34 lines
1.3 KiB
Python
34 lines
1.3 KiB
Python
# Copyright 2022 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
|
|
from jax._src.numpy.util import _wraps, promote_args_inexact
|
|
from jax._src.typing import Array, ArrayLike
|
|
|
|
|
|
@_wraps(osp_stats.gennorm.logpdf, update_doc=False)
|
|
def logpdf(x: ArrayLike, p: ArrayLike) -> Array:
|
|
x, p = promote_args_inexact("gennorm.logpdf", x, p)
|
|
return lax.log(.5 * p) - lax.lgamma(1/p) - lax.abs(x)**p
|
|
|
|
@_wraps(osp_stats.gennorm.cdf, update_doc=False)
|
|
def cdf(x: ArrayLike, p: ArrayLike) -> Array:
|
|
x, p = promote_args_inexact("gennorm.cdf", x, p)
|
|
return .5 * (1 + lax.sign(x) * lax.igamma(1/p, lax.abs(x)**p))
|
|
|
|
@_wraps(osp_stats.gennorm.pdf, update_doc=False)
|
|
def pdf(x: ArrayLike, p: ArrayLike) -> Array:
|
|
return lax.exp(logpdf(x, p))
|