search

pymc-devs / pymc

Bayesian Modeling and Probabilistic Programming in Python
https://docs.pymc.io/
Other
8.62k stars 1.99k forks source link

DOC:PYMC. Gumbel is not correctly described #6468

Open helios1014 opened 1 year ago

helios1014 commented 1 year ago

Issue with current documentation:

The Pymc.gumbel distribution is not documented accurately.

Looking deeper at the Pytensor source code, this the gumble right skew distribution. See this link to the scipy page pytensor borrows this from.

The Gumbel right is the extreme maximum distribution and the gumble left skew is the extreme minimum.

Idea or request for content:

Suggestions for repair of this document:

-Note this is the extreme maximum parameterization -notify uses that a sign change to the negative for the X value would give them the extreme minimum

twiecki commented 1 year ago

@helios1014 Thanks for reporting, want to do a pull request?

helios1014 commented 1 year ago

@helios1014 Thanks for reporting, want to do a pull request?

Sure, I will get on that in a bit