Examples of random() in custom distribution?

junpenglao · May 24, 2018, 8:56pm

We dont have a good example, but have a look at the test case for some inspiration:

pymc-devs/pymc3/blob/75800d47b8ff3331efabcd32f69abb9755b80d68/pymc3/tests/test_distributions_random.py#L779-L800


def test_density_dist_with_random_sampleable():
with pm.Model() as model:
    mu = pm.Normal('mu',0,1)
    normal_dist = pm.Normal.dist(mu, 1)
    pm.DensityDist('density_dist', normal_dist.logp, observed=np.random.randn(100), random=normal_dist.random)
    trace = pm.sample(100)


samples = 500
ppc = pm.sample_ppc(trace, samples=samples, model=model, size=100)
assert len(ppc['density_dist']) == samples




def test_density_dist_without_random_not_sampleable():
with pm.Model() as model:
    mu = pm.Normal('mu',0,1)
    normal_dist = pm.Normal.dist(mu, 1)
    pm.DensityDist('density_dist', normal_dist.logp, observed=np.random.randn(100))
    trace = pm.sample(100)


samples = 500

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Examples of random() in custom distribution?

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