From 0217b7d13f282347ac16043b753bee9bd32a5ea8 Mon Sep 17 00:00:00 2001
From: Mykola Lukashchuk <nikola.lukashuk@gmail.com>
Date: Sat, 11 May 2024 20:51:14 +0200
Subject: [PATCH 1/2] feat: implement stable log bessel function

---
 Project.toml                  |  2 ++
 src/ClosedFormExpectations.jl |  1 +
 src/expressions/LogBesselk.jl | 11 +++++++++++
 test/Normal/mean_test.jl      | 15 +++++++++++++++
 4 files changed, 29 insertions(+)
 create mode 100644 src/expressions/LogBesselk.jl

diff --git a/Project.toml b/Project.toml
index dda54a6..221221e 100644
--- a/Project.toml
+++ b/Project.toml
@@ -4,6 +4,7 @@ authors = ["Mykola Lukashchuk <nikola.lukashuk@gmail.com> and contributors"]
 version = "0.2.0"
 
 [deps]
+Bessels = "0e736298-9ec6-45e8-9647-e4fc86a2fe38"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 ExponentialFamily = "62312e5e-252a-4322-ace9-a5f4bf9b357b"
 LogExpFunctions = "2ab3a3ac-af41-5b50-aa03-7779005ae688"
@@ -12,6 +13,7 @@ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 
 [compat]
 Aqua = "0.8.4"
+Bessels = "0.2.8"
 CpuId = "0.3.1"
 Distributions = "0.25"
 ExponentialFamily = "1.4.1"
diff --git a/src/ClosedFormExpectations.jl b/src/ClosedFormExpectations.jl
index 720043e..bd058a4 100644
--- a/src/ClosedFormExpectations.jl
+++ b/src/ClosedFormExpectations.jl
@@ -48,6 +48,7 @@ include("expressions/Square.jl")
 include("expressions/Power.jl")
 include("expressions/xlog2x.jl")
 include("expressions/Abs.jl")
+include("expressions/LogBesselk.jl")
 
 # rules for computing expectations
 include("Exponential/Exponential.jl")
diff --git a/src/expressions/LogBesselk.jl b/src/expressions/LogBesselk.jl
new file mode 100644
index 0000000..032b85c
--- /dev/null
+++ b/src/expressions/LogBesselk.jl
@@ -0,0 +1,11 @@
+export LogBesselk
+
+import Bessels: besselkx
+
+struct LogBesselk <: Expression
+    ν::Number
+end
+
+function (f::LogBesselk)(x)
+    return log(besselkx(f.ν, x)) - x
+end
\ No newline at end of file
diff --git a/test/Normal/mean_test.jl b/test/Normal/mean_test.jl
index aa0fe47..fdfa8eb 100644
--- a/test/Normal/mean_test.jl
+++ b/test/Normal/mean_test.jl
@@ -47,4 +47,19 @@ end
         @test log(0.5*1/θ) - 1/θ * value ≈ value_laplace
     end
     
+end
+
+@testitem "mean(::ClosedFormExpectation, ::LogBesselk, ::Normal)" begin
+    using Distributions
+    using ClosedFormExpectations
+    using StableRNGs
+
+    include("../test_utils.jl")
+    rng = StableRNG(123)
+    for _ in 1:10
+        μ, σ = rand(rng)*10, rand(rng)*5
+        ν = rand(rng)*10
+        value = mean(ClosedFormExpectation(), LogBesselk(1), Normal(μ, σ))
+        central_limit_theorem_test(ClosedFormExpectation(), LogBesselk(1), Normal(μ, σ))
+    end
 end
\ No newline at end of file

From 1efb9f88052a1dbc32f3b9cc951fd1b58369b349 Mon Sep 17 00:00:00 2001
From: Mykola Lukashchuk <nikola.lukashuk@gmail.com>
Date: Sat, 11 May 2024 20:52:30 +0200
Subject: [PATCH 2/2] fix: remove wrong test

---
 test/Normal/mean_test.jl | 15 ---------------
 1 file changed, 15 deletions(-)

diff --git a/test/Normal/mean_test.jl b/test/Normal/mean_test.jl
index fdfa8eb..ee2bf51 100644
--- a/test/Normal/mean_test.jl
+++ b/test/Normal/mean_test.jl
@@ -48,18 +48,3 @@ end
     end
     
 end
-
-@testitem "mean(::ClosedFormExpectation, ::LogBesselk, ::Normal)" begin
-    using Distributions
-    using ClosedFormExpectations
-    using StableRNGs
-
-    include("../test_utils.jl")
-    rng = StableRNG(123)
-    for _ in 1:10
-        μ, σ = rand(rng)*10, rand(rng)*5
-        ν = rand(rng)*10
-        value = mean(ClosedFormExpectation(), LogBesselk(1), Normal(μ, σ))
-        central_limit_theorem_test(ClosedFormExpectation(), LogBesselk(1), Normal(μ, σ))
-    end
-end
\ No newline at end of file