Add entropy for InverseGamma distribution.

pyro-ppl · May 14, 2024 · 7522827 · 7522827
1 parent fc19783
commit 7522827
Showing 1 changed file with 8 additions and 0 deletions.
diff --git a/numpyro/distributions/continuous.py b/numpyro/distributions/continuous.py
@@ -703,6 +703,14 @@ def variance(self):
     def cdf(self, x):
         return 1 - self.base_dist.cdf(1 / x)
 
+    def entropy(self):
+        return (
+            self.concentration
+            - jnp.log(self.rate)
+            + gammaln(self.concentration)
+            - (1 + self.concentration) * digamma(self.concentration)
+        )
+
 
 class Gompertz(Distribution):
     r"""Gompertz Distribution.