DistributionsAD.jl
This package defines the necessary functions to enable automatic differentiation (AD) of the logpdf
function from Distributions.jl using the packages Tracker.jl, Zygote.jl, ForwardDiff.jl and ReverseDiff.jl. The goal of this package is to make the output of logpdf
differentiable wrt all continuous parameters of a distribution as well as the random variable in the case of continuous distributions.