updated link functions.

master
pbrod 9 years ago
parent 3e08ffb25e
commit 9c0e598240

@ -36,6 +36,21 @@ arr = asarray
all = alltrue # @ReservedAssignment
def _burr_link(x, logSF, phat, ix):
c, d, loc, scale = phat
logp = log(-expm1(logSF))
xn = (x - loc) / scale
if ix == 1:
return -logp / log1p(xn**(-c))
if ix == 0:
return log1p(-exp(-logp / d)) / log(xn)
if ix == 2:
return x - scale * exp(log1p(-exp(-logp / d)) / c)
if ix == 3:
return (x - loc) / exp(log1p(-exp(-logp / d)) / c)
raise IndexError('Index to the fixed parameter is out of bounds')
def _expon_link(x, logSF, phat, ix):
if ix == 1:
return - (x - phat[0]) / logSF
@ -104,20 +119,16 @@ def _genextreme_link(x, logSF, phat, ix):
if ix == 2:
# link = -(x-loc)*c/expm1(c*log(-logP))
if c != 0.0:
phati = -(x - loc) * c / expm1(c * loglogP)
else:
phati = -(x - loc) / loglogP
elif ix == 1:
return -(x - loc) * c / expm1(c * loglogP)
return -(x - loc) / loglogP
if ix == 1:
if c != 0:
phati = x + scale * expm1(c * loglogP) / c
else:
phati = x + scale * loglogP
elif ix == 0:
return x + scale * expm1(c * loglogP) / c
return x + scale * loglogP
if ix == 0:
raise NotImplementedError(
'link(x,logSF,phat,i) where i=0 is not implemented!')
else:
raise IndexError('Index to the fixed parameter is out of bounds')
return phati
raise IndexError('Index to the fixed parameter is out of bounds')
def _genexpon_link(x, logSF, phat, ix):
@ -125,14 +136,12 @@ def _genexpon_link(x, logSF, phat, ix):
xn = (x - loc) / scale
fact1 = (xn + expm1(-c * xn) / c)
if ix == 0:
phati = b * fact1 + logSF
elif ix == 1:
phati = (a - logSF) / fact1
elif ix in [2, 3, 4]:
return b * fact1 + logSF # a
if ix == 1:
return (a - logSF) / fact1 # b
if ix in [2, 3, 4]:
raise NotImplementedError('Only implemented for index in [0,1]!')
else:
raise IndexError('Index to the fixed parameter is out of bounds')
return phati
raise IndexError('Index to the fixed parameter is out of bounds')
def _rayleigh_link(x, logSF, phat, ix):
@ -163,7 +172,8 @@ LINKS = dict(expon=_expon_link,
rayleigh=_rayleigh_link,
trunclayleigh=_trunclayleigh_link,
genextreme=_genextreme_link,
exponweib=_exponweib_link)
exponweib=_exponweib_link,
burr=_burr_link)
def chi2isf(p, df):

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