Fix unit_variance_derivative (#357)

Quantco · Apr 13, 2021 · 9dabe47 · 9dabe47
1 parent 81e3615
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diff --git a/CHANGELOG.rst b/CHANGELOG.rst
@@ -7,6 +7,15 @@
 Changelog
 =========
 
+1.3.1 - 2021-04-12
+------------------
+
+**Bug fix**:
+
+- :func:`quantcore.glm._distribution.unit_variance_derivative` is
+  evaluating a proper numexpr expression again (regression in 1.3.0).
+
+
 1.3.0 - 2021-04-12
 ------------------
 

diff --git a/src/quantcore/glm/_distribution.py b/src/quantcore/glm/_distribution.py
@@ -515,9 +515,9 @@ def unit_variance(self, mu: np.ndarray) -> np.ndarray:
         return numexpr.evaluate("mu ** p")
 
     def unit_variance_derivative(self, mu: np.ndarray) -> np.ndarray:
-        """Compute the derivative of the unit variance of a Tweedie distribution.
+        r"""Compute the derivative of the unit variance of a Tweedie distribution.
 
-        Equation: ``v(mu) = power * mu^(power-1)``.
+        Equation: :math:`v(\mu) = p \times \mu^{(p-1)}`.
 
         Parameters
         ----------
@@ -529,7 +529,7 @@ def unit_variance_derivative(self, mu: np.ndarray) -> np.ndarray:
         numpy.ndarray, shape (n_samples,)
         """
         p = self.power  # noqa: F841
-        return numexpr.evaluate("p × mu^(p - 1)")
+        return numexpr.evaluate("p * mu ** (p - 1)")
 
     def unit_deviance(self, y, mu):
         """Get the deviance of each observation."""