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lines changed Original file line number Diff line number Diff line change @@ -1673,6 +1673,12 @@ class AsymmetricLaplace(Continuous):
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\left({\frac{\\b}{\kappa + 1/\kappa}}\right)\,e^{-(x)\\b\,s\kappa ^{s}}}
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where s = sgn(x)
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+ Parameters
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+ ----------
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+ b:
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+ Scale parameter (b > 0)
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+ kappa:
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+ Symmetry parameter (kappa > 0)
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See also: https://en.wikipedia.org/wiki/Asymmetric_Laplace_distribution
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"""
@@ -1735,8 +1741,11 @@ def logp(self, value):
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-------
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TensorVariable
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"""
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- return tt .log (self .b / (self .kappa + (self .kappa ** - 1 ))) + (
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- - value * self .b * tt .sgn (value ) * (self .kappa ** tt .sgn (value ))
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+ return bound (
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+ tt .log (self .b / (self .kappa + (self .kappa ** - 1 )))
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+ + (- value * self .b * tt .sgn (value ) * (self .kappa ** tt .sgn (value ))),
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+ 0 < self .b ,
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+ 0 < self .kappa ,
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)
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