Hi I’m going to write a distribution which is not in the pymc3’s library. How should I do that? and how should I incorporate that in the codes?? (For example, suppose that Cauchy distribution is not available and I want to write that)

There is a very crude guide in here: Probability Distributions in PyMC3 — PyMC3 3.10.0 documentation You have two options, to create a standard distribution by inheriting from the right subclasses (Discrete, Continuous, PositiveContinuous, etc), or using a pm.Densitydist that takes a callable logp …

Writing a new distribution

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fizikdan March 24, 2021, 4:47pm 11

for curious readers!, this is related to the topic

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