Hi ! Thanks a lot for your time.
Ok I get it, I think. However, is there a way to automatically get the function that returns the likelihood of the data for a given sigma value with scipy.stats ?
For example, one of my dist_func is gausshyper, is there a way to have density from dist_func variable, and where to include it, as a logp(x) in custom ? Because I guess replacing rvs by pdf is not as simple ?
More specifically, where does x parameter come from ?
rvs(a, b, c, z, loc=0, scale=1, size=1, random_state=None) Random variates. pdf(x, a, b, c, z, loc=0, scale=1) Probability density function.
Thanks also for the pm.Metropolis : >
step = pm.Metropolis() trace = pm.sample(step=step, draws=2000, tune=5000, chains=2, cores=1, target_accept=0.9, return_inferencedata=True, init="adapt_full", )