jax._src.scipy.stats.pareto 源代码
# Copyright 2018 The JAX Authors.
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# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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# https://www.apache.org/licenses/LICENSE-2.0
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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 promote_args_inexact
from jax._src.typing import Array, ArrayLike
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def logpdf(x: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
r"""Pareto log probability distribution function.
JAX implementation of :obj:`scipy.stats.pareto` ``logpdf``.
The Pareto probability density function is given by
.. math::
f(x, b) = \begin{cases}
bx^{-(b+1)} & x \ge 1\\
0 & x < 1
\end{cases}
and is defined for :math:`b > 0`.
Args:
x: arraylike, value at which to evaluate the PDF
b: arraylike, distribution shape parameter
loc: arraylike, distribution offset parameter
scale: arraylike, distribution scale parameter
Returns:
array of logpdf values.
See Also:
:func:`jax.scipy.stats.pareto.pdf`
"""
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)
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def pdf(x: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
r"""Pareto probability distribution function.
JAX implementation of :obj:`scipy.stats.pareto` ``pdf``.
The Pareto probability density function is given by
.. math::
f(x, b) = \begin{cases}
bx^{-(b+1)} & x \ge 1\\
0 & x < 1
\end{cases}
and is defined for :math:`b > 0`.
Args:
x: arraylike, value at which to evaluate the PDF
b: arraylike, distribution shape parameter
loc: arraylike, distribution offset parameter
scale: arraylike, distribution scale parameter
Returns:
array of pdf values.
See Also:
:func:`jax.scipy.stats.pareto.logpdf`
"""
return lax.exp(logpdf(x, b, loc, scale))