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mitchelloharawild / distributional

Vectorised distributions for R
https://pkg.mitchelloharawild.com/distributional
GNU General Public License v3.0
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Add derivative methods for distribution #83

Open mitchelloharawild opened 1 year ago

mitchelloharawild commented 1 year ago

Such as computing the score for a distribution.

We will need to provide gradient_log_density() and score() generics+methods to support development of packages like https://github.com/wilson-ye-chen/stein.thinning/

mitchelloharawild commented 1 year ago

Would be nice to find a resource that provides these derivatives for common distributions @wilson-ye-chen :+1: