Added ICDF for the Kumaraswamy distribution.

pymc-devs · Apr 1, 2023 · 9f9215b · 9f9215b
1 parent 8d5b236
commit 9f9215b
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diff --git a/pymc/distributions/continuous.py b/pymc/distributions/continuous.py
@@ -1287,6 +1287,16 @@ def logcdf(value, a, b):
             msg="a > 0, b > 0",
         )
 
+    def icdf(value, a, b):
+        res = (1 - (1 - value) ** pt.reciprocal(b)) ** pt.reciprocal(a)
+        res = check_icdf_value(res, value)
+        return check_icdf_parameters(
+            res,
+            a > 0,
+            b > 0,
+            msg="a > 0, b > 0",
+        )
+
 
 class Exponential(PositiveContinuous):
     r"""

diff --git a/tests/distributions/test_continuous.py b/tests/distributions/test_continuous.py
@@ -424,6 +424,11 @@ def scipy_log_cdf(value, a, b):
             {"a": Rplus, "b": Rplus},
             scipy_log_cdf,
         )
+        check_icdf(
+            pm.Kumaraswamy,
+            {"a": Rplus, "b": Rplus},
+            lambda q, a, b: (1 - (1 - q) ** (1 / b)) ** (1 / a),
+        )
 
     def test_exponential(self):
         check_logp(