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merged 2 commits into from
Mar 19, 2020
Merged

Improve documentation for distributions #3837

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3c22a9e
partially fixes #3688
Ahanmr Mar 19, 2020
25d4731
fixes #3688 sd deprecated to sigma
Ahanmr Mar 19, 2020
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53 changes: 52 additions & 1 deletion pymc3/distributions/continuous.py
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Original file line number Diff line number Diff line change
Expand Up @@ -476,6 +476,10 @@ class Normal(Continuous):
def __init__(self, mu=0, sigma=None, tau=None, sd=None, **kwargs):
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
self.sigma = self.sd = tt.as_tensor_variable(sigma)
self.tau = tt.as_tensor_variable(tau)
Expand Down Expand Up @@ -636,6 +640,10 @@ def __init__(self, mu=0, sigma=None, tau=None, lower=None, upper=None,
transform='auto', sd=None, *args, **kwargs):
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
self.sigma = self.sd = tt.as_tensor_variable(sigma)
self.tau = tt.as_tensor_variable(tau)
Expand Down Expand Up @@ -839,7 +847,10 @@ class HalfNormal(PositiveContinuous):
def __init__(self, sigma=None, tau=None, sd=None, *args, **kwargs):
if sd is not None:
sigma = sd

warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
super().__init__(*args, **kwargs)
tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)

Expand Down Expand Up @@ -1232,6 +1243,10 @@ def __init__(self, alpha=None, beta=None, mu=None, sigma=None,
super().__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
alpha, beta = self.get_alpha_beta(alpha, beta, mu, sigma)
self.alpha = alpha = tt.as_tensor_variable(floatX(alpha))
self.beta = beta = tt.as_tensor_variable(floatX(beta))
Expand Down Expand Up @@ -1788,6 +1803,10 @@ def __init__(self, mu=0, sigma=None, tau=None, sd=None, *args, **kwargs):
super().__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)

Expand Down Expand Up @@ -1959,6 +1978,10 @@ def __init__(self, nu, mu=0, lam=None, sigma=None, sd=None, *args, **kwargs):
super(StudentT, self).__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
self.nu = nu = tt.as_tensor_variable(floatX(nu))
lam, sigma = get_tau_sigma(tau=lam, sigma=sigma)
self.lam = lam = tt.as_tensor_variable(lam)
Expand Down Expand Up @@ -2519,6 +2542,10 @@ def __init__(self, alpha=None, beta=None, mu=None, sigma=None,
super().__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

alpha, beta = self.get_alpha_beta(alpha, beta, mu, sigma)
self.alpha = alpha = tt.as_tensor_variable(floatX(alpha))
Expand Down Expand Up @@ -2677,6 +2704,10 @@ def __init__(self, alpha=None, beta=None, mu=None, sigma=None, sd=None,

if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

alpha, beta = InverseGamma._get_alpha_beta(alpha, beta, mu, sigma)
self.alpha = alpha = tt.as_tensor_variable(floatX(alpha))
Expand Down Expand Up @@ -3032,6 +3063,10 @@ def __init__(self, nu=1, sigma=None, lam=None, sd=None,
super().__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

self.mode = tt.as_tensor_variable(0)
lam, sigma = get_tau_sigma(lam, sigma)
Expand Down Expand Up @@ -3172,6 +3207,10 @@ def __init__(self, mu=0., sigma=None, nu=None, sd=None,

if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

self.mu = mu = tt.as_tensor_variable(floatX(mu))
self.sigma = self.sd = sigma = tt.as_tensor_variable(floatX(sigma))
Expand Down Expand Up @@ -3456,6 +3495,10 @@ def __init__(self, mu=0.0, sigma=None, tau=None, alpha=1, sd=None,

if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
self.mu = mu = tt.as_tensor_variable(floatX(mu))
Expand Down Expand Up @@ -3877,6 +3920,10 @@ def __init__(self, nu=None, sigma=None, b=None, sd=None, *args, **kwargs):
super().__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

nu, b, sigma = self.get_nu_b(nu, b, sigma)
self.nu = nu = tt.as_tensor_variable(floatX(nu))
Expand Down Expand Up @@ -4148,6 +4195,10 @@ class LogitNormal(UnitContinuous):
def __init__(self, mu=0, sigma=None, tau=None, sd=None, **kwargs):
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
self.mu = mu = tt.as_tensor_variable(floatX(mu))
tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
self.sigma = self.sd = tt.as_tensor_variable(sigma)
Expand Down
5 changes: 5 additions & 0 deletions pymc3/distributions/mixture.py
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,7 @@
import numpy as np
import theano
import theano.tensor as tt
import warnings

from pymc3.util import get_variable_name
from ..math import logsumexp
Expand Down Expand Up @@ -610,6 +611,10 @@ class NormalMixture(Mixture):
def __init__(self, w, mu, sigma=None, tau=None, sd=None, comp_shape=(), *args, **kwargs):
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
_, sigma = get_tau_sigma(tau=tau, sigma=sigma)

self.mu = mu = tt.as_tensor_variable(mu)
Expand Down
6 changes: 3 additions & 3 deletions pymc3/distributions/multivariate.py
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Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,7 @@
from theano.tensor.slinalg import Cholesky
import pymc3 as pm

from pymc3.theanof import floatX
from pymc3.theanof import floatX, intX
from . import transforms
from pymc3.util import get_variable_name
from .distribution import (Continuous, Discrete, draw_values, generate_samples,
Expand Down Expand Up @@ -327,7 +327,7 @@ def logp(self, value):
TensorVariable
"""
quaddist, logdet, ok = self._quaddist(value)
k = value.shape[-1].astype(theano.config.floatX)
k = intX(value.shape[-1]).astype(theano.config.floatX)
norm = - 0.5 * k * pm.floatX(np.log(2 * np.pi))
return bound(norm - 0.5 * quaddist - logdet, ok)

Expand Down Expand Up @@ -441,7 +441,7 @@ def logp(self, value):
TensorVariable
"""
quaddist, logdet, ok = self._quaddist(value)
k = value.shape[-1].astype(theano.config.floatX)
k = intX(value.shape[-1]).astype(theano.config.floatX)

norm = (gammaln((self.nu + k) / 2.)
- gammaln(self.nu / 2.)
Expand Down
8 changes: 8 additions & 0 deletions pymc3/distributions/timeseries.py
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Original file line number Diff line number Diff line change
Expand Up @@ -123,6 +123,10 @@ def __init__(self, rho, sigma=None, tau=None,
super().__init__(*args, **kwargs)
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)

tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
self.sigma = self.sd = tt.as_tensor_variable(sigma)
Expand Down Expand Up @@ -210,6 +214,10 @@ def __init__(self, tau=None, init=Flat.dist(), sigma=None, mu=0.,
raise TypeError("GaussianRandomWalk must be supplied a non-zero shape argument!")
if sd is not None:
sigma = sd
warnings.warn(
"sd is deprecated, use sigma instead",
DeprecationWarning
)
tau, sigma = get_tau_sigma(tau=tau, sigma=sigma)
self.tau = tt.as_tensor_variable(tau)
sigma = tt.as_tensor_variable(sigma)
Expand Down