Merge pull request #565 from ReactiveBayes/node_mv_normal_wishart

`MvNormalWishart` node implementation

Author: wouterwln

src/nodes/predefined.jl

@@ -9,6 +9,7 @@ include("predefined/mv_normal_mean_precision.jl")
 include("predefined/mv_normal_mean_scale_precision.jl")
 include("predefined/mv_normal_weighted_mean_precision.jl")
 include("predefined/mv_normal_mean_scale_matrix_precision.jl")
+include("predefined/mv_normal_wishart.jl")
 include("predefined/gamma.jl")
 include("predefined/gamma_inverse.jl")
 include("predefined/gamma_shape_rate.jl")

src/nodes/predefined/mv_normal_wishart.jl

@@ -0,0 +1 @@
+@node MvNormalWishart Stochastic [out, (μ, aliases = [mean]), (W, aliases = [scale]), λ, ν]

src/rules/mv_normal_wishart/out.jl

@@ -0,0 +1 @@
+@rule MvNormalWishart(:out, Marginalisation) (q_μ::PointMass, q_W::PointMass, q_λ::PointMass, q_ν::PointMass) = MvNormalWishart(mean(q_μ), mean(q_W), mean(q_λ), mean(q_ν))

src/rules/predefined.jl

@@ -55,6 +55,7 @@ include("mv_normal_mean_covariance/out.jl")
 include("mv_normal_mean_covariance/mean.jl")
 include("mv_normal_mean_covariance/covariance.jl")
 include("mv_normal_mean_covariance/marginals.jl")
+include("mv_normal_wishart/out.jl")
 
 include("normal_mean_variance/out.jl")
 include("normal_mean_variance/mean.jl")

test/rules/mv_normal_wishart/out_tests.jl

@@ -0,0 +1,14 @@
+
+@testitem "rules:MvNormalWishart:out" begin
+    using ReactiveMP, BayesBase, Random, ExponentialFamily, Distributions
+
+    import ReactiveMP: @test_rules
+
+    @testset "Variational Message Passing: (q_μ::PointMass, q_λ::PointMass, q_W::PointMass, q_ν::PointMass)" begin
+        # Type promotion is false because λ and ν will also be promoted but not necessarily promote μ and W.
+        @test_rules [check_type_promotion = false] MvNormalWishart(:out, Marginalisation) [(
+            input = (q_μ = PointMass([1.0, 2.0]), q_W = PointMass([1.0 0.0; 0.0 1.0]), q_λ = PointMass(1.0), q_ν = PointMass(1.0)),
+            output = MvNormalWishart([1.0, 2.0], [1.0 0.0; 0.0 1.0], 1.0, 1.0)
+        ),]
+    end
+end # testset