Refactored code based on Junpeng's comment

pymc-devs · Aug 12, 2020 · 220282a · 220282a
1 parent 3ee52c2
commit 220282a
Showing 1 changed file with 7 additions and 12 deletions.
diff --git a/pymc3/distributions/continuous.py b/pymc3/distributions/continuous.py
@@ -3268,21 +3268,16 @@ def logp(self, value):
         sigma = self.sigma
         nu = self.nu
 
+        standardized_val = (value - mu) / sigma
+        cdf_val = std_cdf(standardized_val - sigma / nu)
+        cdf_val_safe = tt.switch(tt.eq(cdf_val, 0), np.finfo(floatX).eps, cdf_val)
+
         # This condition is suggested by exGAUS.R from gamlss
         lp = tt.switch(
             tt.gt(nu, 0.05 * sigma),
-            -tt.log(nu)
-            + (mu - value) / nu
-            + 0.5 * (sigma / nu) ** 2
-            + logpow(
-                tt.switch(
-                    tt.eq(std_cdf((value - mu) / sigma - sigma / nu), 0),
-                    np.finfo(float).eps,
-                    std_cdf((value - mu) / sigma - sigma / nu)
-                ),
-                1.0
-            ),
-            -tt.log(sigma * tt.sqrt(2 * np.pi)) - 0.5 * ((value - mu) / sigma) ** 2,
+            -tt.log(nu) + (mu - value) / nu + 0.5 * (sigma / nu) ** 2 + logpow(
+                cdf_val_safe, 1.0),
+            -tt.log(sigma * tt.sqrt(2 * np.pi)) - 0.5 * standardized_val ** 2,
         )
 
         return bound(lp, sigma > 0., nu > 0.)