Skip to content

Add multiple parameterizations #4

@mdhaber

Description

@mdhaber

I was thinking that a parameterization number could be added as a (discrete) shape parameter.

The make_distribution documentation describes how a process_parameters method can be used to preprocess parameter when there are multiple parameterizations (e.g. see the MyBeta example). That is a little different because there we actually want the user to use different keywords to provide the parameters for the different parameterizations.

Here, I think we'd still use a and b (or alpha and beta, and maybe we'll have to add mu and delta) and a new parameterization (p?) shape parameter. There would just be one parameterization as far as the infrastructure is concerned. I don't remember the details of the Stable distribution parameterizations, but the process_parameters method might still be useful if the shape parameters need to be pre-processed (e.g. converted to equivalents in S0 parameterization).

There may need to be additional pre-processing of the argument x to methods like pdf and post-processing of the output of methods like icdf/sample/moment. I'm just suggesting that hopefully the moment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type
    No fields configured for issues without a type.

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions