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Implement CDF, CCDF, LCDF, LCCDF for Normal distribution. #1861

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domenzain
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Implement numerically stable convenience functions for the Normal distribution.
This will make the work in #1833 #1843 easier.

Implement numerically stable convenience functions for the Normal distribution.
This will make the work in pymc-devs#1833 pymc-devs#1843 easier.
@domenzain
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The idea is to begin implementing CDF, CCDF and other useful functions for all distributions.

Does it make sense to put these functions here?
I can think of a few unit tests for these functions. Where should those go?

@fonnesbeck
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I'd prefer to wait until we have functions for all of the distributions, not just the normal. My recommendation is to focus on the log-cdf. Not sure the others are important to have, unless there are fitting algorithms that use them.

Going to close the PR.

@fonnesbeck fonnesbeck closed this Mar 4, 2017
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If you like, I can create a "cdf" branch on the project, and individual CDFs can be merged into it until we have them for most of the distributions, then that branch can be merged into master. Sound good?

@domenzain
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Sure!

@domenzain
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@fonnesbeck could you push the cdf branch?

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OK, there is a cdf_methods branch now that you can PR against. I've added your normal logcdf, as well as a test (which does not yet pass).

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