From 306a7c12eb5a2d357db92de794a8175c0db3b05b Mon Sep 17 00:00:00 2001
From: Ross Viljoen <ross@viljoen.co.uk>
Date: Wed, 21 Jul 2021 12:47:38 +0100
Subject: [PATCH 1/2] Added Gamma and Exponential likelihoods

---
 src/GPLikelihoods.jl            |  6 +++++-
 src/likelihoods/exponential.jl  | 14 ++++++++++++++
 src/likelihoods/gamma.jl        | 21 +++++++++++++++++++++
 test/likelihoods/exponential.jl |  4 ++++
 test/likelihoods/gamma.jl       |  4 ++++
 test/runtests.jl                |  2 ++
 6 files changed, 50 insertions(+), 1 deletion(-)
 create mode 100644 src/likelihoods/exponential.jl
 create mode 100644 src/likelihoods/gamma.jl
 create mode 100644 test/likelihoods/exponential.jl
 create mode 100644 test/likelihoods/gamma.jl

diff --git a/src/GPLikelihoods.jl b/src/GPLikelihoods.jl
index 8d0ec54..0fe5087 100644
--- a/src/GPLikelihoods.jl
+++ b/src/GPLikelihoods.jl
@@ -12,12 +12,16 @@ export BernoulliLikelihood,
     CategoricalLikelihood,
     GaussianLikelihood, 
     HeteroscedasticGaussianLikelihood, 
-    PoissonLikelihood
+    PoissonLikelihood,
+    ExponentialLikelihood,
+    GammaLikelihood
 
 # Likelihoods
 include("likelihoods/bernoulli.jl")
 include("likelihoods/categorical.jl")
 include("likelihoods/gaussian.jl")
 include("likelihoods/poisson.jl")
+include("likelihoods/gamma.jl")
+include("likelihoods/exponential.jl")
 
 end # module
diff --git a/src/likelihoods/exponential.jl b/src/likelihoods/exponential.jl
new file mode 100644
index 0000000..ded96d7
--- /dev/null
+++ b/src/likelihoods/exponential.jl
@@ -0,0 +1,14 @@
+"""
+    ExponentialLikelihood()
+
+Exponential likelihood with scale given by `exp(f)`.
+
+```math
+    p(y|f) = Exponential(y | exp(f))
+```
+"""
+struct ExponentialLikelihood end
+
+(l::ExponentialLikelihood)(f::Real) = Exponential(exp(f))
+
+(l::ExponentialLikelihood)(fs::AbstractVector{<:Real}) = Product(Exponential.(exp.(fs)))
diff --git a/src/likelihoods/gamma.jl b/src/likelihoods/gamma.jl
new file mode 100644
index 0000000..cde7740
--- /dev/null
+++ b/src/likelihoods/gamma.jl
@@ -0,0 +1,21 @@
+"""
+    GammaLikelihood(α)
+
+Gamma likelihood with fixed shape `α`.
+
+```math
+    p(y|f) = Gamma(y | α, θ=exp(f))
+```
+On calling, this would return a gamma distribution with shape `α` and scale `exp(f)`.
+"""
+struct GammaLikelihood{T<:Real}
+    α::T    # shape parameter
+end
+
+GammaLikelihood() = GammaLikelihood(1.)
+
+@functor GammaLikelihood
+
+(l::GammaLikelihood)(f::Real) = Gamma(l.α, exp(f))
+
+(l::GammaLikelihood)(fs::AbstractVector{<:Real}) = Product(Gamma.(l.α, exp.(fs)))
diff --git a/test/likelihoods/exponential.jl b/test/likelihoods/exponential.jl
new file mode 100644
index 0000000..c988337
--- /dev/null
+++ b/test/likelihoods/exponential.jl
@@ -0,0 +1,4 @@
+@testset "ExponentialLikelihood" begin
+    lik = ExponentialLikelihood()
+    test_interface(lik, SqExponentialKernel(), rand(10))
+end
diff --git a/test/likelihoods/gamma.jl b/test/likelihoods/gamma.jl
new file mode 100644
index 0000000..72f474b
--- /dev/null
+++ b/test/likelihoods/gamma.jl
@@ -0,0 +1,4 @@
+@testset "GammaLikelihood" begin
+    lik = GammaLikelihood(1.)
+    test_interface(lik, SqExponentialKernel(), rand(10); functor_args=(:α,))
+end
diff --git a/test/runtests.jl b/test/runtests.jl
index db7ba16..2edc2e0 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -14,6 +14,8 @@ using Distributions
         include("likelihoods/categorical.jl")
         include("likelihoods/gaussian.jl")
         include("likelihoods/poisson.jl")
+        include("likelihoods/gamma.jl")
+        include("likelihoods/exponential.jl")
     end
 
 end

From ff89e7f881c35c741349986531ddd1748543b6da Mon Sep 17 00:00:00 2001
From: Ross Viljoen <ross@viljoen.co.uk>
Date: Wed, 21 Jul 2021 14:10:13 +0100
Subject: [PATCH 2/2] Use `joinpath`

---
 src/GPLikelihoods.jl | 12 ++++++------
 test/runtests.jl     | 12 ++++++------
 2 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/src/GPLikelihoods.jl b/src/GPLikelihoods.jl
index 0fe5087..fa5cd83 100644
--- a/src/GPLikelihoods.jl
+++ b/src/GPLikelihoods.jl
@@ -17,11 +17,11 @@ export BernoulliLikelihood,
     GammaLikelihood
 
 # Likelihoods
-include("likelihoods/bernoulli.jl")
-include("likelihoods/categorical.jl")
-include("likelihoods/gaussian.jl")
-include("likelihoods/poisson.jl")
-include("likelihoods/gamma.jl")
-include("likelihoods/exponential.jl")
+include(joinpath("likelihoods", "bernoulli.jl"))
+include(joinpath("likelihoods", "categorical.jl"))
+include(joinpath("likelihoods", "gaussian.jl"))
+include(joinpath("likelihoods", "poisson.jl"))
+include(joinpath("likelihoods", "gamma.jl"))
+include(joinpath("likelihoods", "exponential.jl"))
 
 end # module
diff --git a/test/runtests.jl b/test/runtests.jl
index 2edc2e0..33171d7 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -10,12 +10,12 @@ using Distributions
     include("test_utils.jl")
     
     @testset "likelihoods" begin
-        include("likelihoods/bernoulli.jl")
-        include("likelihoods/categorical.jl")
-        include("likelihoods/gaussian.jl")
-        include("likelihoods/poisson.jl")
-        include("likelihoods/gamma.jl")
-        include("likelihoods/exponential.jl")
+        include(joinpath("likelihoods", "bernoulli.jl"))
+        include(joinpath("likelihoods", "categorical.jl"))
+        include(joinpath("likelihoods", "gaussian.jl"))
+        include(joinpath("likelihoods", "poisson.jl"))
+        include(joinpath("likelihoods", "gamma.jl"))
+        include(joinpath("likelihoods", "exponential.jl"))
     end
 
 end