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Better numerics for Beta distribution (#2622)
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pymc3/distributions/continuous.py

Lines changed: 7 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -634,8 +634,13 @@ def logp(self, value):
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alpha = self.alpha
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beta = self.beta
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637-
return bound(logpow(value, alpha - 1) + logpow(1 - value, beta - 1)
638-
- betaln(alpha, beta),
637+
logval = tt.log(value)
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log1pval = tt.log1p(-value)
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logp = (tt.switch(tt.eq(alpha, 1), 0, (alpha - 1) * logval)
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+ tt.switch(tt.eq(beta, 1), 0, (beta - 1) * log1pval)
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- betaln(alpha, beta))
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return bound(logp,
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value >= 0, value <= 1,
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alpha > 0, beta > 0)
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