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35 lines
1.3 KiB
Python
35 lines
1.3 KiB
Python
# Copyright 2018 Google LLC
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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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from jax._src.numpy.util import _wraps
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from jax._src.numpy.lax_numpy import _promote_args_inexact, _constant_like, inf, where
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@_wraps(osp_stats.pareto.logpdf, update_doc=False)
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def logpdf(x, b, loc=0, scale=1):
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x, b, loc, scale = _promote_args_inexact("pareto.logpdf", x, b, loc, scale)
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one = _constant_like(x, 1)
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scaled_x = lax.div(lax.sub(x, loc), scale)
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normalize_term = lax.log(lax.div(scale, b))
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log_probs = lax.neg(lax.add(normalize_term, lax.mul(lax.add(b, one), lax.log(scaled_x))))
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return where(lax.lt(x, lax.add(loc, scale)), -inf, log_probs)
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@_wraps(osp_stats.pareto.pdf, update_doc=False)
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def pdf(x, b, loc=0, scale=1):
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return lax.exp(logpdf(x, b, loc, scale))
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