Skip to content

Support for TruncatedDistribution #895

@fehiepsi

Description

@fehiepsi

Currently, we have one-side truncated normal and cauchy implemented. But it would be nice to add a general class, which uses cdf method, for other distributions. There is a nice discussion here for context on relevant numerical issues.

cc @fritzo

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementNew feature or request

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions