Merge branch 'pymc-devs:main' into distributions_parameter

Author: iykat

pymc/distributions/continuous.py

@@ -1385,6 +1385,15 @@ def logcdf(value, mu):
             msg="lam >= 0",
         )
 
+    def icdf(value, mu):
+        res = -mu * pt.log(1 - value)
+        res = check_icdf_value(res, value)
+        return check_icdf_parameters(
+            res,
+            mu >= 0,
+            msg="mu >= 0",
+        )
+
 
 class Laplace(Continuous):
     r"""

tests/distributions/test_continuous.py

@@ -438,6 +438,11 @@ def test_exponential(self):
             {"lam": Rplus},
             lambda value, lam: st.expon.logcdf(value, 0, 1 / lam),
         )
+        check_icdf(
+            pm.Exponential,
+            {"lam": Rplus},
+            lambda q, lam: st.expon.ppf(q, loc=0, scale=1 / lam),
+        )
 
     def test_laplace(self):
         check_logp(