Implement Chi distribution helper #239
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This was referenced Sep 13, 2023
ricardoV94
reviewed
Sep 13, 2023
Comment on lines
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203
| class TestChi(BaseTestDistributionRandom): | ||
| pymc_dist = Chi | ||
| pymc_dist_params = {"nu": 3.0} | ||
| expected_rv_op_params = {"nu": 3.0} | ||
| reference_dist_params = {"df": 3.0} | ||
| reference_dist = seeded_scipy_distribution_builder("chi") | ||
| tests_to_run = [ | ||
| "check_pymc_params_match_rv_op", | ||
| "check_pymc_draws_match_reference", | ||
| "check_rv_size", | ||
| ] |
|
Your snippet is using |
ricardoV94
reviewed
Sep 13, 2023
Comment on lines
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| @pytest.mark.parametrize( | ||
| "nu, size, expected", | ||
| [ | ||
| (1, None, 1), | ||
| (1, 5, np.full(5, 1)), | ||
| (np.arange(1, 6), None, np.arange(1, 6)), | ||
| ], | ||
| ) | ||
| def test_chi_moment(self, nu, size, expected): | ||
| with pm.Model() as model: | ||
| Chi("x", nu=nu, size=size) | ||
| assert_moment_is_expected(model, expected) |
There was a problem hiding this comment.
No need for this. We are adding default moments to CustomDist in pymc-devs/pymc#6873
|
@ricardoV94 Thanks for your help! I've removed those superfluous tests. Also thanks for catching the issue with my snippet! Here's the correct snippet: import pymc as pm
from pymc_experimental.distributions import Chi
with pm.Model() as model:
Chi("x", nu=1)
print(model.initial_point())results in |
|
Alright, I fixed one problem and found another. I was passing the import pymc as pm
from pymc_experimental.distributions import Chi
with pm.Model() as model:
Chi("x", nu=1)
print(model.initial_point())
# {'x_log__': array(-inf)} |
|
That will be solved by the linked PR which implements initial values for CustomDist. For now we can provide a maxwell_moment function to the moment kwarg of CustomDist. Probably it's good enough to set the moment to ones. In that case we should reintroduce the moment test that was commented out |
|
Do you also want to add a helper for the Maxwell distribution? |
|
The failing tests should be fixed by #240 |
|
Rebased from main, tests should now pass and we can merge |
ricardoV94
changed the title
If tests are concerned about float32 they should manually set it with `pytensor.config.change_flags`
ricardoV94
approved these changes
Nov 1, 2023
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Following the discussion here and obsolete PRs here and here, I have attempted to implement a Chi distribution helper class using
CustomDist.The distribution is functionally correct in that it is able to reproduce the
scipychi PDF.There is an issue with adding this distribution to a
pymcmodel, however. For example:results in
I can't quite narrow down this issue, so any help would be appreciated!