New interface

Manifest.toml

@@ -1,8 +1,14 @@
+[[Adapt]]
+deps = ["LinearAlgebra"]
+git-tree-sha1 = "82dab828020b872fa9efd3abec1152b075bc7cbf"
+uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
+version = "1.0.0"
+
 [[Arpack]]
-deps = ["BinaryProvider", "Libdl", "LinearAlgebra", "Random", "SparseArrays", "Test"]
-git-tree-sha1 = "1ce1ce9984683f0b6a587d5bdbc688ecb480096f"
+deps = ["BinaryProvider", "Libdl", "LinearAlgebra"]
+git-tree-sha1 = "07a2c077bdd4b6d23a40342a8a108e2ee5e58ab6"
 uuid = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"
-version = "0.3.0"
+version = "0.3.1"
 
 [[Base64]]
 uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
@@ -14,22 +20,45 @@ uuid = "9e28174c-4ba2-5203-b857-d8d62c4213ee"
 version = "0.8.10"
 
 [[BinaryProvider]]
-deps = ["Libdl", "Pkg", "SHA", "Test"]
-git-tree-sha1 = "055eb2690182ebc31087859c3dd8598371d3ef9e"
+deps = ["Libdl", "Logging", "SHA"]
+git-tree-sha1 = "c7361ce8a2129f20b0e05a89f7070820cfed6648"
 uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
-version = "0.5.3"
+version = "0.5.6"
+
+[[CSTParser]]
+deps = ["Tokenize"]
+git-tree-sha1 = "c69698c3d4a7255bc1b4bc2afc09f59db910243b"
+uuid = "00ebfdb7-1f24-5e51-bd34-a7502290713f"
+version = "0.6.2"
+
+[[CommonSubexpressions]]
+deps = ["Test"]
+git-tree-sha1 = "efdaf19ab11c7889334ca247ff4c9f7c322817b0"
+uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
+version = "0.2.0"
 
 [[Compat]]
 deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
 git-tree-sha1 = "84aa74986c5b9b898b0d1acaf3258741ee64754f"
 uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
 version = "2.1.0"
 
+[[Crayons]]
+deps = ["Test"]
+git-tree-sha1 = "f621b8ef51fd2004c7cf157ea47f027fdeac5523"
+uuid = "a8cc5b0e-0ffa-5ad4-8c14-923d3ee1735f"
+version = "4.0.0"
+
+[[DataAPI]]
+git-tree-sha1 = "8903f0219d3472543fc4b2f5ebaf675a07f817c0"
+uuid = "9a962f9c-6df0-11e9-0e5d-c546b8b5ee8a"
+version = "1.0.1"
+
 [[DataStructures]]
-deps = ["InteractiveUtils", "OrderedCollections", "Random", "Serialization", "Test"]
-git-tree-sha1 = "ca971f03e146cf144a9e2f2ce59674f5bf0e8038"
+deps = ["InteractiveUtils", "OrderedCollections"]
+git-tree-sha1 = "0809951a1774dc724da22d26e4289bbaab77809a"
 uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
-version = "0.15.0"
+version = "0.17.0"
 
 [[Dates]]
 deps = ["Printf"]
@@ -39,6 +68,18 @@ uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
 deps = ["Mmap"]
 uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
 
+[[DiffResults]]
+deps = ["Compat", "StaticArrays"]
+git-tree-sha1 = "34a4a1e8be7bc99bc9c611b895b5baf37a80584c"
+uuid = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
+version = "0.0.4"
+
+[[DiffRules]]
+deps = ["Random", "Test"]
+git-tree-sha1 = "dc0869fb2f5b23466b32ea799bd82c76480167f7"
+uuid = "b552c78f-8df3-52c6-915a-8e097449b14b"
+version = "0.0.10"
+
 [[Distributed]]
 deps = ["LinearAlgebra", "Random", "Serialization", "Sockets"]
 uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
@@ -49,6 +90,12 @@ git-tree-sha1 = "022e6610c320b6e19b454502d759c672580abe00"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 version = "0.18.0"
 
+[[ForwardDiff]]
+deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "InteractiveUtils", "LinearAlgebra", "NaNMath", "Random", "SparseArrays", "SpecialFunctions", "StaticArrays", "Test"]
+git-tree-sha1 = "4c4d727f1b7e0092134fabfab6396b8945c1ea5b"
+uuid = "f6369f11-7733-5829-9624-2563aa707210"
+version = "0.10.3"
+
 [[InteractiveUtils]]
 deps = ["LinearAlgebra", "Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
@@ -66,6 +113,12 @@ uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 [[Logging]]
 uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
 
