Implement LeftCensoredDistribution and RightCensoredDistribution #2081
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added 2 commits
October 6, 2025 21:41
vanAmsterdam
changed the title
added 2 commits
October 8, 2025 16:18
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I've removed the tutorial / notebook from this PR to chop up the work |
vanAmsterdam
commented
Oct 10, 2025
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| @validate_sample | ||
| def log_prob(self, value: ArrayLike) -> ArrayLike: | ||
| minval = 1e-7 |
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this minval was needed to not get -inf in the subsequent log(1-cdf(x)) calculation for observations with very high tail censored observations; this is what I'm most unsure about
vanAmsterdam
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Implements
LeftCensoredDistributionandRightCensoredDistributionThese distributions take any
base_distwith acdfmethod implemented and allow for handling left-or-right censored data. See Issue #1909.Current status