Add HalfCauchy moment

Author: lucianopaz

pymc/distributions/continuous.py

@@ -2106,6 +2106,12 @@ def dist(cls, beta, *args, **kwargs):
         assert_negative_support(beta, "beta", "HalfCauchy")
         return super().dist([0.0, beta], **kwargs)
 
+    def get_moment(rv, size, loc, beta):
+        mean = beta
+        if not rv_size_is_none(size):
+            mean = at.full(size, mean)
+        return mean
+
     def logcdf(value, loc, beta):
         """
         Compute the log of the cumulative distribution function for HalfCauchy distribution

pymc/tests/test_distributions_moments.py

@@ -6,6 +6,7 @@
     Beta,
     Cauchy,
     Exponential,
+    HalfCauchy,
     HalfNormal,
     Kumaraswamy,
     Laplace,
@@ -262,3 +263,22 @@ def test_lognormal_moment(mu, sigma, size, expected):
     with Model() as model:
         LogNormal("x", mu=mu, sigma=sigma, size=size)
     assert_moment_is_expected(model, expected)
+
+
+@pytest.mark.parametrize(
+    "beta, size, expected",
+    [
+        (1, None, 1),
+        (1, 5, np.ones(5)),
+        (np.arange(5), None, np.arange(5)),
+        (
+            np.arange(5),
+            (2, 5),
+            np.full((2, 5), np.arange(5)),
+        ),
+    ],
+)
+def test_halfcauchy_moment(beta, size, expected):
+    with Model() as model:
+        HalfCauchy("x", beta=beta, size=size)
+    assert_moment_is_expected(model, expected)