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@@ -165,27 +165,35 @@ class LogNormal(msd.TransformedDistribution): |
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self.log_2pi = np.log(2 * np.pi) |
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#ops needed for the class |
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self.dtypeop = P.DType() |
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self.exp = exp_generic |
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self.expm1 = P.Expm1() |
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self.log = log_generic |
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self.const = P.ScalarToArray() |
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self.erf = P.Erf() |
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self.fill = P.Fill() |
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self.greater = P.Greater() |
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self.select = P.Select() |
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self.shape = P.Shape() |
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self.sq = P.Square() |
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self.sqrt = P.Sqrt() |
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self.cast = P.Cast() |
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self.squeeze = P.Squeeze(0) |
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self.zeroslike = P.ZerosLike() |
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@property |
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def loc(self): |
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"""Distribution parameter for the pre-transformed mean.""" |
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""" |
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Distribution parameter for the pre-transformed mean |
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after casting to self.dtype. |
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""" |
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return self._loc |
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@property |
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def scale(self): |
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"""Distribution parameter for the pre-transformed standard deviation.""" |
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""" |
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Distribution parameter for the pre-transformed standard deviation |
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after casting to self.dtype. |
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""" |
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return self._scale |
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def _get_dist_type(self): |
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@@ -254,7 +262,12 @@ class LogNormal(msd.TransformedDistribution): |
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""" |
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mean, sd = self._check_param_type(loc, scale) |
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inverse_value = self.bijector("inverse", value) |
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return self.distribution("cdf", inverse_value, mean, sd) |
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cdf = self.distribution("cdf", inverse_value, mean, sd) |
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# to increase numerical stability, set cdf = 0 when value <= 0 |
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zeros = self.fill(self.dtypeop(cdf), self.shape(cdf), 0.0) |
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return self.select(self.greater(value, 0.), cdf, zeros) |
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def _log_prob(self, value, loc=None, scale=None): |
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r""" |
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