Skip to content

Add ChiSquared moment #5154

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 3 commits into from
Nov 8, 2021
Merged

Add ChiSquared moment #5154

Show file tree
Hide file tree
Changes from 2 commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
62d1682
Add ChiSquared moment
patel-zeel Nov 8, 2021
ebc1c25
fix test
patel-zeel Nov 8, 2021
1f81e22
check if test failed by chance
patel-zeel Nov 8, 2021
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 6 additions & 0 deletions pymc/distributions/continuous.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2427,6 +2427,12 @@ def dist(cls, nu, *args, **kwargs):
nu = at.as_tensor_variable(floatX(nu))
return super().dist([nu], *args, **kwargs)

def get_moment(rv, size, nu):
moment = nu
if not rv_size_is_none(size):
moment = at.full(size, moment)
return moment

def logcdf(value, nu):
"""
Compute the log of the cumulative distribution function for ChiSquared distribution
Expand Down
15 changes: 15 additions & 0 deletions pymc/tests/test_distributions_moments.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@
from pymc.distributions import (
Beta,
Cauchy,
ChiSquared,
Exponential,
Gamma,
HalfCauchy,
Expand Down Expand Up @@ -173,6 +174,20 @@ def test_beta_moment(alpha, beta, size, expected):
assert_moment_is_expected(model, expected)


@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_chisquared_moment(nu, size, expected):
with Model() as model:
ChiSquared("x", nu=nu, size=size)
assert_moment_is_expected(model, expected)


@pytest.mark.parametrize(
"lam, size, expected",
[
Expand Down