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45 lines
1.7 KiB
Python
45 lines
1.7 KiB
Python
# Copyright 2018 The JAX Authors.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# https://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import scipy.stats as osp_stats
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from jax import lax
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import jax.numpy as jnp
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from jax._src.lax.lax import _const as _lax_const
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from jax._src.numpy.util import implements, promote_args_inexact
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from jax._src.typing import Array, ArrayLike
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from jax.scipy.special import xlogy, gammaln, gammaincc
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@implements(osp_stats.poisson.logpmf, update_doc=False)
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def logpmf(k: ArrayLike, mu: ArrayLike, loc: ArrayLike = 0) -> Array:
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k, mu, loc = promote_args_inexact("poisson.logpmf", k, mu, loc)
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zero = _lax_const(k, 0)
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x = lax.sub(k, loc)
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log_probs = xlogy(x, mu) - gammaln(x + 1) - mu
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return jnp.where(lax.lt(x, zero), -jnp.inf, log_probs)
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@implements(osp_stats.poisson.pmf, update_doc=False)
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def pmf(k: ArrayLike, mu: ArrayLike, loc: ArrayLike = 0) -> Array:
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return jnp.exp(logpmf(k, mu, loc))
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@implements(osp_stats.poisson.cdf, update_doc=False)
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def cdf(k: ArrayLike, mu: ArrayLike, loc: ArrayLike = 0) -> Array:
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k, mu, loc = promote_args_inexact("poisson.logpmf", k, mu, loc)
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zero = _lax_const(k, 0)
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x = lax.sub(k, loc)
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p = gammaincc(jnp.floor(1 + x), mu)
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return jnp.where(lax.lt(x, zero), zero, p)
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