Add ForwardDiff extension

Author: oschulz

Project.toml

@@ -30,9 +30,11 @@ Tricks = "410a4b4d-49e4-4fbc-ab6d-cb71b17b3775"
 
 [weakdeps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 
 [extensions]
 MeasureBaseChainRulesCoreExt = "ChainRulesCore"
+MeasureBaseForwardDiffExt = "ForwardDiff"
 
 [compat]
 ChainRulesCore = "1"
@@ -41,6 +43,7 @@ Compat = "3.35, 4"
 ConstructionBase = "1.3"
 DensityInterface = "0.4"
 FillArrays = "0.12, 0.13, 1"
+ForwardDiff = "0.8, 0.9, 0.10"
 FunctionChains = "0.1"
 IfElse = "0.1"
 IntervalSets = "0.7"

ext/MeasureBaseForwardDiffExt.jl

@@ -0,0 +1,14 @@
+# This file is a part of MeasureBase.jl, licensed under the MIT License (MIT).
+
+module MeasureBaseForwardDiffExt
+
+using MeasureBase
+import ForwardDiff
+
+function MeasureBase.containsnan(x::ForwardDiff.Dual)
+    a = containsnan(x.value)
+    b = containsnan(x.partials)
+    return a || b
+end
+
+end # module MeasureBaseForwardDiffExt