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Work directly with the logpdf, improve numerical stability, add tests#11

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mauriciogtec merged 1 commit intomasterfrom
mauriciogtec/issue10
Jul 6, 2023
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Work directly with the logpdf, improve numerical stability, add tests#11
mauriciogtec merged 1 commit intomasterfrom
mauriciogtec/issue10

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@mauriciogtec mauriciogtec commented Jul 6, 2023

Fixes #10

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mauriciogtec commented Jul 6, 2023

v0.2.0

  • Added support for min_slope, max_slope in the initial point search for RejectionSampler.
  • Added keyword logdensity for directly specifying the logdensity in RejectionSampler #10
  • Improved numerical stability in the exp_integral. Added a warning for instability.
  • Added changelog.
  • Added complicated example to readme based on #10

TODO: Add logger to avoid repeated warnings for numerical instability

@mauriciogtec mauriciogtec merged commit 9361181 into master Jul 6, 2023
@mauriciogtec mauriciogtec mentioned this pull request Jul 6, 2023
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Work directly with the log-pdf

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