# Copyright 2020 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.scipy.special import expit, logit 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 def logpdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Logistic log probability distribution function. JAX implementation of :obj:`scipy.stats.logistic` ``logpdf``. The logistic probability distribution function is given by .. math:: f(x) = \frac{e^{-x}}{(1 + e^{-x})^2} Args: x: arraylike, value at which to evaluate the PDF a: 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.logistic.cdf` - :func:`jax.scipy.stats.logistic.pdf` - :func:`jax.scipy.stats.logistic.sf` - :func:`jax.scipy.stats.logistic.isf` - :func:`jax.scipy.stats.logistic.ppf` """ x, loc, scale = promote_args_inexact("logistic.logpdf", x, loc, scale) x = lax.div(lax.sub(x, loc), scale) two = _lax_const(x, 2) half_x = lax.div(x, two) return lax.sub(lax.mul(lax.neg(two), jnp.logaddexp(half_x, lax.neg(half_x))), lax.log(scale)) def pdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Logistic probability distribution function. JAX implementation of :obj:`scipy.stats.logistic` ``pdf``. The logistic probability distribution function is given by .. math:: f(x) = \frac{e^{-x}}{(1 + e^{-x})^2} Args: x: arraylike, value at which to evaluate the PDF loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of pdf values. See Also: - :func:`jax.scipy.stats.logistic.cdf` - :func:`jax.scipy.stats.logistic.sf` - :func:`jax.scipy.stats.logistic.isf` - :func:`jax.scipy.stats.logistic.logpdf` - :func:`jax.scipy.stats.logistic.ppf` """ return lax.exp(logpdf(x, loc, scale)) def ppf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: """Logistic distribution percent point function. JAX implementation of :obj:`scipy.stats.logistic` ``ppf``. The percent point function is defined as the inverse of the cumulative distribution function, :func:`jax.scipy.stats.logistic.cdf`. Args: x: arraylike, value at which to evaluate the PPF loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of ppf values. See Also: - :func:`jax.scipy.stats.logistic.cdf` - :func:`jax.scipy.stats.logistic.pdf` - :func:`jax.scipy.stats.logistic.sf` - :func:`jax.scipy.stats.logistic.isf` - :func:`jax.scipy.stats.logistic.logpdf` """ x, loc, scale = promote_args_inexact("logistic.ppf", x, loc, scale) return lax.add(lax.mul(logit(x), scale), loc) def sf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: """Logistic distribution survival function. JAX implementation of :obj:`scipy.stats.logistic` ``sf`` The survival function is defined as .. math:: f_{sf}(x, k) = 1 - f_{cdf}(x, k) where :math:`f_{cdf}(x, k)` is the cumulative distribution function, :func:`jax.scipy.stats.logistic.cdf`. Args: x: arraylike, value at which to evaluate the SF loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of sf values. See Also: - :func:`jax.scipy.stats.logistic.cdf` - :func:`jax.scipy.stats.logistic.pdf` - :func:`jax.scipy.stats.logistic.isf` - :func:`jax.scipy.stats.logistic.logpdf` - :func:`jax.scipy.stats.logistic.ppf` """ x, loc, scale = promote_args_inexact("logistic.sf", x, loc, scale) return expit(lax.neg(lax.div(lax.sub(x, loc), scale))) def isf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: """Logistic distribution inverse survival function. JAX implementation of :obj:`scipy.stats.logistic` ``isf``. Returns the inverse of the survival function, :func:`jax.scipy.stats.logistic.sf`. Args: x: arraylike, value at which to evaluate the ISF loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of isf values. See Also: - :func:`jax.scipy.stats.logistic.cdf` - :func:`jax.scipy.stats.logistic.pdf` - :func:`jax.scipy.stats.logistic.sf` - :func:`jax.scipy.stats.logistic.logpdf` - :func:`jax.scipy.stats.logistic.ppf` """ x, loc, scale = promote_args_inexact("logistic.isf", x, loc, scale) return lax.add(lax.mul(lax.neg(logit(x)), scale), loc) def cdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Logistic cumulative distribution function. JAX implementation of :obj:`scipy.stats.logistic` ``cdf``. The cdf is defined as .. math:: f_{cdf}(x, k) = \int_{-\infty}^x f_{pdf}(y, k)\mathrm{d}y where :math:`f_{pdf}` is the probability density function, :func:`jax.scipy.stats.logistic.pdf`. Args: x: arraylike, value at which to evaluate the CDF loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of cdf values. See Also: - :func:`jax.scipy.stats.logistic.pdf` - :func:`jax.scipy.stats.logistic.sf` - :func:`jax.scipy.stats.logistic.isf` - :func:`jax.scipy.stats.logistic.logpdf` - :func:`jax.scipy.stats.logistic.ppf` """ x, loc, scale = promote_args_inexact("logistic.cdf", x, loc, scale) return expit(lax.div(lax.sub(x, loc), scale))