+[[MacroTools]]
+deps = ["CSTParser", "Compat", "DataStructures", "Test", "Tokenize"]
+git-tree-sha1 = "d6e9dedb8c92c3465575442da456aec15a89ff76"
+uuid = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
+version = "0.5.1"
+
 [[MappedArrays]]
 deps = ["Test"]
 git-tree-sha1 = "923441c5ac942b60bd3a842d5377d96646bcbf46"
@@ -77,14 +130,26 @@ deps = ["Base64"]
 uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
 
 [[Missings]]
-deps = ["Dates", "InteractiveUtils", "SparseArrays", "Test"]
-git-tree-sha1 = "d1d2585677f2bd93a97cfeb8faa7a0de0f982042"
+deps = ["SparseArrays", "Test"]
+git-tree-sha1 = "f0719736664b4358aa9ec173077d4285775f8007"
 uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
-version = "0.4.0"
+version = "0.4.1"
 
 [[Mmap]]
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
+[[NNlib]]
+deps = ["Libdl", "LinearAlgebra", "Requires", "Statistics", "TimerOutputs"]
+git-tree-sha1 = "0c667371391fc6bb31f7f12f96a56a17098b3de8"
+uuid = "872c559c-99b0-510c-b3b7-b6c96a88d5cd"
+version = "0.6.0"
+
+[[NaNMath]]
+deps = ["Compat"]
+git-tree-sha1 = "ce3b85e484a5d4c71dd5316215069311135fa9f2"
+uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
+version = "0.3.2"
+
 [[OrderedCollections]]
 deps = ["Random", "Serialization", "Test"]
 git-tree-sha1 = "c4c13474d23c60d20a67b217f1d7f22a40edf8f1"
@@ -93,9 +158,9 @@ version = "1.1.0"
 
 [[PDMats]]
 deps = ["Arpack", "LinearAlgebra", "SparseArrays", "SuiteSparse", "Test"]
-git-tree-sha1 = "b6c91fc0ab970c0563cbbe69af18d741a49ce551"
+git-tree-sha1 = "9d6a9b3e19634612fb1edcafc4b1d75242b24bde"
 uuid = "90014a1f-27ba-587c-ab20-58faa44d9150"
-version = "0.9.6"
+version = "0.9.9"
 
 [[Pkg]]
 deps = ["Dates", "LibGit2", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
@@ -137,6 +202,12 @@ git-tree-sha1 = "9a6c758cdf73036c3239b0afbea790def1dabff9"
 uuid = "79098fc4-a85e-5d69-aa6a-4863f24498fa"
 version = "0.5.0"
 
+[[Roots]]
+deps = ["Printf"]
+git-tree-sha1 = "9cc4b586c71f9aea25312b94be8c195f119b0ec3"
+uuid = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
+version = "0.8.3"
+
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 
@@ -166,15 +237,21 @@ git-tree-sha1 = "0b45dc2e45ed77f445617b99ff2adf0f5b0f23ea"
 uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
 version = "0.7.2"
 
+[[StaticArrays]]
+deps = ["LinearAlgebra", "Random", "Statistics"]
+git-tree-sha1 = "db23bbf50064c582b6f2b9b043c8e7e98ea8c0c6"
+uuid = "90137ffa-7385-5640-81b9-e52037218182"
+version = "0.11.0"
+
 [[Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [[StatsBase]]
-deps = ["DataStructures", "DelimitedFiles", "LinearAlgebra", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics", "Test"]
-git-tree-sha1 = "435707791dc85a67d98d671c1c3fcf1b20b00f94"
+deps = ["DataAPI", "DataStructures", "LinearAlgebra", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics"]
+git-tree-sha1 = "c53e809e63fe5cf5de13632090bc3520649c9950"
 uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
-version = "0.29.0"
+version = "0.32.0"
 
 [[StatsFuns]]
 deps = ["Rmath", "SpecialFunctions", "Test"]
@@ -183,13 +260,30 @@ uuid = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 version = "0.8.0"
 
 [[SuiteSparse]]
-deps = ["Libdl", "LinearAlgebra", "SparseArrays"]
+deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"]
 uuid = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"
 
