Throw error if ordered unsafe to use (#241)

* Throw error if transform not supported * Document requirements of ordered * Add ordered test * Update Project.toml --------- Co-authored-by: Hong Ge <[email protected]>
TuringLang · Feb 2, 2023 · d8ebcd4 · d8ebcd4
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Showing 3 changed files with 31 additions and 3 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,6 +1,7 @@
 name = "Bijectors"
 uuid = "76274a88-744f-5084-9051-94815aaf08c4"
-version = "0.11.0"
+version = "0.11.1"
+
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

diff --git a/src/bijectors/ordered.jl b/src/bijectors/ordered.jl
@@ -13,8 +13,15 @@ struct OrderedBijector <: Bijector end
     ordered(d::Distribution)
 
 Return a `Distribution` whose support are ordered vectors, i.e., vectors with increasingly ordered elements.
+
+This transformation is currently only supported for otherwise unconstrained distributions.
 """
-ordered(d::ContinuousMultivariateDistribution) = Bijectors.transformed(d, OrderedBijector())
+function ordered(d::ContinuousMultivariateDistribution)
+    if !isa(bijector(d), Identity)
+        throw(ArgumentError("ordered transform is currently only supported for unconstrained distributions."))
+    end
+    return Bijectors.transformed(d, OrderedBijector())
+end
 
 with_logabsdet_jacobian(b::OrderedBijector, x) = transform(b, x), logabsdetjac(b, x)
 

diff --git a/test/bijectors/ordered.jl b/test/bijectors/ordered.jl
@@ -1,4 +1,5 @@
-import Bijectors: OrderedBijector
+import Bijectors: OrderedBijector, ordered
+using LinearAlgebra
 
 @testset "OrderedBijector" begin
     b = OrderedBijector()
@@ -14,3 +15,22 @@ import Bijectors: OrderedBijector
     y = b(x)
     @test sort(y) == y
 end
+
+@testset "ordered" begin
+    d = MvNormal(1:5, Diagonal(6:10))
+    d_ordered = ordered(d)
+    @test d_ordered isa Bijectors.TransformedDistribution
+    @test d_ordered.dist === d
+    @test d_ordered.transform isa OrderedBijector
+    y = randn(5)
+    x = inv(bijector(d_ordered))(y)
+    @test issorted(x)
+
+    d = Product(fill(Normal(), 5))
+    # currently errors because `bijector(Product(fill(Normal(), 5)))` is not an `Identity`
+    @test_broken ordered(d) isa Bijectors.TransformedDistribution
+
+    # non-Identity bijector is not supported
+    d = Dirichlet(ones(5))
+    @test_throws ArgumentError ordered(d)
+end