Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Piecewise distribution #1798

Open
Strategy24 opened this issue Mar 15, 2024 · 0 comments
Open

Piecewise distribution #1798

Strategy24 opened this issue Mar 15, 2024 · 0 comments

Comments

@Strategy24
Copy link

How can I write a piecewise distribution?

I want a distribution that consists of 3 distributions, each defined on it's range:

    { Gamma(a-, b-)(-x), when x < 0
y = { 0, when x = 0
    { Gamma(a+, b+)(x), when x > 0

It looks like a mixture of a Deterministic and a two-piece distribution, similar to TwoPieceNormal or TwoPieceStudentT, but with 2 Gamma functions.

Is it possible to define a piecewise distribution similar way to defining a Mixture?
Or is is possible to build it by writing a transformation of some existing "TwoPiece" distribution?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant