pymc-experimental icon indicating copy to clipboard operation
pymc-experimental copied to clipboard

added generalized gamma distribution

Open kylejcaron opened this issue 2 years ago • 2 comments

What is this PR about? This PR implements the generalized gamma distribution, using the parameterization GG(alpha, p, lambda).

This corresponds with the following PR in aesara.

It also was originally this PR in pymc, but @ricardoV94 recommended to start off with pymc-experimental which makes sense to me especially since I'm having trouble using it with the pm.Censored API

kylejcaron avatar Jul 28 '22 01:07 kylejcaron

@OriolAbril Can you give some guidance on how to include the distribution in the doc pages?

ricardoV94 avatar Jul 30 '22 07:07 ricardoV94

It needs to be added to https://github.com/pymc-devs/pymc-experimental/blob/main/docs/api_reference.rst. Which also needs some extra changes (along with maybe some changes to the imports and module hierarchy) I think. For this PR only:

:mod:`pymc_experimental.distributions`
=============================

.. automodule:: pymc_experimental.distributions
   :members: histogram_approximation, GeneralizedGamma

In general, is the plan for users to use pymc_experimental.utils.prior.prior_from_idata or to use pymc_experimental.utils.prior_from_idata? Depending on what is the plan, the imports and structure when generating the API docs should be updated. The docs currently tell users to import prior_from_idata from pmx.utils.prior

OriolAbril avatar Jul 30 '22 16:07 OriolAbril