[bugfix] Gumbel pdf value on hypercubes boundary was NaN (#245)

Author: lrnv

src/BivariateArchimedeanMethods.jl

@@ -6,7 +6,8 @@ function _cdf(C::ArchimedeanCopula{2,G}, u) where {G<:GumbelGenerator}
     return 1 - LogExpFunctions.cexpexp(LogExpFunctions.logaddexp(θ * lx₁, θ * lx₂) / θ)
 end
 function Distributions._logpdf(C::ArchimedeanCopula{2,G}, u) where {G<:GumbelGenerator}
-    !all(0 .<= u .<= 1) && return eltype(u)(-Inf) # if not in range return -Inf
+    T = promote_type(Float64, eltype(u))
+    !all(0 .< u .<= 1) && return T(-Inf) # if not in range return -Inf
 
     θ = C.G.θ
     x₁, x₂ = -log(u[1]), -log(u[2])

test/GumbelCopula.jl

@@ -9,4 +9,12 @@
     u = [0.969034207932297,0.9638122014293545]
     den = pdf(G, u)
     @test true
+end
+
+@testitem "Boundary test for bivariate Gumbel" begin
+    using Distributions
+    G = GumbelCopula(2, 2.5)
+    @test pdf(G, [0.1,0.0]) == 0.0
+    @test pdf(G, [0.0,0.1]) == 0.0
+    @test pdf(G, [0.0,0.0]) == 0.0
 end