feat: add entropy functions and testing utilities

acerbilab / pyvbmc

PyVBMC: Variational Bayesian Monte Carlo algorithm for posterior and model inference in Python

https://acerbilab.github.io/pyvbmc/

BSD 3-Clause "New" or "Revised" License

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feat: add entropy functions and testing utilities #9

Closed pipme closed 3 years ago

pipme commented 3 years ago

Entropy functions in entmc_vbmc.m and entlb_vbmc.m are implemented and tested. I have also added pyvbmc/utils/testing.py, which includes utility funtions for testing numerical versus analytical gradients (adapted from Mikko's) and randn2 for reproducing the same results as MATLAB.

Solosneros commented 3 years ago

I fixed some docstrings (math and references where not displaying) and some of them where too long (>79 chars). Furthermore, I added both new functions to the documentation.

I will post other minor change requests in slack, but in general it looks good.