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Use log probability for distribution fitting - #85

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migration/log-probability
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jonathanberthias wants to merge 2 commits into
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migration/log-probability

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@jonathanberthias jonathanberthias commented Sep 27, 2026 •

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The opt-in distribution path originally required density, CDF, and quantile methods, and likelihood fitting called logpdf. Discrete and multivariate laws cannot always provide those operations, while a future backend should not have to implement SciPy method names to satisfy the statistical core.

This PR makes pointwise log_prob the common scoring method and uses it for likelihood fitting. Continuous density, CDF, and quantile methods stay on a univariate continuous subtype. Its pdf and logpdf methods are conveniences built on log_prob; the SciPy adapter, truncation, GEV, and GPD implement the common method directly.

This establishes the scoring boundary without adding a general shape or backend framework. The legacy public distribution imports remain in place.

@jonathanberthias
jonathanberthias force-pushed the migration/explicit-state-profiler branch from 3e0f5b9 to 6d69535 Compare September 27, 2026 13:51
@jonathanberthias
jonathanberthias force-pushed the migration/log-probability branch 2 times, most recently from 360f181 to 7707140 Compare September 27, 2026 20:27
@jonathanberthias
jonathanberthias force-pushed the migration/explicit-state-profiler branch 2 times, most recently from 4e1e242 to fd2630a Compare October 2, 2026 22:25
@jonathanberthias
jonathanberthias force-pushed the migration/log-probability branch from 7f1ac6f to 654c6ff Compare October 2, 2026 22:25
@jonathanberthias
jonathanberthias force-pushed the migration/log-probability branch from 654c6ff to 7a83104 Compare October 3, 2026 11:02
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