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# DistributionsAD.jl | ||
# DistributionsAD.jl | ||
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This package defines the necessary functions to enable automatic differentiation (AD) of the `logpdf` function from [Distributions.jl](https://github.com/JuliaStats/Distributions.jl) using the packages [Tracker.jl](https://github.com/FluxML/Tracker.jl) and [ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl). The goal of this package is to make the output of `logpdf` differentiable wrt all continuous parameters of a distribution as well as the random variable in the case of continuous distributions. | ||
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AD of `logpdf` is fully supported and tested for the following distributions wrt all combinations of continuous variables (distribution parameters and/or the random variable) and using all defined distribution constructors: | ||
- Univariate discrete | ||
- `Bernoulli` | ||
- `BetaBinomial` | ||
- `Binomial` | ||
- `Categorical` | ||
- `Geometric` | ||
- `NegativeBinomial` | ||
- `Poisson` | ||
- `PoissonBinomial` | ||
- `Skellam` | ||
- Univariate continuous | ||
- `Arcsine` | ||
- `Beta` | ||
- `BetaPrime` | ||
- `Biweight` | ||
- `Cauchy` | ||
- `Chernoff` | ||
- `Chi` | ||
- `Chisq` | ||
- `Cosine` | ||
- `Epanechnikov` | ||
- `Erlang` | ||
- `Exponential` | ||
- `FDist` | ||
- `Frechet` | ||
- `Gamma` | ||
- `GeneralizedExtremeValue` | ||
- `GeneralizedPareto` | ||
- `Gumbel` | ||
- `InverseGamma` | ||
- `InverseGaussian` | ||
- `Kolmogorov` | ||
- `Laplace` | ||
- `Levy` | ||
- `LocationScale` | ||
- `Logistic` | ||
- `LogitNormal` | ||
- `LogNormal` | ||
- `Normal` | ||
- `NormalCanon` | ||
- `NormalInverseGaussian` | ||
- `Pareto` | ||
- `PGeneralizedGaussian` | ||
- `Rayleigh` | ||
- `Semicircle` | ||
- `SymTriangularDist` | ||
- `TDist` | ||
- `TriangularDist` | ||
- `Triweight` | ||
- `Uniform` | ||
- `Weibull` | ||
- Multivariate continuous | ||
- `MvLogNormal` | ||
- `MvNormal` | ||
- Matrix-variate continuous | ||
- `MatrixBeta` | ||
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# Get Involved | ||
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A number of distributions are still either broken or not fully supported for various reasons. See [this issue](https://github.com/TuringLang/DistributionsAD.jl/issues/2). If you can fix any of the broken ones, a PR is welcome! |