# 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 from jax.scipy.special import gammaln, xlogy, gammainc, gammaincc @_wraps(osp_stats.gamma.logpdf, update_doc=False) def logpdf(x: ArrayLike, a: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: x, a, loc, scale = promote_args_inexact("gamma.logpdf", x, a, loc, scale) one = _lax_const(x, 1) y = lax.div(lax.sub(x, loc), scale) log_linear_term = lax.sub(xlogy(lax.sub(a, one), y), y) shape_terms = lax.add(gammaln(a), lax.log(scale)) log_probs = lax.sub(log_linear_term, shape_terms) return jnp.where(lax.lt(x, loc), -jnp.inf, log_probs) @_wraps(osp_stats.gamma.pdf, update_doc=False) def pdf(x: ArrayLike, a: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: return lax.exp(logpdf(x, a, loc, scale)) @_wraps(osp_stats.gamma.cdf, update_doc=False) def cdf(x: ArrayLike, a: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: x, a, loc, scale = promote_args_inexact("gamma.cdf", x, a, loc, scale) return gammainc( a, lax.clamp( _lax_const(x, 0), lax.div(lax.sub(x, loc), scale), _lax_const(x, jnp.inf), ) ) @_wraps(osp_stats.gamma.logcdf, update_doc=False) def logcdf(x: ArrayLike, a: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: return lax.log(cdf(x, a, loc, scale)) @_wraps(osp_stats.gamma.sf, update_doc=False) def sf(x: ArrayLike, a: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: x, a, loc, scale = promote_args_inexact("gamma.sf", x, a, loc, scale) return gammaincc(a, lax.div(lax.sub(x, loc), scale))