Laplace Distribution¤
stamox.distribution.plaplace(q: Union[Float, ArrayLike], loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: Bool = True, log_prob: Bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike
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Calculates the Laplace cumulative density function.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
q |
Union[Float, ArrayLike] |
The value at which to evaluate the Plaplace PDF. |
required |
loc |
Union[Float, ArrayLike] |
The location parameter of the Plaplace PDF. Defaults to 0.0. |
0.0 |
scale |
Union[Float, ArrayLike] |
The scale parameter of the Plaplace PDF. Defaults to 1.0. |
1.0 |
lower_tail |
Bool |
Whether to return the lower tail of the Plaplace PDF. Defaults to True. |
True |
log_prob |
Bool |
Whether to return the logarithm of the Plaplace PDF. Defaults to False. |
False |
dtype |
jnp.dtype |
The dtype of the output. Defaults to jnp.float_. |
<class 'jax.numpy.float64'> |
Returns:
Type | Description |
---|---|
ArrayLike |
The Laplace CDF evaluated at |
Examples:
>>> plaplace(1.0, 1.0, 1.0)
Array(0.5, dtype=float32, weak_type=True)
stamox.distribution.qlaplace(p: Union[Float, ArrayLike], loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: Bool = True, log_prob: Bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike
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Computes the quantile of the Laplace distribution.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
p |
Union[Float, ArrayLike] |
Quantiles to compute. |
required |
loc |
Union[Float, ArrayLike] |
Location parameter. Defaults to 0.0. |
0.0 |
scale |
Union[Float, ArrayLike] |
Scale parameter. Defaults to 1.0. |
1.0 |
lower_tail |
Bool |
Whether to compute the lower tail. Defaults to True. |
True |
log_prob |
Bool |
Whether to compute the log probability. Defaults to False. |
False |
dtype |
jnp.dtype |
The dtype of the output. Defaults to jnp.float_. |
<class 'jax.numpy.float64'> |
Returns:
Type | Description |
---|---|
ArrayLike |
The quantiles of the Laplace distribution. |
Examples:
>>> qlaplace(0.5, 1.0, 1.0)
Array(1., dtype=float32, weak_type=True)
stamox.distribution.dlaplace(x: Union[Float, ArrayLike], loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: Bool = True, log_prob: Bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike
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Calculates the Laplace probability density function for a given x, location and scale.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
x |
Union[Float, ArrayLike] |
The value at which to calculate the probability density. |
required |
loc |
Union[Float, ArrayLike] |
The location parameter. Defaults to 0.0. |
0.0 |
scale |
Union[Float, ArrayLike] |
The scale parameter. Defaults to 1.0. |
1.0 |
lower_tail |
Bool |
Whether to return the lower tail of the distribution. Defaults to True. |
True |
log_prob |
Bool |
Whether to return the logarithm of the probability. Defaults to False. |
False |
dtype |
jnp.dtype |
The dtype of the output. Defaults to jnp.float_. |
<class 'jax.numpy.float64'> |
Returns:
Type | Description |
---|---|
ArrayLike |
The probability density at the given x. |
Examples:
>>> dlaplace(1.0, 1.0, 1.0)
Array(0., dtype=float32, weak_type=True)
stamox.distribution.rlaplace(key: PRNGKeyArray, sample_shape: Optional[Sequence[int]] = None, loc: Union[Float, ArrayLike] = 0.0, scale: Union[Float, ArrayLike] = 1.0, lower_tail: Bool = True, log_prob: Bool = False, dtype = <class 'jax.numpy.float64'>) -> ArrayLike
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Generates random Laplace samples from a given key.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
key |
KeyArray |
The PRNG key to use for generating the samples. |
required |
sample_shape |
Optional[Shape] |
The shape of the output array. Defaults to None. |
None |
loc |
Union[Float, ArrayLike] |
The location parameter of the Laplace distribution. Defaults to 0.0. |
0.0 |
scale |
Union[Float, ArrayLike] |
The scale parameter of the Laplace distribution. Defaults to 1.0. |
1.0 |
lower_tail |
Bool |
Whether to return the lower tail probability. Defaults to True. |
True |
log_prob |
Bool |
Whether to return the log probability. Defaults to False. |
False |
dtype |
jnp.dtype |
The dtype of the output. Defaults to jnp.float_. |
<class 'jax.numpy.float64'> |
Returns:
Type | Description |
---|---|
ArrayLike |
An array containing the random Laplace samples. |
Examples:
>>> rlaplace(key, (2, 3))
Array([[-0.16134426, 1.6125823 , -0.6615164 ],
[-1.5528525 , -0.21459664, 0.09816013]], dtype=float32)