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Added icdf for HalfStudentT; tests #7919

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Added icdf for HalfStudentT; tests #7919

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7 changes: 7 additions & 0 deletions pymc/distributions/continuous.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2825,6 +2825,13 @@ def logp(value, nu, sigma):
msg="sigma > 0, nu > 0",
)

def icdf(value, nu, sigma):
# Map half-t quantiles to full StudentT quantiles:
# F_half^{-1}(u) = F_t^{-1}((u + 1)/2; nu, mu=0, sigma)
res = icdf(StudentT.dist(nu, 0.0, sigma), (value + 1.0) / 2.0)
res = check_icdf_value(res, value)
return res


class ExGaussianRV(SymbolicRandomVariable):
name = "exgaussian"
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7 changes: 7 additions & 0 deletions tests/distributions/test_continuous.py
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Original file line number Diff line number Diff line change
Expand Up @@ -575,6 +575,13 @@ def test_studentt_icdf(self):
lambda q, nu, mu, sigma: st.t.ppf(q, nu, mu, sigma),
)

def test_halfstudentt_icdf(self):
check_icdf(
pm.HalfStudentT,
{"nu": Rplusbig, "sigma": Rplusbig},
lambda q, nu, sigma: st.t.ppf(0.5 * (q + 1.0), nu, 0.0, sigma),
)

@pytest.mark.skipif(
condition=(pytensor.config.floatX == "float32"),
reason="Fails on float32 due to numerical issues",
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