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