It could be useful to add a NamedTupleVariate with necessary defaults to this package. A concrete use case is that one may want a product distribution with easy access to the individual components.
Here's a barebones implementation:
using Distributions, Random
abstract type NamedTupleVariate <: VariateForm end
struct NamedTupleProductDistribution{Tnames,Tdists,eltypes,S<:ValueSupport} <:
Distribution{NamedTupleVariate,S}
dists::NamedTuple{Tnames,Tdists}
end
function NamedTupleProductDistribution(
dists::NamedTuple{K,V}
) where {K,V<:Tuple{Vararg{Distribution}}}
eltypes = Tuple{map(eltype, values(dists))...}
# would be better to allow mixed ValueSupports here
vs = Distributions._product_valuesupport(dists)
return NamedTupleProductDistribution{K,V,eltypes,vs}(dists)
end
function Distributions.product_distribution(
dists::NamedTuple{K,V}
) where {K,V<:Tuple{Vararg{Distribution}}}
return NamedTupleProductDistribution(dists)
end
function Distributions.eltype(::NamedTupleProductDistribution{K,<:Any,V}) where {K,V}
return NamedTuple{K,V}
end
function Distributions.insupport(
dist::NamedTupleProductDistribution{K}, x::NamedTuple{K}
) where {K}
return all(Base.splat(insupport), zip(dist.dists, x))
end
function Distributions.pdf(
dist::NamedTupleProductDistribution{K}, x::NamedTuple{K}
) where {K}
return exp(logpdf(dist, x))
end
function Distributions.logpdf(
dist::NamedTupleProductDistribution{K}, x::NamedTuple{K}
) where {K}
return mapreduce(logpdf, +, dist.dists, x)
end
function Distributions.rand(
rng::AbstractRNG, dist::NamedTupleProductDistribution{K}
) where {K}
return NamedTuple{K}(map(Base.Fix1(rand, rng), dist.dists))
endand example usage:
julia> dist = product_distribution((; x=Normal(), y=Dirichlet(3, 1)));
julia> x = rand(dist)
(x = 0.35877545055901744, y = [0.5772411031132897, 0.2856859832919011, 0.13707291359480941])
julia> insupport(dist, x)
true
julia> pdf(dist, x)
0.7481503903444227
It could be useful to add a
NamedTupleVariatewith necessary defaults to this package. A concrete use case is that one may want a product distribution with easy access to the individual components.Here's a barebones implementation:
and example usage: