# 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))