Add bound to HyperGeometric logp (resolves #4366) #4367
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- Pass unit tests when scipy logpmf returns nan
ricardoV94
changed the title
Codecov Report
@@ Coverage Diff @@
## master #4367 +/- ##
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Coverage 87.95% 87.95%
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Files 88 88
Lines 14491 14493 +2
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+ Hits 12746 12748 +2
Misses 1745 1745
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tirthasheshpatel
approved these changes
Dec 22, 2020
AlexAndorra
approved these changes
Dec 22, 2020
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This PR adds a bound to the
HyperGeometric logp, in order to return-infwhen given invalid parameters, instead ofnanor sometimes wrong results (see #4366).I am using the bounds suggested by @tirthasheshpatel in here, which seem to be the support bounds described in the Wikipedia entry.
I am not sure whether the currentIt seemstt.maxandtt.minhas any disadvantages compared to thett.switchthat was suggsted before.tt.switchdeals better with weird parameter shapes...To pass the unit tests, it was necessary to replace the
nanoutput of the scipy.hypergeom to-inf. I decided to simply wrap the original scipy function in the helpermodified_scipy_hypergeom_logpmffunction.