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logitnormal + unit_tests#59

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ujohn33 wants to merge 1 commit intoStatMixedML:masterfrom
ujohn33:feat/logitnormal
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logitnormal + unit_tests#59
ujohn33 wants to merge 1 commit intoStatMixedML:masterfrom
ujohn33:feat/logitnormal

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@ujohn33
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@ujohn33 ujohn33 commented Dec 16, 2025

This PR adds support for a Logit-Normal distribution to LightGBMLSS.

Summary
• Introduces a new LogitNormal distribution implemented as a transformed Normal with a sigmoid link
• Ensures correct support on (0, 1) via SigmoidTransform
• Integrates with the existing DistributionClass API
• Registers the distribution so it can be selected like other univariate continuous distributions
• Includes unit tests following the existing test structure

This PR is intentionally scoped to LogitNormal only, as discussed, and does not include unrelated refactors.

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ujohn33 commented Jan 27, 2026

@StatMixedML @nucflash please have a look once you find time

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