The Gumbel Distribution is incorrectly described #6478
Conversation
The version currently in PYTensor is the Gumbel Right Skew which gives the extreme maximum. Anyone using this to find the extreme minimum--in survival analysis for example, is using the wrong distribution. A sign change on the x and y inputs is an effective solution if the user is notified before hand.
| Univariate Gumbel right Skew log-likelihood. This parameterization will provide the extrem maximum value. | ||
| Those looking to find the extrem minimum provided by the left skew Gumbel should | ||
| invert the sign to all X and Y values (positive to negative and negative to positive). |
There was a problem hiding this comment.
| Univariate Gumbel right Skew log-likelihood. This parameterization will provide the extrem maximum value. | |
| Those looking to find the extrem minimum provided by the left skew Gumbel should | |
| invert the sign to all X and Y values (positive to negative and negative to positive). | |
| Univariate Gumbel right Skew log-likelihood. This parameterization will provide the extreme maximum value. | |
| Those looking to find the extreme minimum provided by the left skewed Gumbel should | |
| invert the sign to all X and Y values (positive to negative and negative to positive). |
fixes two typos and removes trailing whitespace which our pre-commit would complain about
There was a problem hiding this comment.
It also needs to be formatted as 1st sentence, a white line and then the more extense description to follow numpydoc: https://numpydoc.readthedocs.io/en/latest/format.html#sections
There was a problem hiding this comment.
Hell, sorry for not looking at these comments. I am dealing with wedding planning and work at the same time. will look into this around the end of February.
|
Anyone feels like picking this one up? |
|
It looks like it is only missing the corrections pointed out above. Let me know if I missed anything. |
|
Closing in favor of #6810. |
The version currently in PYTensor is the Gumbel Right Skew which gives the extreme maximum. Anyone using this to find the extreme minimum--in survival analysis for example, is using the wrong distribution. A sign change on the x and y inputs is an effective solution if the user is notified before hand.
What is this PR about?
...
Checklist
Major / Breaking Changes
New features
Bugfixes
Documentation
Univariate Gumbel right Skew log-likelihood. This parameterization will provide the extrem maximum value.
Those looking to find the extrem minimum provided by the left skew Gumbel should
invert the sign to all X and Y values (positive to negative and negative to positive).
Maintenance