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Cap the values that Beta.random can generate. #3924

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Merged
merged 6 commits into from
May 15, 2020
Merged

Cap the values that Beta.random can generate. #3924

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aa6ae05
TST: Added test for the failing sampler
lucianopaz May 15, 2020
4c62f61
BUG: Make Beta.random to use the clipped random number generator
lucianopaz May 15, 2020
fd713be
DOC: Added to release notes
lucianopaz May 15, 2020
e53c1c4
Fix the PR link in the release notes
lucianopaz May 15, 2020
12e30f1
FIX: use scipy.stats and change ref_rand to point to clipped_beta_rvs
lucianopaz May 15, 2020
cb04b6b
FIX: Use np.maximum and np.minimum to work with scalars and arrays
lucianopaz May 15, 2020
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BUG: Make Beta.random to use the clipped random number generator
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@lucianopaz
lucianopaz committed May 15, 2020
commit 4c62f6179fa6a005877682e0516e70bfbe8dd7b8
3 changes: 2 additions & 1 deletion pymc3/distributions/continuous.py
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Expand Up @@ -32,6 +32,7 @@
from .dist_math import (
alltrue_elemwise, betaln, bound, gammaln, i0e, incomplete_beta, logpow,
normal_lccdf, normal_lcdf, SplineWrapper, std_cdf, zvalue,
clipped_beta_rvs,
)
from .distribution import (Continuous, draw_values, generate_samples)

Expand Down Expand Up @@ -1290,7 +1291,7 @@ def random(self, point=None, size=None):
"""
alpha, beta = draw_values([self.alpha, self.beta],
point=point, size=size)
return generate_samples(stats.beta.rvs, alpha, beta,
return generate_samples(clipped_beta_rvs, alpha, beta,
dist_shape=self.shape,
size=size)

Expand Down