I’m trying to write a custom random variable, in which I need to do numerical integration with pymc RVs as parameter. An example is stated as below: #define some pymc RVs a1=pm.Normal(‘a1’,mu=0,sd=1) a2=pm.Nromal(‘a2’,mu=0,sd=1) #the function to be integrated def f(x,p): retrun tt.power(x,p[0]…

Using quad from scipy.integrate with pymc RVs as parameter

junpenglao November 30, 2017, 3:31pm 8

pinging @aseyboldt for a more expert take

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