Throw error if ordered unsafe to use

src/bijectors/ordered.jl

@@ -13,8 +13,15 @@ struct OrderedBijector <: Bijector{1} 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
 
 (b::OrderedBijector)(y::AbstractVecOrMat) = _transform_ordered(y)
 

test/bijectors/ordered.jl

@@ -1,4 +1,5 @@
-import Bijectors: OrderedBijector
+import Bijectors: OrderedBijector, ordered
+using LinearAlgebra
 
 @testset "OrderedBijector" begin
     b = OrderedBijector()
@@ -20,3 +21,22 @@ import Bijectors: OrderedBijector
     @test sort(ys[:, 1]) == ys[:, 1]
     @test sort(ys[:, 2]) == ys[:, 2]
 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