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Fix pm.Interpolated moment #5986

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Merged
merged 1 commit into from
Jul 26, 2022
Merged

Fix pm.Interpolated moment #5986

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7 changes: 5 additions & 2 deletions pymc/distributions/continuous.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3734,8 +3734,11 @@ def dist(cls, x_points, pdf_points, *args, **kwargs):
return super().dist([x_points, pdf_points, cdf_points], **kwargs)

def moment(rv, size, x_points, pdf_points, cdf_points):
# cdf_points argument is unused
moment = at.sum(at.mul(x_points, pdf_points))
"""
Estimates the expectation integral using the trapezoid rule; cdf_points are not used.
"""
x_fx = at.mul(x_points, pdf_points) # x_i * f(x_i) for all xi's in x_points
moment = at.sum(at.mul(at.diff(x_points), x_fx[1:] + x_fx[:-1])) / 2

if not rv_size_is_none(size):
moment = at.full(size, moment)
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19 changes: 16 additions & 3 deletions pymc/tests/test_distributions_moments.py
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Original file line number Diff line number Diff line change
Expand Up @@ -892,19 +892,32 @@ def test_categorical_moment(p, size, expected):
np.array([-4, -1, 3, 9, 19]),
np.array([0.1, 0.15, 0.2, 0.25, 0.3]),
None,
1.5458937198067635,
9.34782609,
),
(
np.array([-22, -4, 0, 8, 13]),
np.tile(1 / 5, 5),
(5, 3),
np.full((5, 3), -0.14285714285714296),
np.full((5, 3), -4.5),
),
(
np.arange(-100, 10),
np.arange(1, 111) / 6105,
(2, 5, 3),
np.full((2, 5, 3), -27.584097859327223),
np.full((2, 5, 3), -27.65765766),
),
(
# from https://github.com/pymc-devs/pymc/issues/5959
np.linspace(0, 10, 10),
st.norm.pdf(np.linspace(0, 10, 10), loc=2.5, scale=1),
None,
2.5270134,
),
(
np.linspace(0, 10, 100),
st.norm.pdf(np.linspace(0, 10, 100), loc=2.5, scale=1),
None,
2.51771721,
),
],
)
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