Merge pull request #198 from ReactiveBayes/fix_normal_gamma

Fix isproper function for Normal-Gamma distribution

Author: bvdmitri

src/distributions/normal_gamma.jl

@@ -103,7 +103,7 @@ BayesBase.support(::Type{NormalGamma}) = NormalGammaDomain()
 
 # Natural parametrization
 isproper(::NaturalParametersSpace, ::Type{NormalGamma}, η, conditioner) =
-    isnothing(conditioner) && length(η) === 4 && getindex(η, 2) < 0 && getindex(η, 3) > -1 / 2 && getindex(η, 4) < 0 && all(!isinf, η) && all(!isnan, η)
+    isnothing(conditioner) && length(η) === 4 && getindex(η, 2) < 0 && getindex(η, 3) > -1 / 2 &&  getindex(η, 1)^2/(4*getindex(η,2))  - getindex(η, 4) > 0 && all(!isinf, η) && all(!isnan, η)
 isproper(::MeanParametersSpace, ::Type{NormalGamma}, θ, conditioner) =
     isnothing(conditioner) && length(θ) === 4 && all(>(0), getindex(θ, 2:4)) && all(!isinf, θ) && all(!isnan, θ)
 

test/distributions/normal_gamma_tests.jl

@@ -31,6 +31,10 @@ end
     end
 
     @test !isproper(MeanParametersSpace(), NormalGamma, [1.0, 0.0, -1.0, 2.0])
+    @test !isproper(MeanParametersSpace(), NormalGamma, [1.0, 0.0, -1.0, 2.0])
+    @test !isproper(NaturalParametersSpace(), NormalGamma, [1.0, -0.2, 1.0, -1/0.8 ])
+    @test !isproper(NaturalParametersSpace(), NormalGamma, [1.0, -0.2, 1.0, 10/8])
+    @test isproper(NaturalParametersSpace(), NormalGamma, [1.0, -0.2, 1.0, -11/8])
     @test !isproper(MeanParametersSpace(), NormalGamma, [-1.0, 0.0, NaN, 1.0], [Inf])
 end