-
Notifications
You must be signed in to change notification settings - Fork 410
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Generically supporting wrapped distributions #1716
Comments
After more thought, this can also be handled generically. For some arbitrary wrapped distribution, we can compute the density by:
A field |
#1715 proposes adding the Wrapped Normal distribution. Other common named wrapped distributions include:
One could support these generically, as well as arbitrary wrappings, with a "wrapper" distribution
Wrapped
, that could take a distribution with support on the real line and an interval around which to wrap it. e.g.Advantages
truncated
andcensored
WrappedNormal
where we have more efficient ways to evaluate the seriesDisadvantages:
WrappedNormal
in Adding the Wrapped Normal distribution #1715, depending on the parameters ofunwrapped
, we might at construction time be able to compute some heuristic to decide which method to use e.g. for density evaluation, which the above approach would require us do during every density evaluation. One solution would be to add some field of arbitrary type toWrapped
that could in an overloaded constructor be filled with any relevant precomputations that would be used inpdf
, etc.An example usage
adapted from original post by @sethaxen in #1715 (comment)
The text was updated successfully, but these errors were encountered: