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Added ICDF for the discrete uniform distribution. #6617

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Mar 24, 2023
Merged

Added ICDF for the discrete uniform distribution. #6617

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9 changes: 9 additions & 0 deletions pymc/distributions/discrete.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1058,6 +1058,15 @@ def logcdf(value, lower, upper):
msg="lower <= upper",
)

def icdf(value, lower, upper):
res = pt.ceil(value * (upper - lower + 1)).astype("int64") + lower - 1
res = check_icdf_value(res, value)
return check_icdf_parameters(
res,
lower <= upper,
msg="lower <= upper",
)


class Categorical(Discrete):
R"""
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10 changes: 9 additions & 1 deletion tests/distributions/test_discrete.py
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Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@
import pymc as pm

from pymc.distributions.discrete import Geometric, _OrderedLogistic, _OrderedProbit
from pymc.logprob.abstract import logcdf
from pymc.logprob.abstract import icdf, logcdf
from pymc.logprob.joint_logprob import logp
from pymc.logprob.utils import ParameterValueError
from pymc.pytensorf import floatX
Expand Down Expand Up @@ -118,13 +118,21 @@ def test_discrete_unif(self):
Domain([-10, 0, 10], "int64"),
{"lower": -Rplusdunif, "upper": Rplusdunif},
)
check_icdf(
pm.DiscreteUniform,
{"lower": -Rplusdunif, "upper": Rplusdunif},
lambda q, lower, upper: st.randint.ppf(q=q, low=lower, high=upper + 1),
skip_paramdomain_outside_edge_test=True,
)
# Custom logp / logcdf check for invalid parameters
invalid_dist = pm.DiscreteUniform.dist(lower=1, upper=0)
with pytensor.config.change_flags(mode=Mode("py")):
with pytest.raises(ParameterValueError):
logp(invalid_dist, 0.5).eval()
with pytest.raises(ParameterValueError):
logcdf(invalid_dist, 2).eval()
with pytest.raises(ParameterValueError):
icdf(invalid_dist, np.array(1)).eval()

def test_geometric(self):
check_logp(
Expand Down