Why does VonMises distribution generate variates outside of [-pi, pi]?

Take a look at the scipy docs for the Von Mises Distribution, called by PyMC3.

It only has a kappa parameter, not mu. You can see that the generic loc and scale parameters work entirely consistently for this distribution as all other scipy distributions, but in this case, they also happen to change the support.

I think it’s a design feature that PyMC3 is consistent with scipy. However, I agree that in this case, it probably shouldn’t be calling loc as mu internally, and it may be better if PyMC3 conformed to the standard definition of Von Mises, perhaps in a separate class.

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