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@aloctavodia aloctavodia commented Nov 24, 2022

What is this PR about?

This adds an alternative parametrization to AsymmetricLaplace distribution. This is parametrization is useful for quantile regression with the new parameter q being fixed at the quantile of interest.

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  • Add alternative parametrization to AsymmetricLaplace distribution. This parametrization is useful for quantile regression with the new parameter q being fixed at the quantile of interest.

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codecov bot commented Nov 24, 2022

Codecov Report

Merging #6337 (6653917) into main (1a143b7) will increase coverage by 3.80%.
The diff coverage is 89.47%.

❗ Current head 6653917 differs from pull request most recent head 98f898c. Consider uploading reports for the commit 98f898c to get more accurate results

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@@            Coverage Diff             @@
##             main    #6337      +/-   ##
==========================================
+ Coverage   90.44%   94.25%   +3.80%     
==========================================
  Files         111      111              
  Lines       23985    24004      +19     
==========================================
+ Hits        21693    22624     +931     
+ Misses       2292     1380     -912     
Impacted Files Coverage Δ
pymc/distributions/continuous.py 97.67% <84.61%> (-0.18%) ⬇️
pymc/tests/distributions/test_continuous.py 99.76% <100.00%> (+<0.01%) ⬆️
pymc/tests/gp/test_gp.py 100.00% <0.00%> (ø)
pymc/distributions/shape_utils.py 97.87% <0.00%> (+0.42%) ⬆️
pymc/distributions/logprob.py 67.28% <0.00%> (+5.55%) ⬆️
pymc/step_methods/hmc/quadpotential.py 80.62% <0.00%> (+6.77%) ⬆️
pymc/model_graph.py 78.82% <0.00%> (+12.35%) ⬆️
pymc/distributions/timeseries.py 94.45% <0.00%> (+65.99%) ⬆️
pymc/tests/step_methods/hmc/test_quadpotential.py 95.81% <0.00%> (+95.81%) ⬆️
pymc/tests/distributions/test_timeseries.py 99.51% <0.00%> (+99.51%) ⬆️

@ricardoV94
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ricardoV94 commented Nov 24, 2022

Can you add a test? There are some tests for alternative parametrizations of other distributions that may be an easy template.

@aloctavodia aloctavodia merged commit 0654e7f into pymc-devs:main Nov 25, 2022
@aloctavodia aloctavodia deleted the alqr branch November 25, 2022 14:36
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2 participants