Add InverseGamma distribution

rlouf / mcx

Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.

https://rlouf.github.io/mcx

Apache License 2.0

325 stars 17 forks source link

Closed zoj613 closed 3 years ago

zoj613 commented 3 years ago

This PR adds the Inverse-Gamma distribution. Test cases are based off the Gamma/Beta tests.

rlouf commented 3 years ago

Great addition ! This looks good to me, merging.