Add missing init stuff to utils

Author: phipsgabler

src/utils.jl

@@ -63,3 +63,39 @@ function reconstruct!(r, d::MultivariateDistribution, val::AbstractVector, n::In
     r .= val
     return r
 end
+
+
+# ROBUST INITIALISATIONS
+# Uniform rand with range 2; ref: https://mc-stan.org/docs/2_19/reference-manual/initialization.html
+randrealuni() = Real(2rand())
+randrealuni(args...) = map(Real, 2rand(args...))
+
+const Transformable = Union{TransformDistribution, SimplexDistribution, PDMatDistribution}
+
+
+#################################
+# Single-sample initialisations #
+#################################
+
+init(dist::Transformable) = inittrans(dist)
+init(dist::Distribution) = rand(dist)
+
+inittrans(dist::UnivariateDistribution) = invlink(dist, randrealuni())
+inittrans(dist::MultivariateDistribution) = invlink(dist, randrealuni(size(dist)[1]))
+inittrans(dist::MatrixDistribution) = invlink(dist, randrealuni(size(dist)...))
+
+
+################################
+# Multi-sample initialisations #
+################################
+
+init(dist::Transformable, n::Int) = inittrans(dist, n)
+init(dist::Distribution, n::Int) = rand(dist, n)
+
+inittrans(dist::UnivariateDistribution, n::Int) = invlink(dist, randrealuni(n))
+function inittrans(dist::MultivariateDistribution, n::Int)
+    return invlink(dist, randrealuni(size(dist)[1], n))
+end
+function inittrans(dist::MatrixDistribution, n::Int)
+    return invlink(dist, [randrealuni(size(dist)...) for _ in 1:n])
+end