Hi all, I’m writing a model which uses a Gamma distributed RV. I compute the cdf of the RV, and use this to perform later computation. When I want to perform sampling, I get errors which state that the derivative of the logcdf function is not available. Is there a way I can implement this? The der…

Hi, Sorry for the slow response! In fact, I’m using logcdf. Here is the code I use: self.GI_mean = pm.Normal('GI_mean', gi_mean_mean, gi_mean_sd) self.GI_sd = pm.Normal('GI_sd', gi_sd_mean, gi_sd_sd) gi_beta = self.GI_mean / self.GI_sd ** 2 gi_alpha = self.GI_mean ** 2 / self.GI_sd ** 2 GI_dist…

Derivative of Log-CDF

Questions

MrinankSharma October 4, 2020, 12:02pm 5

Cool, sure - I just did.

2 Likes

Topic		Replies	Views
AssertionError with logcdf method for a Beta Questions theano	10	1173	May 1, 2019
Help with copula model with gamma marginals Questions theano	8	3219	August 3, 2020
Custom likelihood with inverse CDF Questions	4	965	May 17, 2019
Defining custom multivariate Distribution with gradients Questions theano	5	1605	August 24, 2018
"LogCDF method not implemented for gamma_rv{0, (0, 0), floatX, False}" after updating to 1.27.0 bug , pytensor	2	286	October 2, 2023

Derivative of Log-CDF

Related topics