From 93593fb8f2856a4e5eb9d69a894d131f138451a8 Mon Sep 17 00:00:00 2001
From: Matt Borland <matt@mattborland.com>
Date: Thu, 24 Feb 2022 12:19:15 +0100
Subject: [PATCH] Add logpdf to chi squared distribution

[ci skip]
---
 .../boost/math/distributions/chi_squared.hpp  | 41 +++++++++++++++++++
 test/test_chi_squared.cpp                     |  4 ++
 2 files changed, 45 insertions(+)

diff --git a/include/boost/math/distributions/chi_squared.hpp b/include/boost/math/distributions/chi_squared.hpp
index e97bee7ce..a81197a85 100644
--- a/include/boost/math/distributions/chi_squared.hpp
+++ b/include/boost/math/distributions/chi_squared.hpp
@@ -131,6 +131,47 @@ RealType pdf(const chi_squared_distribution<RealType, Policy>& dist, const RealT
    return gamma_p_derivative(degrees_of_freedom / 2, chi_square / 2, Policy()) / 2;
 } // pdf
 
+template <class RealType, class Policy>
+RealType logpdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
+{
+   BOOST_MATH_STD_USING  // for ADL of std functions
+   RealType k = dist.degrees_of_freedom();
+   // Error check:
+   RealType error_result;
+
+   static const char* function = "boost::math::logpdf(const chi_squared_distribution<%1%>&, %1%)";
+
+   if(false == detail::check_df(function, k, &error_result, Policy()))
+   {
+      return error_result;
+   }
+
+   if((chi_square < 0) || !(boost::math::isfinite)(chi_square))
+   {
+      return policies::raise_domain_error<RealType>(
+         function, "Chi Square parameter was %1%, but must be > 0 !", chi_square, Policy());
+   }
+
+   if(chi_square == 0)
+   {
+      // Handle special cases:
+      if(k < 2)
+      {
+         return policies::raise_overflow_error<RealType>(function, 0, Policy());
+      }
+      else if(k == 2)
+      {
+         return -boost::math::constants::ln_two<RealType>();
+      }
+      else
+      {
+         return -std::numeric_limits<RealType>::infinity();
+      }
+   }
+
+   return log(pdf(dist, chi_square));
+} // logpdf
+
 template <class RealType, class Policy>
 inline RealType cdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
 {
diff --git a/test/test_chi_squared.cpp b/test/test_chi_squared.cpp
index 41e4dd5e5..cc7747a6c 100644
--- a/test/test_chi_squared.cpp
+++ b/test/test_chi_squared.cpp
@@ -36,6 +36,8 @@ using std::cout;
 using std::endl;
 #include <limits>
 using std::numeric_limits;
+#include <cmath>
+using std::log;
 
 template <class RealType>
 RealType naive_pdf(RealType df, RealType x)
@@ -59,6 +61,8 @@ void test_spot(
       cdf(dist, cs), P, tol);
    BOOST_CHECK_CLOSE(
       pdf(dist, cs), naive_pdf(dist.degrees_of_freedom(), cs), tol);
+   BOOST_CHECK_CLOSE(
+      logpdf(dist, cs), log(pdf(dist, cs)), tol);
    if((P < 0.99) && (Q < 0.99))
    {
       //