Add test for scan logp with multiple valued output types

tests/logprob/test_scan.py

@@ -33,6 +33,7 @@
 #   LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 #   OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 #   SOFTWARE.
+import itertools
 
 import numpy as np
 import pytensor
@@ -502,3 +503,51 @@ def ref_logp(values, rho, sigma):
         logp_expr.eval({ma2_vv: ma2_test, rho: rho_test, sigma: sigma_test}),
         ref_logp(ma2_test, rho_test, sigma_test),
     )
+
+
+@pytest.mark.xfail(reason="Not implemented yet")
+def test_scan_multiple_output_types():
+    """Test we can derive the logp for a scan that contains recurring and non-recurring measurable outputs."""
+    [xs, ys, zs], _ = pytensor.scan(
+        fn=lambda x_mu, y_tm1, z_tm2, z_tm1: (
+            pt.random.normal(x_mu),
+            pt.random.normal(y_tm1),
+            pt.random.normal(z_tm1) + z_tm2,
+        ),
+        sequences=[pt.arange(10)],
+        outputs_info=[
+            None,
+            pt.zeros(()),
+            dict(initial=pt.ones(2), taps=[-2, -1]),
+        ],
+    )
+
+    xs.name = "xs"
+    xs_value = xs.clone()
+    ys.name = "ys"
+    ys_value = ys.clone()
+    zs.name = "zs"
+    zs_value = zs.clone()
+
+    logp_dict = conditional_logp({xs: xs_value, ys: ys_value, zs: zs_value})
+    xs_logp = logp_dict[xs_value]
+    ys_logp = logp_dict[ys_value]
+    zs_logp = logp_dict[zs_value]
+
+    assert_no_rvs([xs_logp, ys_logp, zs_logp])
+    fn = pytensor.function(
+        [xs_value, ys_value, zs_value],
+        [xs_logp, ys_logp, zs_logp],
+    )
+
+    rng = np.random.default_rng(577)
+    test_value = rng.uniform(size=(10,))
+    (xs_logp_eval, ys_logp_eval, zs_logp_eval) = fn(test_value, test_value, test_value)
+    np.testing.assert_allclose(xs_logp_eval, stats.norm.logpdf(test_value, np.arange(10)))
+    np.testing.assert_allclose(ys_logp_eval, stats.norm.logpdf(test_value, [0, *test_value[:-1]]))
+    np.testing.assert_allclose(
+        zs_logp_eval,
+        stats.norm.logpdf(
+            test_value, [a + b for a, b in itertools.pairwise([1, 1, *test_value[:-1]])]
+        ),
+    )