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Loc-Scale variant of Chi-sq distribution #76

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merged 2 commits into from
Jan 21, 2024
Merged

Loc-Scale variant of Chi-sq distribution #76

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b06bdfd
loc-scale variant of chi-sq distribution
Qazalbash Jan 21, 2024
a45f4f7
loc-scale types fixed
Qazalbash Jan 21, 2024
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42 changes: 34 additions & 8 deletions jaxampler/_src/rvs/chi2.py
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Original file line number Diff line number Diff line change
Expand Up @@ -27,8 +27,14 @@


class Chi2(ContinuousRV):
def __init__(self, nu: Numeric | Any, name: Optional[str] = None) -> None:
shape, self._nu = jx_cast(nu)
def __init__(
self,
nu: Numeric | Any,
loc: Numeric | Any = 0.0,
scale: Numeric | Any = 1.0,
name: Optional[str] = None,
) -> None:
shape, self._nu, self._loc, self._scale = jx_cast(nu, loc, scale)
self.check_params()
super().__init__(name=name, shape=shape)

Expand All @@ -37,19 +43,39 @@ def check_params(self) -> None:

@partial(jit, static_argnums=(0,))
def logpdf_x(self, x: Numeric) -> Numeric:
return jax_chi2.logpdf(x, self._nu)
return jax_chi2.logpdf(
x=x,
df=self._nu,
loc=self._loc,
scale=self._scale,
)

@partial(jit, static_argnums=(0,))
def pdf_x(self, x: Numeric) -> Numeric:
return jax_chi2.pdf(x, self._nu)
return jax_chi2.pdf(
x=x,
df=self._nu,
loc=self._loc,
scale=self._scale,
)

@partial(jit, static_argnums=(0,))
def logcdf_x(self, x: Numeric) -> Numeric:
return jax_chi2.logcdf(x, self._nu)
return jax_chi2.logcdf(
x=x,
df=self._nu,
loc=self._loc,
scale=self._scale,
)

@partial(jit, static_argnums=(0,))
def cdf_x(self, x: Numeric) -> Numeric:
return jax_chi2.cdf(x, self._nu)
return jax_chi2.cdf(
x=x,
df=self._nu,
loc=self._loc,
scale=self._scale,
)

@partial(jit, static_argnums=(0,))
def logppf_x(self, x: Numeric) -> Numeric:
Expand All @@ -59,10 +85,10 @@ def rvs(self, shape: tuple[int, ...], key: Optional[Array] = None) -> Array:
if key is None:
key = self.get_key()
new_shape = shape + self._shape
return jax.random.chisquare(key, self._nu, shape=new_shape)
return self._loc + self._scale * jax.random.chisquare(key, self._nu, shape=new_shape)

def __repr__(self) -> str:
string = f"Chi2(nu={self._nu}"
string = f"Chi2(nu={self._nu}, loc={self._loc}, scale={self._scale}"
if self._name is not None:
string += f", name={self._name}"
string += ")"
Expand Down