Add `ShiftedBetaGeometric` Distribution
A discrete time-to-event distribution originally developed for contract renewals, with extensions for static covariates and even expected residual lifetimes and retention elasticities.
This distribution would be very useful for CLV cohort studies as outlined in https://github.com/pymc-labs/pymc-marketing/issues/169
I don't think this makes sense in pymc-extras. It's too specific and fine in pymc-marketing? Any reason why you wanted to add it here?
The research paper listed several non-marketing applications for this model, so it seemed general enough to add here. Otherwise I'm indifferent.
Closing because although this distribution is generalized in application, it has several post-inference derivations that make more sense to bundle into a dedicated model in pymc-marketing.