Add faster Asymmetric Laplace

[rohanbabbar04]

Description

• Add class AsymmetricLaplace with all methods.
• Update test in test_scipy.py.

Checklist

• Code style is correct (follows pylint and black guidelines)
• Includes new or updated tests to cover the new feature
• New features are properly documented (with an example if appropriate)

[codecov-commenter]

Codecov Report

Attention: Patch coverage is 76.22951% with 29 lines in your changes are missing coverage. Please review.

Project coverage is 82.42%. Comparing base (c62e23b) to head (ad2fc89).
Report is 1 commits behind head on main.

Files	Patch %	Lines
preliz/distributions/asymmetric_laplace.py	76.03%	29 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #364      +/-   ##
==========================================
- Coverage   82.71%   82.42%   -0.30%     
==========================================
  Files          55       56       +1     
  Lines        5162     5235      +73     
==========================================
+ Hits         4270     4315      +45     
- Misses        892      920      +28     

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[rohanbabbar04]

• I was getting an OverFlow Error for the line which I commented out having ZeroInflatedBinomial.

For the rvs function, I implemented https://en.m.wikipedia.org/wiki/Asymmetric_Laplace_distribution#Generating_asymmetric_Laplace_variates, but the results do not match...
If you have time can you also try it and let me know, also it works only for a specific range only which is (-κ, 1/κ).

Currently, I have set it to the self.ppf(which is the other obvious alternative).

[aloctavodia]

Can you open an issue for the overflow of zeroinflatedbinomial?
Can you send me the code for the rvs that do not match (here or by e-mail)?

You are right using the inverse cdf method is a general method to obtain random samples. One reason to have custom samples is speed. But maybe here it will be enough.

[rohanbabbar04]

Can you open an issue for the overflow of zeroinflatedbinomial? Can you send me the code for the rvs that do not match (here or by e-mail)?

You are right using the inverse cdf method is a general method to obtain random samples. One reason to have custom samples is speed. But maybe here it will be enough.

• Sure, I will open an issue for the OverflowError.
• If using self.ppf is enough to handle the rvs you can review the PR, I will send you the code for the rvs mentioned in the link.

[aloctavodia]

I will wait for the rvs code before reviewing

[rohanbabbar04]

I will wait for the rvs code before reviewing

Sure, currently a little busy will provide you with the code tomorrow.