ChangesOfVariables.jl
ChangesOfVariables — ModuleChangesOfVariablesLightweight package that defines functionality to calculate volume element changes for functions that perform a change of variables (like coordinate transformations).
This package defines the function with_logabsdet_jacobian. (y, ladj) = with_logabsdet_jacobian(f, x) computes both the transformed value of x under the transformation f and the logarithm of the volume element.
with_logabsdet_jacobian supports mapped/broadcasted functions (via Base.Broadcast.BroadcastFunction or Base.Fix1) and function composition.
Implementations of with_logabsdet_jacobian(f) for identity, inv, adjoint and transpose as well as for exp, log, exp2, log2, exp10, log10, expm1 and log1p are included.