@junpenglao
with weibull_model:
y_cens = pm.Potential(
'y_cens', gumbel_sf(y_std[cens], η[cens_], s)
)
What role does “Potential” play
It adds the log-likelihood of the observed into the model. For more information see:
and
In that example, the survival function for the gumbel distribution is implemented like this:
def gumbel_sf(y, μ, σ):
return 1. - tt.exp(-tt.exp(-(y - μ) / σ))
Am I missing something, or doesn’t this need to be log-transformed to get the log-likelihood?
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epfahl
7
I have the same question. I expected this to be the log complementary CDF (LCCDF) of the Gumbel distribution.
I know this is an old thread, but I’m hoping @AustinRochford can provide a resolution.
Thanks.
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@DanWeitzenfeld is right, i think. sorry for the very very very very very very slow response.
1 Like