 [[Test]]
 deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
+[[TimerOutputs]]
+deps = ["Crayons", "Printf", "Test", "Unicode"]
+git-tree-sha1 = "b80671c06f8f8bae08c55d67b5ce292c5ae2660c"
+uuid = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
+version = "0.5.0"
+
+[[Tokenize]]
+git-tree-sha1 = "dfcdbbfb2d0370716c815cbd6f8a364efb6f42cf"
+uuid = "0796e94c-ce3b-5d07-9a54-7f471281c624"
+version = "0.5.6"
+
+[[Tracker]]
+deps = ["Adapt", "DiffRules", "ForwardDiff", "LinearAlgebra", "MacroTools", "NNlib", "NaNMath", "Printf", "Random", "Requires", "SpecialFunctions", "Statistics", "Test"]
+git-tree-sha1 = "327342fec6e09f68ced0c2dc5731ed475e4b696b"
+uuid = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
+version = "0.2.2"
+
 [[URIParser]]
 deps = ["Test", "Unicode"]
 git-tree-sha1 = "6ddf8244220dfda2f17539fa8c9de20d6c575b69"

Project.toml

@@ -1,14 +1,18 @@
 name = "Bijectors"
 uuid = "76274a88-744f-5084-9051-94815aaf08c4"
-version = "0.3.2"
+version = "0.4.0"
 
 [deps]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MappedArrays = "dbb5928d-eab1-5f90-85c2-b9b0edb7c900"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
+Roots = "f2b01f46-fcfa-551c-844a-d8ac1e96c665"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
+Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
 
 [extras]
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"

src/Bijectors.jl

@@ -5,6 +5,7 @@ using Reexport, Requires
 using StatsFuns
 using LinearAlgebra
 using MappedArrays
+using Roots
 
 export  TransformDistribution,
         PositiveDistribution,
@@ -13,7 +14,26 @@ export  TransformDistribution,
         PDMatDistribution,
         link,
         invlink,
-        logpdf_with_trans
+        logpdf_with_trans,
+        transform,
+        forward,
+        logabsdetjac,
+        logabsdetjacinv,
+        Bijector,
+        ADBijector,
+        Inversed,
+        Composed,
+        compose,
+        Identity,
+        DistributionBijector,
+        bijector,
+        transformed,
+        UnivariateTransformed,
+        MultivariateTransformed,
+        logpdf_with_jac,
+        logpdf_forward,
+        PlanarLayer,
+        RadialLayer
 
 const DEBUG = Bool(parse(Int, get(ENV, "DEBUG_BIJECTORS", "0")))
 
@@ -162,8 +182,8 @@ function _clamp(x::T, dist::SimplexDistribution) where T
 end
 
 function link(
-    d::SimplexDistribution, 
-    x::AbstractVector{T}, 
+    d::SimplexDistribution,
+    x::AbstractVector{T},
     ::Type{Val{proj}} = Val{true}
 ) where {T<:Real, proj}
     y, K = similar(x), length(x)
@@ -191,8 +211,8 @@ end
 
 # Vectorised implementation of the above.
 function link(
-    d::SimplexDistribution, 
-    X::AbstractMatrix{T}, 
+    d::SimplexDistribution,
+    X::AbstractMatrix{T},
     ::Type{Val{proj}} = Val{true}
 ) where {T<:Real, proj}
     Y, K, N = similar(X), size(X, 1), size(X, 2)
@@ -219,8 +239,8 @@ function link(
 end
 
 function invlink(
-    d::SimplexDistribution, 
-    y::AbstractVector{T}, 
+    d::SimplexDistribution,
+    y::AbstractVector{T},
     ::Type{Val{proj}} = Val{true}
 ) where {T<:Real, proj}
     x, K = similar(y), length(y)
@@ -245,8 +265,8 @@ end
 
 # Vectorised implementation of the above.
 function invlink(
-    d::SimplexDistribution, 
-    Y::AbstractMatrix{T}, 
+    d::SimplexDistribution,
+    Y::AbstractMatrix{T},
     ::Type{Val{proj}} = Val{true}
 ) where {T<:Real, proj}
     X, K, N = similar(Y), size(Y, 1), size(Y, 2)
@@ -335,8 +355,8 @@ function invlink(d::PDMatDistribution, Y::AbstractMatrix{<:Real})
 end
 
 function logpdf_with_trans(
-    d::PDMatDistribution, 
-    X::AbstractMatrix{<:Real}, 
+    d::PDMatDistribution,
+    X::AbstractMatrix{<:Real},
     transform::Bool
 )
     T = eltype(X)
@@ -424,4 +444,8 @@ function logpdf_with_trans(
     return map(x -> logpdf_with_trans(d, x, transform), X)
 end
 
+include("interface.jl")
+
+include("norm_flows.jl")
+
 end # module