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

aakhmetz May 16, 2021, 12:00pm 7

I remember I asked the same question few years ago. Would it be possible to remove logcdf for gamma if it is simply not implemented?

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Derivative of Log-CDF

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