Fixed: location of Z multiplier in Interpolated RV

pymc3/distributions/continuous.py

@@ -3768,7 +3768,7 @@ def logp(value, mu, sigma):
 class InterpolatedRV(RandomVariable):
     name = "interpolated"
     ndim_supp = 0
-    ndims_params = [0, 0, 0, 0]
+    ndims_params = [1, 1]
     dtype = "floatX"
     _print_name = ("Interpolated", "\\operatorname{Interpolated}")
 
@@ -3779,6 +3779,7 @@ def rng_fn(cls, rng, x, pdf, size=None):
         Z = interp.integral(x[0], x[-1])
         Z = at.as_tensor_variable(Z)
 
+        pdf = pdf / Z
         cdf = interp.antiderivative()(x) / Z
 
         p = rng.uniform(size=size)
@@ -3852,14 +3853,8 @@ class Interpolated(BoundedContinuous):
     @classmethod
     def dist(cls, x_points, pdf_points, *args, **kwargs):
 
-        interp = InterpolatedUnivariateSpline(x_points, pdf_points, k=1, ext="zeros")
-
-        Z = interp.integral(x_points[0], x_points[-1])
-        Z = at.as_tensor_variable(Z)
-
-        pdf_points = pdf_points / Z
-
-        # cdf_points = interp.antiderivative()(x_points) / Z
+        x_points = at.as_tensor_variable(floatX(x_points))
+        pdf_points = at.as_tensor_variable(floatX(pdf_points))
 
         # lower = at.as_tensor_variable(x_points[0])
         # upper = at.as_tensor_variable(x_points[-1])