# Copyright 2018 The JAX Authors. # # 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. 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 from jax.scipy.special import xlogy, xlog1py def logpmf(k: ArrayLike, p: ArrayLike, loc: ArrayLike = 0) -> Array: r"""Bernoulli log probability mass function. JAX implementation of :obj:`scipy.stats.bernoulli` ``logpmf`` The Bernoulli probability mass function is defined as .. math:: f(k) = \begin{cases} 1 - p, & k = 0 \\ p, & k = 1 \\ 0, & \mathrm{otherwise} \end{cases} Args: k: arraylike, value at which to evaluate the PMF p: arraylike, distribution shape parameter loc: arraylike, distribution offset Returns: array of logpmf values See Also: - :func:`jax.scipy.stats.bernoulli.cdf` - :func:`jax.scipy.stats.bernoulli.pmf` - :func:`jax.scipy.stats.bernoulli.ppf` """ k, p, loc = promote_args_inexact("bernoulli.logpmf", k, p, loc) zero = _lax_const(k, 0) one = _lax_const(k, 1) x = lax.sub(k, loc) log_probs = xlogy(x, p) + xlog1py(lax.sub(one, x), -p) return jnp.where(jnp.logical_or(lax.lt(x, zero), lax.gt(x, one)), -jnp.inf, log_probs) def pmf(k: ArrayLike, p: ArrayLike, loc: ArrayLike = 0) -> Array: r"""Bernoulli probability mass function. JAX implementation of :obj:`scipy.stats.bernoulli` ``pmf`` The Bernoulli probability mass function is defined as .. math:: f(k) = \begin{cases} 1 - p, & k = 0 \\ p, & k = 1 \\ 0, & \mathrm{otherwise} \end{cases} Args: k: arraylike, value at which to evaluate the PMF p: arraylike, distribution shape parameter loc: arraylike, distribution offset Returns: array of pmf values See Also: - :func:`jax.scipy.stats.bernoulli.cdf` - :func:`jax.scipy.stats.bernoulli.logpmf` - :func:`jax.scipy.stats.bernoulli.ppf` """ return jnp.exp(logpmf(k, p, loc)) def cdf(k: ArrayLike, p: ArrayLike) -> Array: r"""Bernoulli cumulative distribution function. JAX implementation of :obj:`scipy.stats.bernoulli` ``cdf`` The Bernoulli cumulative distribution function is defined as: .. math:: f_{cdf}(k, p) = \sum_{i=0}^k f_{pmf}(k, p) where :math:`f_{pmf}(k, p)` is the Bernoulli probability mass function :func:`jax.scipy.stats.bernoulli.pmf`. Args: k: arraylike, value at which to evaluate the CDF p: arraylike, distribution shape parameter loc: arraylike, distribution offset Returns: array of cdf values See Also: - :func:`jax.scipy.stats.bernoulli.logpmf` - :func:`jax.scipy.stats.bernoulli.pmf` - :func:`jax.scipy.stats.bernoulli.ppf` """ k, p = promote_args_inexact('bernoulli.cdf', k, p) zero, one = _lax_const(k, 0), _lax_const(k, 1) conds = [ jnp.isnan(k) | jnp.isnan(p) | (p < zero) | (p > one), lax.lt(k, zero), jnp.logical_and(lax.ge(k, zero), lax.lt(k, one)), lax.ge(k, one) ] vals = [jnp.nan, zero, one - p, one] return jnp.select(conds, vals) def ppf(q: ArrayLike, p: ArrayLike) -> Array: """Bernoulli percent point function. JAX implementation of :obj:`scipy.stats.bernoulli` ``ppf`` The percent point function is the inverse of the cumulative distribution function, :func:`jax.scipy.stats.bernoulli.cdf`. Args: k: arraylike, value at which to evaluate the PPF p: arraylike, distribution shape parameter loc: arraylike, distribution offset Returns: array of ppf values See Also: - :func:`jax.scipy.stats.bernoulli.cdf` - :func:`jax.scipy.stats.bernoulli.logpmf` - :func:`jax.scipy.stats.bernoulli.pmf` """ q, p = promote_args_inexact('bernoulli.ppf', q, p) zero, one = _lax_const(q, 0), _lax_const(q, 1) return jnp.where( jnp.isnan(q) | jnp.isnan(p) | (p < zero) | (p > one) | (q < zero) | (q > one), jnp.nan, jnp.where(lax.le(q, one - p), zero, one) )