prior

Class that represents a prior distribution.

The Prior class is a wrapper around PyMC distributions that allows the user to create outside of the PyMC model.

Note

This module has been deprecated and is moved to pymc_extras.prior.

This is the alternative to using the dictionaries in PyMC-Marketing models.

Examples

Create a normal prior.

from pymc_extras.prior import Prior

normal = Prior("Normal")

Create a hierarchical normal prior by using distributions for the parameters and specifying the dims.

hierarchical_normal = Prior(
    "Normal",
    mu=Prior("Normal"),
    sigma=Prior("HalfNormal"),
    dims="channel",
)

Create a non-centered hierarchical normal prior with the centered parameter.

non_centered_hierarchical_normal = Prior(
    "Normal",
    mu=Prior("Normal"),
    sigma=Prior("HalfNormal"),
    dims="channel",
    # Only change needed to make it non-centered
    centered=False,
)

Create a hierarchical beta prior by using Beta distribution, distributions for the parameters, and specifying the dims.

hierarchical_beta = Prior(
    "Beta",
    alpha=Prior("HalfNormal"),
    beta=Prior("HalfNormal"),
    dims="channel",
)

Create a transformed hierarchical normal prior by using the transform parameter. Here the “sigmoid” transformation comes from pm.math.

transformed_hierarchical_normal = Prior(
    "Normal",
    mu=Prior("Normal"),
    sigma=Prior("HalfNormal"),
    transform="sigmoid",
    dims="channel",
)

Create a prior with a custom transform function by registering it with register_tensor_transform.

from pymc_extras.prior import register_tensor_transform


def custom_transform(x):
    return x**2


register_tensor_transform("square", custom_transform)

custom_distribution = Prior("Normal", transform="square")

Functions

deserialize_alternative_prior(data)	Alternative deserializer that recursively handles all nested parameters.
is_alternative_prior(data)	Check if the data is a dictionary representing a Prior (alternative check).
warn_class_deprecation(func)	Warn about the deprecation of this module.
warn_function_deprecation(func)	Warn about the deprecation of this function.

Classes

Censored(distribution[, lower, upper])	Backwards-compatible wrapper for the CensoredPrior class.
Prior(*args, **kwargs)	Backwards-compatible wrapper for the Prior class.
Scaled(*args, **kwargs)	Backwards-compatible wrapper for the ScaledPrior class.