Define inverse functions (#29)

Author: devmotion

Project.toml

@@ -1,17 +1,19 @@
 name = "LogExpFunctions"
 uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 authors = ["StatsFun.jl contributors, Tamas K. Papp <[email protected]>"]
-version = "0.3.3"
+version = "0.3.4"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
+InverseFunctions = "3587e190-3f89-42d0-90ee-14403ec27112"
 IrrationalConstants = "92d709cd-6900-40b7-9082-c6be49f344b6"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 
 [compat]
 ChainRulesCore = "1"
 DocStringExtensions = "0.8"
+InverseFunctions = "0.1"
 IrrationalConstants = "0.1"
 julia = "1"
 

src/LogExpFunctions.jl

@@ -4,6 +4,7 @@ using DocStringExtensions: SIGNATURES
 using Base: Math.@horner
 
 import ChainRulesCore
+import InverseFunctions
 import IrrationalConstants
 import LinearAlgebra
 
@@ -14,5 +15,6 @@ export xlogx, xlogy, xlog1py, logistic, logit, log1psq, log1pexp, log1mexp, log2
 include("basicfuns.jl")
 include("logsumexp.jl")
 include("chainrules.jl")
+include("inverse.jl")
 
 end # module

src/inverse.jl

@@ -0,0 +1,9 @@
+InverseFunctions.inverse(::typeof(log1pexp)) = logexpm1
+InverseFunctions.inverse(::typeof(logexpm1)) = log1pexp
+
+InverseFunctions.inverse(::typeof(log1mexp)) = log1mexp
+
+InverseFunctions.inverse(::typeof(log2mexp)) = log2mexp
+
+InverseFunctions.inverse(::typeof(logit)) = logistic
+InverseFunctions.inverse(::typeof(logistic)) = logit

test/inverse.jl

@@ -0,0 +1,11 @@
+@testset "inverse.jl" begin
+    InverseFunctions.test_inverse(log1pexp, randn())
+    InverseFunctions.test_inverse(logexpm1, randexp())
+
+    InverseFunctions.test_inverse(log1mexp, -randexp())
+
+    InverseFunctions.test_inverse(log2mexp, log(2) - randexp())
+
+    InverseFunctions.test_inverse(logistic, randn())
+    InverseFunctions.test_inverse(logit, rand())
+end

test/runtests.jl

@@ -1,5 +1,6 @@
 using LogExpFunctions
 using ChainRulesTestUtils
+using InverseFunctions
 using OffsetArrays
 
 using Random
@@ -9,3 +10,4 @@ Random.seed!(1234)
 
 include("basicfuns.jl")
 include("chainrules.jl")
+include("inverse.jl")