Skip to content
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

Jump to bottom

Adding a generalised normal distribution #278

Open
wants to merge 7 commits into
base: main
Choose a base branch
from
Open

Adding a generalised normal distribution #278

wants to merge 7 commits into from

Commits on Dec 11, 2023

  1. Added GeneralizedNormal to the import list

    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    61c6fb7 View commit details
    Browse the repository at this point in the history

  2. A first implementation of the generalised normal distribution was inc… 

    …luded.

This follows broadly the Wikipedia page for notation - this differs slightly
from the implementation in scipy.stats, but the quantitative results are
identical as far as I can see.

This only implements the symmetric distribution - in accorandance with the
naming of normal distributions in pymc I have opted against including
Symmetric in the name. It would also be moderately easy to implement the
asymmetric distribution based on what is included here.
    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    6c8a029 View commit details
    Browse the repository at this point in the history

  3. Added tests for GeneralizedNormal

    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    dd8940e View commit details
    Browse the repository at this point in the history

  4. Added some comments and changed gammaincc to gammainc in the cdf for … 

    …GeneralizedNormal
    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    0e768f1 View commit details
    Browse the repository at this point in the history

  5. Fixed two small bugs in GeneralizedNormal logp and logcdf 

    I had accidentally added an extra division by two in logp and a similar in logcdf.
The results from the codes have been double-checked  with scipy.stats.gennorm
    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    0f9a467 View commit details
    Browse the repository at this point in the history

  6. Added moment test for GeneralizedGaussian

    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    2d756ac View commit details
    Browse the repository at this point in the history

  7. Added minor fix in momen function for GeneralizedNormal

    @jbrinchmann
    jbrinchmann committed Dec 11, 2023
    Configuration menu
    Copy the full SHA
    5c3a1d5 View commit details
    Browse the repository at this point in the history