I am trying to use a custom model (i.e. defining a
logp function for a custom pdf) in pymc3 that requires the logcdf of the
Normal distributions. I have written my own functions for them, using basic
theano calls, however this results in lots of overflow (as discussed in another recent thread).
Conversely, I am trying to use:
However, these run very slowly and give me the following warning:
WARNING (theano.tensor.opt): Optimization Warning: The Op erfcx does not provide a C implementation. As well as being potentially slow, this also disables loop fusion.
Is there any C implementations of these logcdf functions that can be used with