2020-10-16 20:35:19 -04:00

37 lines
1.4 KiB
Python

# Copyright 2018 Google LLC
#
# 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
from jax._src.numpy.lax_numpy import (_promote_args_inexact, _constant_like,
where, inf)
from jax.scipy.special import gammaln
@_wraps(osp_stats.gamma.logpdf, update_doc=False)
def logpdf(x, a, loc=0, scale=1):
x, a, loc, scale = _promote_args_inexact("gamma.logpdf", x, a, loc, scale)
one = _constant_like(x, 1)
y = lax.div(lax.sub(x, loc), scale)
log_linear_term = lax.sub(lax.mul(lax.sub(a, one), lax.log(y)), y)
shape_terms = lax.add(gammaln(a), lax.log(scale))
log_probs = lax.sub(log_linear_term, shape_terms)
return where(lax.lt(x, loc), -inf, log_probs)
@_wraps(osp_stats.gamma.pdf, update_doc=False)
def pdf(x, a, loc=0, scale=1):
return lax.exp(logpdf(x, a, loc, scale))