I am modeling Generalised Extreme Value Distribution in PYMC3 but I keep on getting SamplingError: Initial evaluation of model at starting point failed! I am implementing my own distribution. The logp equation is the PDF of GEV. I took the inital values for the shape, location and scale parameters f…

DensityDist no longer accepts a dictionary for observed in v4

Sampling Error: GEV PyMC3

jlindbloom September 6, 2021, 10:26pm 2

It looks like someone has some working code for a model using the GEV distribution here. Does sampling work if you use this version + your data?

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