Hello,
I am looking at Generalizations of Poisson Processes and here specifically at the “Gamma Count Model”. Before I try to implement that myself I wanted to ask here if somebody did already that or something similar, from where I could copy code?
Thanks a lot and best regards,
Christian
I believe this is built in already to PyMC3
https://docs.pymc.io/api/distributions/discrete.html#pymc3.distributions.discrete.NegativeBinomial
Gamma Count distributions are a personal favourite. Unfortunately, the gradient of the incomplete gamma function is not implemented in Theano, thus I switched to Tensor Flow for such models.
Just as an info to others. I ended up using the R Countr package via https://pypi.org/project/rpy2:
https://cran.r-project.org/web/packages/Countr/index.html
For my purposes this was sufficient, quick and easy.