Custom theano Op to do numerical integration

Questions
18

Hi

This post has been very useful to me and I was able to actually do the integrals that I need. However, I get an error when actually running a model calculation. It is the same error I get when I run @AH5719 's scripts:

Traceback (most recent call last):
  File "/home/lorenzo/.local/lib/python3.8/site-packages/pymc3/theanof.py", line 80, in floatX
    return X.astype(theano.config.floatX)
AttributeError: 'list' object has no attribute 'astype'

During handling of the above exception, another exception occurred:

TypeError: float() argument must be a string or a number, not 'TensorVariable'

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
  File "test2.py", line 44, in <module>
    y = pm.Normal('y', mu=mu, sd=0.1, observed=y_obs)
  File "/home/lorenzo/.local/lib/python3.8/site-packages/pymc3/distributions/distribution.py", line 82, in __new__
    dist = cls.dist(*args, **kwargs)
  File "/home/lorenzo/.local/lib/python3.8/site-packages/pymc3/distributions/distribution.py", line 91, in dist
    dist.__init__(*args, **kwargs)
  File "/home/lorenzo/.local/lib/python3.8/site-packages/pymc3/distributions/continuous.py", line 488, in __init__
    self.mean = self.median = self.mode = self.mu = mu = tt.as_tensor_variable(floatX(mu))
  File "/home/lorenzo/.local/lib/python3.8/site-packages/pymc3/theanof.py", line 83, in floatX
    return np.asarray(X, dtype=theano.config.floatX)
  File "/opt/conda/lib/python3.8/site-packages/numpy/core/_asarray.py", line 83, in asarray
    return array(a, dtype, copy=False, order=order)
ValueError: setting an array element with a sequence.

So, it seems that pm.Normal does not accept a list of Integrate class objects. I’m running the code with python 3.8.5, pymc3 3.9.2 and theano 1.0.5. Does anybody have an idea how to solve this? Thanks a lot!