I created a patch for MATH-222 that adds density computations for Gamma, Exponential, Normal, and ChiSquare distributions.
IT also provides a way to declare this uniformly without disturbing the other interfaces that are poking around. There is also a second patch that provides a full implementation of the Beta distribution as well. That may be better to split off, but I need both Beta and density capabilities so I did both. The implementation that I chose depends on an object argument (for genericity). My reckoning is that the JIT will in-line the density computation and remove the boxing. Having the generic HasDensity interface will help enormously when I add Multinomials and Dirichlet distributions which take complex objects for density computations. -- ted
