Add derivatives for log1pmx and logmxp1 (#47)

Author: devmotion

Project.toml

@@ -1,7 +1,7 @@
 name = "LogExpFunctions"
 uuid = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
 authors = ["StatsFun.jl contributors, Tamas K. Papp <[email protected]>"]
-version = "0.3.12"
+version = "0.3.13"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

src/chainrules.jl

@@ -48,6 +48,8 @@ ChainRulesCore.@scalar_rule(log1pexp(x::Real), (logistic(x),))
 ChainRulesCore.@scalar_rule(log1mexp(x::Real), (-exp(x - Ω),))
 ChainRulesCore.@scalar_rule(log2mexp(x::Real), (-exp(x - Ω),))
 ChainRulesCore.@scalar_rule(logexpm1(x::Real), (exp(x - Ω),))
+ChainRulesCore.@scalar_rule(log1pmx(x::Real), (-x / (x + 1),))
+ChainRulesCore.@scalar_rule(logmxp1(x::Real), ((1 - x) / x,))
 
 ChainRulesCore.@scalar_rule(logaddexp(x::Real, y::Real), (exp(x - Ω), exp(y - Ω)))
 ChainRulesCore.@scalar_rule(

test/chainrules.jl

@@ -84,6 +84,10 @@
         test_rrule(logexpm1, x; rtol=1f-3, atol=1f-3)
     end
 
+    test_scalar(log1pmx, rand())
+
+    test_scalar(logmxp1, 0.5 + rand())
+
     for x in (-randexp(), randexp()), y in (-randexp(), randexp())
         test_frule(logaddexp, x, y)
         test_rrule(logaddexp, x, y)