bayespy.utils.misc.invpsi

bayespy.utils.misc.invpsi(x)

Inverse digamma (psi) function.

The digamma function is the derivative of the log gamma function. This calculates the value Y > 0 for a value X such that digamma(Y) = X.

For the new version, see Appendix C: http://research.microsoft.com/en-us/um/people/minka/papers/dirichlet/minka-dirichlet.pdf

For the previous implementation, see: http://www4.ncsu.edu/~pfackler/

Are there speed/accuracy differences between the methods?