Add HierarchicalMeasure

Project.toml

@@ -4,9 +4,11 @@ authors = ["Chad Scherrer <[email protected]>", "Oliver Schulz <oschulz@mp
 version = "0.14.10"
 
 [deps]
+ArraysOfArrays = "65a8f2f4-9b39-5baf-92e2-a9cc46fdf018"
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 ChangesOfVariables = "9e997f8a-9a97-42d5-a9f1-ce6bfc15e2c0"
 Compat = "34da2185-b29b-5c13-b0c7-acf172513d20"
+ConstantRNGs = "aa9b60e7-6b1c-4c29-a6e5-e43521412437"
 ConstructionBase = "187b0558-2788-49d3-abe0-74a17ed4e7c9"
 DensityInterface = "b429d917-457f-4dbc-8f4c-0cc954292b1d"
 FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
@@ -20,19 +22,23 @@ LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 LogarithmicNumbers = "aa2f6b4e-9042-5d33-9679-40d3a6b85899"
 MappedArrays = "dbb5928d-eab1-5f90-85c2-b9b0edb7c900"
 NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
+OneTwoMany = "762dc654-8631-413a-a342-372a7419ad9d"
 PrettyPrinting = "54e16d92-306c-5ea0-a30b-337be88ac337"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Static = "aedffcd0-7271-4cad-89d0-dc628f76c6d3"
+StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Tricks = "410a4b4d-49e4-4fbc-ab6d-cb71b17b3775"
 
 [compat]
+ArraysOfArrays = "0.6"
 ChainRulesCore = "1"
 ChangesOfVariables = "0.1.3"
 Compat = "3.35, 4"
+ConstantRNGs = "0.1"
 ConstructionBase = "1.3"
 DensityInterface = "0.4"
 FillArrays = "0.12, 0.13, 1"
@@ -46,12 +52,14 @@ LogExpFunctions = "0.3"
 LogarithmicNumbers = "1"
 MappedArrays = "0.4"
 NaNMath = "0.3, 1"
+OneTwoMany = "0.1.2"
 PrettyPrinting = "0.3, 0.4"
 Random = "1"
 Reexport = "1"
 SpecialFunctions = "2"
 Static = "0.8, 1"
 Statistics = "1"
 Test = "1"
+StaticArrays = "1.5"
 Tricks = "0.1"
 julia = "1.6"

src/MeasureBase.jl

@@ -8,6 +8,7 @@ import Random: gentype
 using Statistics
 using LinearAlgebra
 
+using ConstantRNGs
 import IntervalSets
 # This seems harder than it should be to get `IntervalSets.:(..)`
 @eval (using IntervalSets: $(Symbol(IntervalSets.:(..))))
@@ -27,30 +28,32 @@ import Base.iterate
 import ConstructionBase
 using ConstructionBase: constructorof
 using IntervalSets
+using OneTwoMany: firstarg, secondarg
 
 using PrettyPrinting
 const Pretty = PrettyPrinting
 
+using ArraysOfArrays
+
 using ChainRulesCore
 import FillArrays
 using Static
 using Static: StaticInteger
 using FunctionChains
 
-export ≪
+import StaticArrays
+using StaticArrays: StaticArray, StaticVector, StaticMatrix, SArray, SVector, SMatrix
+
 export gentype
-export rebase
 
 export AbstractMeasure
 
 import IfElse: ifelse
 export logdensity_def
 export basemeasure
 export basekernel
-export productmeasure
 
 export insupport
-export getdof
 export transport_to
 
 include("insupport.jl")
@@ -59,6 +62,21 @@ abstract type AbstractMeasure end
 
 AbstractMeasure(m::AbstractMeasure) = m
 
+
+"""
+    asmeasure(m)
+
+Turns a measure-like object `m` into an `AbstractMeasure`.
+
+Calls `convert(AbstractMeasure, m)` by default
+"""
+function asmeasure end
+
+@inline asmeasure(m::AbstractMeasure) = m
+asmeasure(m) = convert(AbstractMeasure, m)
+export asmeasure
+
+
 function Pretty.quoteof(d::M) where {M<:AbstractMeasure}
     the_names = fieldnames(typeof(d))
     :($M($([getfield(d, n) for n in the_names]...)))
@@ -108,54 +126,57 @@ using Compat
 using IrrationalConstants
 
 include("static.jl")
+include("collection_utils.jl")
 include("smf.jl")
 include("getdof.jl")
 include("transport.jl")
 include("schema.jl")
 include("splat.jl")
-include("proxies.jl")
 include("kernel.jl")
 include("parameterized.jl")
 include("domains.jl")
 include("primitive.jl")
 include("utils.jl")
 include("mass-interface.jl")
+include("density.jl")
+include("density-core.jl")
+
+include("proxies.jl")
 # include("absolutecontinuity.jl")
 
 include("primitives/counting.jl")
 include("primitives/lebesgue.jl")
 include("primitives/dirac.jl")
 include("primitives/trivial.jl")
 
-include("combinators/bind.jl")
+include("standard/stdmeasure.jl")
+include("standard/stduniform.jl")
+include("standard/stdexponential.jl")
+include("standard/stdlogistic.jl")
+include("standard/stdnormal.jl")
+
+include("combinators/abstract_product.jl")
+include("combinators/power.jl")
+include("combinators/product.jl")
+include("combinators/product_transport.jl")
 include("combinators/transformedmeasure.jl")
 include("combinators/weighted.jl")
 include("combinators/superpose.jl")
-include("combinators/product.jl")
-include("combinators/power.jl")
+include("combinators/combined.jl")
+include("combinators/bind.jl")
 include("combinators/spikemixture.jl")
 include("combinators/likelihood.jl")
-include("combinators/pointwise.jl")
 include("combinators/restricted.jl")
 include("combinators/smart-constructors.jl")
-include("combinators/powerweighted.jl")
 include("combinators/conditional.jl")
-
-include("standard/stdmeasure.jl")
-include("standard/stduniform.jl")
-include("standard/stdexponential.jl")
-include("standard/stdlogistic.jl")
-include("standard/stdnormal.jl")
 include("combinators/half.jl")
 
 include("rand.jl")
-include("fixedrng.jl")
-
-include("density.jl")
-include("density-core.jl")
 
 include("interface.jl")
 
+include("measure_operators.jl")
+
 using .Interface
 
 end # module MeasureBase

src/absolutecontinuity.jl

@@ -54,3 +54,6 @@
 #     representative(μ) ≪ representative(ν) && return true
 #     return false
 # end
+
+# ≪(::M, ::WeightedMeasure{R,M}) where {R,M} = true
+# ≪(::WeightedMeasure{R,M}, ::M) where {R,M} = true