Improved accuracy and avoids some runtime warnings.

wafo/stats/_continuous_distns.py

@@ -32,12 +32,12 @@ except:
 from scipy.stats._tukeylambda_stats import (tukeylambda_variance as _tlvar,
                                             tukeylambda_kurtosis as _tlkurt)
 
-from ._distn_infrastructure import (
+from wafo.stats._distn_infrastructure import (
         rv_continuous, valarray, _skew, _kurtosis, _lazywhere,
         _ncx2_log_pdf, _ncx2_pdf, _ncx2_cdf, get_distribution_names,
         )
 
-from ._constants import _XMIN, _EULER, _ZETA3, _XMAX, _LOGXMAX, _EPS
+from wafo.stats._constants import _XMIN, _EULER, _ZETA3, _XMAX, _LOGXMAX, _EPS
 
 
 ## Kolmogorov-Smirnov one-sided and two-sided test statistics
@@ -2018,12 +2018,12 @@ class genextreme_gen(rv_continuous):
         return exp(self._logpdf(x, c))
 
     def _logpdf(self, x, c):
-        cx = c*x
+        cx = _lazywhere((c != 0)*(x == x), (x, c), lambda x, c: c*x,  0.0)
-        logex2 = where((c == 0)*(x == x), 0.0, special.log1p(-cx))
+        logex2 = special.log1p(-cx)
         logpex2 = self._loglogcdf(x, c)
-        # logpex2 = where((c == 0)*(x == x), -x, logex2/c)
         pex2 = exp(logpex2)
         # Handle special cases
+        putmask(logpex2, (c == 0) & (x == -inf), 0.0)
         logpdf = where((cx == 1) | (cx == -inf), -inf, -pex2+logpex2-logex2)
         putmask(logpdf, (c == 1) & (x == 1), 0.0)
         return logpdf
@@ -2032,9 +2032,8 @@ class genextreme_gen(rv_continuous):
         return exp(self._logcdf(x, c))
 
     def _loglogcdf(self, x, c):
-        return _lazywhere((c == 0)*(x == x), (x, c),
+        return _lazywhere((c != 0) & (x == x), (x, c),
-                          f=lambda x, c: -x,
+                          lambda x, c: special.log1p(-c * x)/c, -x)
-                          f2=lambda x, c: special.log1p(-c*x)/c)
 
     def _logcdf(self, x, c):
         return -exp(self._loglogcdf(x, c))
@@ -2049,10 +2048,8 @@ class genextreme_gen(rv_continuous):
 
     def _isf(self, q, c):
         x = -log(-special.log1p(-q))
-        result = _lazywhere((c == 0)*(x == x), (x, c),
+        return _lazywhere((x == x) & (c != 0), (x, c),
-                            f=lambda x, c: x,
+                          lambda x, c: -expm1(-c * x) / c, x)
-                            f2=lambda x, c: -special.expm1(-c*x)/c)
-        return result
 
     def _stats(self, c):
         g = lambda n: gam(n*c+1)
@@ -2560,6 +2557,9 @@ class gumbel_l_gen(rv_continuous):
     def _logpdf(self, x):
         return x - exp(x)
 
+    def _logsf(self, x):
+        return -exp(x)
+
     def _sf(self, x):
         return exp(-exp(x))
 
@@ -3203,6 +3203,9 @@ class logistic_gen(rv_continuous):
     def _ppf(self, q):
         return -log1p(-q) + log(q)
 
+    def _isf(self, q):
+        return log1p(-q) - log(q)
+
     def _stats(self):
         return 0, pi*pi/3.0, 0, 6.0/5.0
 
@@ -4262,7 +4265,8 @@ class rayleigh_gen(rv_continuous):
 
     def _logpdf(self, r):
         rr2 = r * r / 2.0
-        return where(rr2 == inf, - rr2, log(r) - rr2)
+        return _lazywhere(rr2 != inf, (r, rr2), lambda r, rr2: log(r) - rr2,
+                          -rr2)
 
     def _cdf(self, r):
         return -special.expm1(-0.5 * r**2)
@@ -4273,6 +4277,9 @@ class rayleigh_gen(rv_continuous):
     def _sf(self, r):
         return exp(-0.5 * r**2)
 
+    def _logsf(self, r):
+        return -0.5 * r**2
+
     def _isf(self, q):
         return sqrt(-2 * log(q))
 
@@ -5158,3 +5165,9 @@ pairs = list(globals().items())
 _distn_names, _distn_gen_names = get_distribution_names(pairs, rv_continuous)
 
 __all__ = _distn_names + _distn_gen_names
+
+
+if __name__=='__main__':
+    v = genextreme.logpdf(np.inf, 0)
+    v2 = genextreme.logpdf(-np.inf, 0)
+    v2 = genextreme.logpdf(-100, 0)