Stabilize wrapped Laplace PDFs for extreme skew - #5246
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Bug
WrappedLaplaceDistribution.pdf(...)formed the skew mixture asFor a large but finite skew parameter,
kappa**2can overflow even though the normalized density is finite. For example,lambda_=1andkappa=1e200should be close to the uniform density, but the previous implementation raises under strict NumPy overflow handling (or produces non-finite intermediate values otherwise).Fix
Evaluate the same normalized mixture in a scale-free form:
kappa <= 1, retain the directkappa * kappaweighting;kappa > 1, divide numerator and denominator bykappa**2and use(1 / kappa) * (1 / kappa).This avoids squaring a large skew parameter while preserving the ordinary parameter path.
Regression coverage
Add a NumPy regression with
kappa=1e200under strict overflow, invalid, and divide handling. It verifies that the PDF remains finite and approaches1 / (2*pi)rather than failing during mixture normalization.Validation
overflow encountered in squarefailure;main;GitHub Actions is authoritative for the full backend, lint, packaging, documentation, and integration matrix.