diff --git a/numpyro/distributions/continuous.py b/numpyro/distributions/continuous.py index 8280482c0..1b2e40c5b 100644 --- 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.