Implement log CDF for Logistic distribution

Author: domenzain

pymc3/distributions/continuous.py

@@ -3630,6 +3630,30 @@ def _repr_latex_(self, name=None, dist=None):
                                                                 get_variable_name(mu),
                                                                 get_variable_name(s))
 
+    def logcdf(self, value):
+        """
+        Compute the log CDF for the Logistic distribution
+
+        References
+        ----------
+        .. [Machler2012] Martin Mächler (2012).
+            "Accurately computing log(1-exp(-|a|)) Assessed by the Rmpfr
+            package"
+        """
+        mu = self.mu
+        s = self.s
+        a = -(value - mu)/s
+        return - tt.switch(
+            tt.le(a, -37),
+            tt.exp(a),
+            tt.switch(
+                tt.le(a, 18),
+                tt.log1p(tt.exp(a)),
+                tt.switch(
+                    tt.le(a, 33.3),
+                    tt.exp(-a) + a,
+                    a)))
+
 
 class LogitNormal(UnitContinuous):
     R"""

pymc3/tests/test_distributions.py

@@ -1134,6 +1134,9 @@ def test_logistic(self):
         self.pymc3_matches_scipy(Logistic, R, {'mu': R, 's': Rplus},
                                  lambda value, mu, s: sp.logistic.logpdf(value, mu, s),
                                  decimal=select_by_precision(float64=6, float32=1))
+        self.check_logcdf(Logistic, R, {'mu': R, 's': Rplus},
+                          lambda value, mu, s: sp.logistic.logcdf(value, mu, s),
+                          decimal=select_by_precision(float64=6, float32=1))
 
     def test_logitnormal(self):
         self.pymc3_matches_scipy(LogitNormal, Unit, {'mu': R, 'sd': Rplus},