37 lines
1.5 KiB
Python
37 lines
1.5 KiB
Python
|
# Copyright 2018 The JAX Authors.
|
||
|
|
#
|
||
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
||
|
|
# you may not use this file except in compliance with the License.
|
||
|
|
# You may obtain a copy of the License at
|
||
|
|
#
|
||
|
|
# https://www.apache.org/licenses/LICENSE-2.0
|
||
|
|
#
|
||
|
|
# Unless required by applicable law or agreed to in writing, software
|
||
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
||
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||
|
|
# See the License for the specific language governing permissions and
|
||
|
|
# limitations under the License.
|
||
|
|
|
||
|
|
|
||
|
|
import scipy.stats as osp_stats
|
||
|
|
|
||
|
|
from jax import lax
|
||
|
|
import jax.numpy as jnp
|
||
|
|
from jax._src.lax.lax import _const as _lax_const
|
||
|
|
from jax._src.numpy.util import _wraps, promote_args_inexact
|
||
|
|
from jax._src.typing import Array, ArrayLike
|
||
|
|
|
||
|
|
|
||
|
|
@_wraps(osp_stats.pareto.logpdf, update_doc=False)
|
||
|
|
def logpdf(x: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
|
||
|
|
x, b, loc, scale = promote_args_inexact("pareto.logpdf", x, b, loc, scale)
|
||
|
|
one = _lax_const(x, 1)
|
||
|
|
scaled_x = lax.div(lax.sub(x, loc), scale)
|
||
|
|
normalize_term = lax.log(lax.div(scale, b))
|
||
|
|
log_probs = lax.neg(lax.add(normalize_term, lax.mul(lax.add(b, one), lax.log(scaled_x))))
|
||
|
|
return jnp.where(lax.lt(x, lax.add(loc, scale)), -jnp.inf, log_probs)
|
||
|
|
|
||
|
|
@_wraps(osp_stats.pareto.pdf, update_doc=False)
|
||
|
|
def pdf(x: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
|
||
|
|
return lax.exp(logpdf(x, b, loc, scale))
|