master
Per A Brodtkorb 8 years ago
parent 2c5fdeda83
commit 07bcbde53b

@ -97,11 +97,11 @@ def _exponweib_link(x, logsf, phat, ix):
if ix == 0: if ix == 0:
return - log_cdf / log(-expm1(-xn**c)) return - log_cdf / log(-expm1(-xn**c))
if ix == 1: if ix == 1:
return log(-log1p(- log_cdf**(1.0 / a))) / log(xn) return log(-log1p(- log_cdf ** (1.0 / a))) / log(xn)
if ix == 2: if ix == 2:
return x - (-log1p(- log_cdf**(1.0/a))) ** (1.0 / c) * scale return x - (-log1p(- log_cdf ** (1.0 / a))) ** (1.0 / c) * scale
if ix == 3: if ix == 3:
return (x - loc) / (-log1p(- log_cdf**(1.0/a))) ** (1.0 / c) return (x - loc) / (-log1p(- log_cdf ** (1.0 / a))) ** (1.0 / c)
raise IndexError('Index to the fixed parameter is out of bounds') raise IndexError('Index to the fixed parameter is out of bounds')
@ -114,7 +114,7 @@ def _genpareto_link(x, logsf, phat, ix):
'not implemented!') 'not implemented!')
c, loc, scale = phat c, loc, scale = phat
if c == 0: if c == 0:
return _expon_link(x, logsf, phat[1:], ix-1) return _expon_link(x, logsf, phat[1:], ix - 1)
if ix == 2: if ix == 2:
# Reorganizing w.r.t.scale, Eq. 4.13 and 4.14, pp 81 in # Reorganizing w.r.t.scale, Eq. 4.13 and 4.14, pp 81 in
# Coles (2004) gives # Coles (2004) gives
@ -140,7 +140,7 @@ def _genextreme_link(x, logsf, phat, ix):
'implemented!') 'implemented!')
c, loc, scale = phat c, loc, scale = phat
if c == 0: if c == 0:
return _gumbel_r_link(x, logsf, phat[1:], ix-1) return _gumbel_r_link(x, logsf, phat[1:], ix - 1)
loglog_cdf = log(-log(-expm1(logsf))) loglog_cdf = log(-log(-expm1(logsf)))
return _genpareto_link(x, loglog_cdf, (-c, loc, scale), ix) return _genpareto_link(x, loglog_cdf, (-c, loc, scale), ix)

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