kwstruct StudentT(ν,σ)
+@kwstruct StudentT(ν,μ,σ)
 
-StudentT(nt::NamedTuple{(:ν,:μ,:σ)}) = Affine(nt, StudentT())
-StudentT(nt::NamedTuple{(:ν,:μ,:ω)}) = Affine(nt, StudentT())
-StudentT(nt::NamedTuple{(:ν,:σ,)}) = Affine(nt, StudentT())
-StudentT(nt::NamedTuple{(:ν,:ω,)}) = Affine(nt, StudentT())
-StudentT(nt::NamedTuple{(:ν,:μ,)}) = Affine(nt, StudentT())
+StudentT(nt::NamedTuple{(:ν,:μ,:σ)}) = Affine(NamedTuple{(:μ,:σ)}(nt), StudentT(ν=nt.ν))
+StudentT(nt::NamedTuple{(:ν,:μ,:ω)}) = Affine(NamedTuple{(:μ,:ω)}(nt), StudentT(ν=nt.ν))
+StudentT(nt::NamedTuple{(:ν,:σ,)}) = Affine(NamedTuple{(:σ,)}(nt), StudentT(ν=nt.ν))
+StudentT(nt::NamedTuple{(:ν,:ω,)}) = Affine(NamedTuple{(:ω,)}(nt), StudentT(ν=nt.ν))
+StudentT(nt::NamedTuple{(:ν,:μ,)}) = Affine(NamedTuple{(:μ,)}(nt), StudentT(ν=nt.ν))
 
 @affinepars StudentT
 
@@ -37,11 +40,10 @@ TV.as(::StudentT) = asℝ
 
 Base.rand(rng::AbstractRNG, T::Type, μ::StudentT{(:ν,)}) = rand(rng, Dists.TDist(μ.ν))
 
-distproxy(d::StudentT{(:ν, :μ, :σ)}) = Dists.LocationScale(d.μ, d.σ, Dists.TDist(d.ν))
+distproxy(d::StudentT{(:ν,)}) = Dists.TDist(d.ν)
 
 @half StudentT
-@kwstruct StudentT()
 
-HalfStudentT(ν,σ) = HalfStudentT(ν=ν,σ=σ)
+HalfStudentT(ν, σ) = HalfStudentT((ν=ν, σ=σ))
 
 asparams(::Type{<:StudentT}, ::Val{:ν}) = asℝ₊

test/runtests.jl

@@ -396,3 +396,26 @@ end
         @test f(x) ≈ x^2
     end
 end
+
+@testset "Half measures" begin
+    @testset "HalfNormal" begin
+        d = Normal(σ=3)
+        h = HalfNormal(3)
+        x = rand(h)
+        @test density(h, Lebesgue(ℝ), x) ≈ 2 * density(d, Lebesgue(ℝ), x)
+    end
+
+    @testset "HalfCauchy" begin
+        d = Cauchy(σ=3)
+        h = HalfCauchy(3)
+        x = rand(h)
+        @test density(h, Lebesgue(ℝ), x) ≈ 2 * density(d, Lebesgue(ℝ), x)
+    end
+
+    @testset "HalfStudentT" begin
+        d = StudentT(ν=2, σ=3)
+        h = HalfStudentT(2, 3)
+        x = rand(h)
+        @test density(h, Lebesgue(ℝ), x) ≈ 2 * density(d, Lebesgue(ℝ), x)
+    end
+end