Fix entropy of Dirichlet (#1271)

JuliaStats · Feb 13, 2021 · f409cfe · f409cfe · andreasnoack · Feb 13, 2021
1 parent 863844c
commit f409cfe
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Showing 4 changed files with 14 additions and 2 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "Distributions"
 uuid = "31c24e10-a181-5473-b8eb-7969acd0382f"
 authors = ["JuliaStats"]
-version = "0.24.12"
+version = "0.24.13"
 
 [deps]
 FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"

diff --git a/src/multivariate/dirichlet.jl b/src/multivariate/dirichlet.jl
@@ -104,7 +104,9 @@ end
 
 function entropy(d::Dirichlet)
     α0 = d.alpha0
-    en = d.lmnB + (α0 - k) * digamma(α0) - sum(αj -> (αj - 1) * digamma(αj), d.alpha)
+    α = d.alpha
+    k = length(d.alpha)
+    en = d.lmnB + (α0 - k) * digamma(α0) - sum(αj -> (αj - 1) * digamma(αj), α)
     return en
 end
 

diff --git a/test/dirichlet.jl b/test/dirichlet.jl
@@ -113,3 +113,12 @@ rng = MersenneTwister(123)
         # @test r.alpha ≈ d.alpha atol=0.25
     end
 end
+
+@testset "Dirichlet: entropy" begin
+    α = exp.(rand(2))
+    @test entropy(Dirichlet(α)) ≈ entropy(Beta(α...))
+
+    N = 10
+    @test entropy(Dirichlet(N, 1)) ≈ -loggamma(N)
+    @test entropy(Dirichlet(ones(N))) ≈ -loggamma(N)
+end
diff --git a/test/runtests.jl b/test/runtests.jl
@@ -3,6 +3,7 @@ using PDMats # test dependencies
 using Test
 using Distributed
 using Random
+using SpecialFunctions
 using StatsBase
 using LinearAlgebra
 using HypothesisTests