added logit normal icdf and test

Author: jnetzel1

pymc/distributions/continuous.py

@@ -3700,6 +3700,12 @@ def logp(value, mu, sigma):
             msg="tau > 0",
         )
 
+    def icdf(value, mu, sigma):
+        # F^{-1}_{LogitNormal}(q) = sigmoid( mu + sigma * Phi^{-1}(q) )
+        # where Phi^{-1} is the Normal icdf
+        res = invlogit(icdf(Normal.dist(mu, sigma), value))
+        res = check_icdf_value(res, value)
+        return check_icdf_parameters(res, sigma > 0, msg="sigma > 0")
 
 def _interpolated_argcdf(p, pdf, cdf, x):
     if np.prod(cdf.shape[:-1]) != 1 or np.prod(pdf.shape[:-1]) != 1 or np.prod(x.shape[:-1]) != 1:

tests/distributions/test_continuous.py

@@ -872,6 +872,12 @@ def test_logitnormal(self):
             ),
             decimal=select_by_precision(float64=6, float32=1),
         )
+        check_icdf(
+            pm.LogitNormal,
+            {"mu": R, "sigma": Rplus},
+            lambda q, mu, sigma: sp.expit(mu + sigma * st.norm.ppf(q)),
+            decimal=select_by_precision(float64=12, float32=5),
+        )
 
     @pytest.mark.skipif(
         condition=(pytensor.config.floatX == "float32"),