Implement log CDF for Gumbel distribution

Author: domenzain

pymc3/distributions/continuous.py

@@ -3434,6 +3434,12 @@ def _repr_latex_(self, name=None, dist=None):
                                                                 get_variable_name(mu),
                                                                 get_variable_name(beta))
 
+    def logcdf(self, value):
+        beta = self.beta
+        mu = self.mu
+
+        return -tt.exp(-(value - mu)/beta)
+
 
 class Rice(PositiveContinuous):
     R"""

pymc3/tests/test_distributions.py

@@ -1126,6 +1126,10 @@ def gumbel(value, mu, beta):
             return floatX(sp.gumbel_r.logpdf(value, loc=mu, scale=beta))
         self.pymc3_matches_scipy(Gumbel, R, {'mu': R, 'beta': Rplusbig}, gumbel)
 
+        def gumbellcdf(value, mu, beta):
+            return floatX(sp.gumbel_r.logcdf(value, loc=mu, scale=beta))
+        self.check_logcdf(Gumbel, R, {'mu': R, 'beta': Rplusbig}, gumbellcdf)
+
     def test_logistic(self):
         self.pymc3_matches_scipy(Logistic, R, {'mu': R, 's': Rplus},
                                  lambda value, mu, s: sp.logistic.logpdf(value, mu, s),