add unwrap (#103)

* add unwrap

* using InverseFunctions: FunctionWithInverse

* formatting

* add tests

Author: cscherrer

src/combinators/transformedmeasure.jl

@@ -58,7 +58,7 @@ end
 @inline function logdensity_def(ν::PushforwardMeasure{F,I,M,<:WithVolCorr}, y) where {F,I,M}
     f = ν.f
     finv = ν.finv
-    x_orig, inv_ladj = with_logabsdet_jacobian(finv, y)
+    x_orig, inv_ladj = with_logabsdet_jacobian(unwrap(finv), y)
     logd_orig = logdensity_def(ν.origin, x_orig)
     logd = float(logd_orig + inv_ladj)
     neginf = oftype(logd, -Inf)

src/utils.jl

@@ -159,3 +159,8 @@ insupport(m::AbstractMeasure) = Base.Fix1(insupport, m)
 
 unstatic(::Type{T}) where {T} = T
 unstatic(::Type{StaticFloat64{X}}) where {X} = Float64
+
+using InverseFunctions: FunctionWithInverse
+
+unwrap(f) = f
+unwrap(f::FunctionWithInverse) = f.f

test/combinators/transformedmeasure.jl

@@ -8,7 +8,7 @@ import Statistics: var
 using DensityInterface: logdensityof
 using LogExpFunctions
 using SpecialFunctions: erfc, erfcinv
-import InverseFunctions: inverse, FunctionWithInverse
+import InverseFunctions: inverse, FunctionWithInverse, setinverse
 using IrrationalConstants: invsqrt2, sqrt2
 import ChangesOfVariables: with_logabsdet_jacobian
 using MeasureBase.Interface: transport_to, test_transport
@@ -69,6 +69,7 @@ end
 
     for (f, μ, ν_ref) in triples
         test_pushfwd(f, μ, ν_ref)
+        test_pushfwd(setinverse(f, inverse(f)), μ, ν_ref)
     end
 
     @testset "Pushforward-of-pushforward" begin