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JuliaStats / Distributions.jl

A Julia package for probability distributions and associated functions.
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[Feature request] `gradlogpdf` on arrays #1784

Open Vilin97 opened 9 months ago

Vilin97 commented 9 months ago

I would like this to work on 2d arrays and other dimensions if possible


using Distributions, LinearAlgebra
dist = MvNormal(I(3))
u = ones(3,4)
gradlogpdf(dist, u) # intenteded behvavior is reshape(hcat([gradlogpdf(dist, @view u[:,i]) for i in axes(u, 2)]...), size(u))```