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Implement InverseGaussian distribution #253

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ricardoV94 opened this issue Oct 20, 2023 · 1 comment
Closed

Implement InverseGaussian distribution #253

ricardoV94 opened this issue Oct 20, 2023 · 1 comment
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enhancements New feature or request good first issue Good for newcomers

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@ricardoV94
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ricardoV94 commented Oct 20, 2023

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 ricardoV94 added enhancements New feature or request good first issue Good for newcomers labels Oct 20, 2023
@ricardoV94
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Duh, it already exists as pm.Wald

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