# 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 betaln, betainc, xlogy, xlog1py def logpdf(x: ArrayLike, a: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Beta log probability distribution function. JAX implementation of :obj:`scipy.stats.beta` ``logpdf``. The pdf of the beta function is: .. math:: f(x, a, b) = \frac{\Gamma(a + b)}{\Gamma(a)\Gamma(b)} x^{a-1}(1-x)^{b-1} where :math:`\Gamma` is the :func:`~jax.scipy.special.gamma` function, It is defined for :math:`0\le x\le 1` and :math:`b>0`. Args: x: arraylike, value at which to evaluate the PDF a: arraylike, distribution shape parameter 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.beta.cdf` - :func:`jax.scipy.stats.beta.pdf` - :func:`jax.scipy.stats.beta.sf` - :func:`jax.scipy.stats.beta.logcdf` - :func:`jax.scipy.stats.beta.logsf` """ x, a, b, loc, scale = promote_args_inexact("beta.logpdf", x, a, b, loc, scale) one = _lax_const(x, 1) zero = _lax_const(a, 0) shape_term = lax.neg(betaln(a, b)) y = lax.div(lax.sub(x, loc), scale) log_linear_term = lax.add(xlogy(lax.sub(a, one), y), xlog1py(lax.sub(b, one), lax.neg(y))) log_probs = lax.sub(lax.add(shape_term, log_linear_term), lax.log(scale)) result = jnp.where(jnp.logical_or(lax.gt(x, lax.add(loc, scale)), lax.lt(x, loc)), -jnp.inf, log_probs) result_positive_constants = jnp.where(jnp.logical_or(jnp.logical_or(lax.le(a, zero), lax.le(b, zero)), lax.le(scale, zero)), jnp.nan, result) return result_positive_constants def pdf(x: ArrayLike, a: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Beta probability distribution function. JAX implementation of :obj:`scipy.stats.beta` ``pdf``. The pdf of the beta function is: .. math:: f(x, a, b) = \frac{\Gamma(a + b)}{\Gamma(a)\Gamma(b)} x^{a-1}(1-x)^{b-1} where :math:`\Gamma` is the :func:`~jax.scipy.special.gamma` function. It is defined for :math:`0\le x\le 1` and :math:`b>0`. Args: x: arraylike, value at which to evaluate the PDF a: arraylike, distribution shape parameter 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.beta.cdf` - :func:`jax.scipy.stats.beta.sf` - :func:`jax.scipy.stats.beta.logcdf` - :func:`jax.scipy.stats.beta.logpdf` - :func:`jax.scipy.stats.beta.logsf` """ return lax.exp(logpdf(x, a, b, loc, scale)) def cdf(x: ArrayLike, a: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Beta cumulative distribution function JAX implementation of :obj:`scipy.stats.beta` ``cdf``. The cdf is defined as .. math:: f_{cdf}(x, a, b) = \int_{-\infty}^x f_{pdf}(y, a, b)\mathrm{d}y where :math:`f_{pdf}` is the beta distribution probability density function, :func:`jax.scipy.stats.beta.pdf`. Args: x: arraylike, value at which to evaluate the CDF a: arraylike, distribution shape parameter b: arraylike, distribution shape parameter loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of cdf values See Also: - :func:`jax.scipy.stats.beta.pdf` - :func:`jax.scipy.stats.beta.sf` - :func:`jax.scipy.stats.beta.logcdf` - :func:`jax.scipy.stats.beta.logpdf` - :func:`jax.scipy.stats.beta.logsf` """ x, a, b, loc, scale = promote_args_inexact("beta.cdf", x, a, b, loc, scale) return betainc( a, b, lax.clamp( _lax_const(x, 0), lax.div(lax.sub(x, loc), scale), _lax_const(x, 1), ) ) def logcdf(x: ArrayLike, a: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Beta log cumulative distribution function. JAX implementation of :obj:`scipy.stats.beta` ``logcdf``. The cdf is defined as .. math:: f_{cdf}(x, a, b) = \int_{-\infty}^x f_{pdf}(y, a, b)\mathrm{d}y where :math:`f_{pdf}` is the beta distribution probability density function, :func:`jax.scipy.stats.beta.pdf`. Args: x: arraylike, value at which to evaluate the CDF a: arraylike, distribution shape parameter b: arraylike, distribution shape parameter loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of logcdf values See Also: - :func:`jax.scipy.stats.beta.cdf` - :func:`jax.scipy.stats.beta.pdf` - :func:`jax.scipy.stats.beta.sf` - :func:`jax.scipy.stats.beta.logpdf` - :func:`jax.scipy.stats.beta.logsf` """ return lax.log(cdf(x, a, b, loc, scale)) def sf(x: ArrayLike, a: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Beta distribution survival function. JAX implementation of :obj:`scipy.stats.beta` ``sf``. The survival function is defined as .. math:: f_{sf}(x, a, b) = 1 - f_{cdf}(x, a, b) where :math:`f_{cdf}(x, a, b)` is the beta cumulative distribution function, :func:`jax.scipy.stats.beta.cdf`. Args: x: arraylike, value at which to evaluate the SF a: arraylike, distribution shape parameter b: arraylike, distribution shape parameter loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of sf values. See Also: - :func:`jax.scipy.stats.beta.cdf` - :func:`jax.scipy.stats.beta.pdf` - :func:`jax.scipy.stats.beta.logcdf` - :func:`jax.scipy.stats.beta.logpdf` - :func:`jax.scipy.stats.beta.logsf` """ x, a, b, loc, scale = promote_args_inexact("beta.sf", x, a, b, loc, scale) return betainc( b, a, 1 - lax.clamp( _lax_const(x, 0), lax.div(lax.sub(x, loc), scale), _lax_const(x, 1), ) ) def logsf(x: ArrayLike, a: ArrayLike, b: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: r"""Beta distribution log survival function. JAX implementation of :obj:`scipy.stats.beta` ``logsf``. The survival function is defined as .. math:: f_{sf}(x, a, b) = 1 - f_{cdf}(x, a, b) where :math:`f_{cdf}(x, a, b)` is the beta cumulative distribution function, :func:`jax.scipy.stats.beta.cdf`. Args: x: arraylike, value at which to evaluate the SF a: arraylike, distribution shape parameter b: arraylike, distribution shape parameter loc: arraylike, distribution offset parameter scale: arraylike, distribution scale parameter Returns: array of logsf values. See Also: - :func:`jax.scipy.stats.beta.cdf` - :func:`jax.scipy.stats.beta.pdf` - :func:`jax.scipy.stats.beta.sf` - :func:`jax.scipy.stats.beta.logcdf` - :func:`jax.scipy.stats.beta.logpdf` """ return lax.log(sf(x, a, b, loc, scale))