Source code for jax._src.scipy.stats.beta

# 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, logical_or)
from jax.scipy.special import betaln


[docs]@_wraps(osp_stats.beta.logpdf, update_doc=False) def logpdf(x, a, b, loc=0, scale=1): x, a, b, loc, scale = _promote_args_inexact("beta.logpdf", x, a, b, loc, scale) one = _constant_like(x, 1) shape_term = lax.neg(betaln(a, b)) y = lax.div(lax.sub(x, loc), scale) log_linear_term = lax.add(lax.mul(lax.sub(a, one), lax.log(y)), lax.mul(lax.sub(b, one), lax.log1p(lax.neg(y)))) log_probs = lax.sub(lax.add(shape_term, log_linear_term), lax.log(scale)) return where(logical_or(lax.gt(x, lax.add(loc, scale)), lax.lt(x, loc)), -inf, log_probs)
[docs]@_wraps(osp_stats.beta.pdf, update_doc=False) def pdf(x, a, b, loc=0, scale=1): return lax.exp(logpdf(x, a, b, loc, scale))