LogDensityProblems.jl

A common framework for implementing and using log densities for inference, providing the following functionality.

1. The logdensity method with corresponding interface, which can be used by other packages that operate on (log) densities and need to evaluate the log densities or the gradients (eg MCMC, MAP, ML or similar methods).

2. Various utility functions for debugging and testing log densities.

NOTE As of version 1.0, transformed log densities have been moved to TransformedLogDensities.jl. Existing code that uses TransformedLogDensity should add

using TransformedLogDensities

or equivalent.

NOTE: As of version 2.0, automatic differentiation backends have been moved to https://github.com/tpapp/LogDensityProblemsAD.jl. If your code uses ADgradient, simply add

using LogDensityProblemsAD

or equivalent.

See the documentation for details.