Implement InverseGaussian distribution - Githubissues

pymc-devs / pymc-experimental

https://pymc-experimental.readthedocs.io

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Implement InverseGaussian distribution #253

Closed ricardoV94 closed 11 months ago

ricardoV94 commented 11 months ago

I have a gist here that implements it as a CustomDist: https://gist.github.com/ricardoV94/77751556f7df06503d72b93634671e32

The first term in the logp could perhaps be simplified a bit further.
It would be nice to add a logcdf method!
We can ignore the "shifted" part

ricardoV94 commented 11 months ago

Duh, it already exists as pm.Wald