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jax / jax / _src / scipy / stats / laplace.py
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# 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.

import scipy.stats as osp_stats

from jax import lax
from jax._src.lax.lax import _const as _lax_const
from jax._src.numpy.util import _wraps, promote_args_inexact
from jax._src.typing import Array, ArrayLike


@_wraps(osp_stats.laplace.logpdf, update_doc=False)
def logpdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
  x, loc, scale = promote_args_inexact("laplace.logpdf", x, loc, scale)
  two = _lax_const(x, 2)
  linear_term = lax.div(lax.abs(lax.sub(x, loc)), scale)
  return lax.neg(lax.add(linear_term, lax.log(lax.mul(two, scale))))


@_wraps(osp_stats.laplace.pdf, update_doc=False)
def pdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
  return lax.exp(logpdf(x, loc, scale))


@_wraps(osp_stats.laplace.cdf, update_doc=False)
def cdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array:
  x, loc, scale = promote_args_inexact("laplace.cdf", x, loc, scale)
  half = _lax_const(x, 0.5)
  one = _lax_const(x, 1)
  zero = _lax_const(x, 0)
  diff = lax.div(lax.sub(x, loc), scale)
  return lax.select(lax.le(diff, zero),
                    lax.mul(half, lax.exp(diff)),
                    lax.sub(one, lax.mul(half, lax.exp(lax.neg(diff)))))