[ENH] zero-inflated distribution

[Khushmagrawal]

Reference Issues/PRs

Partially towards #554
Blocked by #667

What does this implement/fix? Explain your changes.

Adds support for Zero-inflated distribution

Does your contribution introduce a new dependency? If yes, which one?

No.

What should a reviewer concentrate their feedback on?

• Correctness of the implementation
• Design decision of making the lower bound inclusive in truncated.py

Did you add any tests for the change?

No

Any other comments?

After the ZeroInflated implementation is reviewed, I plan to add ZeroInflatedPoisson and ZeroInflatedNegativeBinomial as well using _DelegatedDistribution

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[Khushmagrawal]

Fixed the off-by-one errors causing test_ppf_and_cdf to fail. The issue was due to floating-point error when q_rescaled is divided by p. Resolved by subtracting a small epsilon from q_rescaled (similar to #568).
The workflow passes on my fork with this change

[fkiraly]

very nice!

Could we please move the modifications to TruncatedDistribution to another PR, since I think there is some discussion to be had about how to parameterize the options, e.g., why only lower inclusive and not upper inclusive, etc.

The zero inflated distribution looks good.

[Khushmagrawal]

This can now be re-reviewed as #667 is merged

[Khushmagrawal]

@fkiraly, just bringing this to your attention this needs a review. Thanks!

[fkiraly]

Very nice!

Two main comments above:

• make p use the broadcast logic built into the base class, instead of replacing that with a different logic. That way it is consistent.
• I would also avoid truncating, actually. I would treat the distribution as a special mixture, instead, this also reduces hard to track case distinctions.

[Khushmagrawal]

Thanks for the review, and apologies for the delayed reply. I can work on addressing the comments however as #713 works on the same issue., should I continue working on this PR?

[fkiraly]

@Khushmagrawal, yes, please continue. I think there are useful things that both PR have that the other does not have. In either case you would be credited as a contributor.

[marrov]

@Khushmagrawal - Are you still actively working on this? If so, I'm ok with merging the generic ZI distribution work. I can focus on the bespoke ZI distributions for the most used distributions.

[Khushmagrawal]

@Khushmagrawal - Are you still actively working on this? If so, I'm ok with merging the generic ZI distribution work. I can focus on the bespoke ZI distributions for the most used distributions.

Ah yes, I’m still working on this. I was waiting to reach a conclusion on the truncation discussion above. For now, I have added a commit removing the truncation part, if the current code looks good then we can proceed with merging

[marrov]

@Khushmagrawal - By "merging" in me previous message I meant to say combine, as I've also worked a bit on this myself. I'll try to get around to compare/review it soon.

[fkiraly]

Trying to simplify the stack: merging this, and then we can add #713 - this hopefully disentangles the intersection.

The truncation issue can be handled in another PR.