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18 changes: 12 additions & 6 deletions pymc/distributions/discrete.py
Original file line number Diff line number Diff line change
Expand Up @@ -961,19 +961,25 @@ def logcdf(value, good, bad, n):
)

N = good + bad
# TODO: Use lower upper in locgdf for smarter logsumexp?
safe_lower = pt.switch(pt.lt(value, 0), value, 0)
lower = pt.switch(pt.gt(n - bad, 0), n - bad, 0)
upper = pt.switch(pt.lt(good, n), good, n)

safe_value = pt.switch(
pt.lt(value, lower),
lower,
pt.switch(pt.lt(value, upper), value, upper),
)

res = pt.switch(
pt.lt(value, 0),
pt.lt(value, lower),
-np.inf,
pt.switch(
pt.lt(value, n),
pt.lt(value, upper),
pt.logsumexp(
HyperGeometric.logp(pt.arange(safe_lower, value + 1), good, bad, n),
HyperGeometric.logp(pt.arange(lower, safe_value + 1), good, bad, n),
keepdims=False,
),
0,
0.0,
),
)

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31 changes: 31 additions & 0 deletions tests/distributions/test_discrete.py
Original file line number Diff line number Diff line change
Expand Up @@ -196,6 +196,37 @@ def modified_scipy_hypergeom_logcdf(value, N, k, n):
{"N": N_domain, "k": k_domain, "n": n_domain},
)

@pytest.mark.parametrize(
"N, k, n, val, expected",
[
# Case 1: lower > 0 (N=10, k=8, n=5 -> bad=2, lower = max(0, 5 - 2) = 3, upper = 5)
# Values below lower bound must evaluate to -inf
(10, 8, 5, -2, -np.inf),
(10, 8, 5, -1, -np.inf),
(10, 8, 5, 0, -np.inf),
(10, 8, 5, 1, -np.inf),
(10, 8, 5, 2, -np.inf),
# Values inside support [3, 5]
(10, 8, 5, 3, st.hypergeom(10, 8, 5).logcdf(3)),
(10, 8, 5, 4, st.hypergeom(10, 8, 5).logcdf(4)),
(10, 8, 5, 5, 0.0),
# Values above upper bound must evaluate to 0.0
(10, 8, 5, 6, 0.0),
(10, 8, 5, 10, 0.0),
# Case 2: upper < n (N=12, k=2, n=5 -> good=2, bad=10, lower = 0, upper = min(2, 5) = 2)
(12, 2, 5, -1, -np.inf),
(12, 2, 5, 0, st.hypergeom(12, 2, 5).logcdf(0)),
(12, 2, 5, 1, st.hypergeom(12, 2, 5).logcdf(1)),
(12, 2, 5, 2, 0.0),
(12, 2, 5, 3, 0.0),
(12, 2, 5, 5, 0.0),
],
)
def test_hypergeometric_logcdf_bounds(self, N, k, n, val, expected):
dist = pm.HyperGeometric.dist(N=N, k=k, n=n)
actual = pm.logcdf(dist, val).eval()
np.testing.assert_allclose(actual, expected, rtol=1e-6, atol=1e-12)

@pytest.mark.xfail(
condition=(pytensor.config.floatX == "float32"),
reason="SciPy log CDF stopped working after un-pinning NumPy version.",
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