Source code for preliz.distributions.discrete_weibull

import numpy as np
from pytensor_distributions import discreteweibull as ptd_discreteweibull

from preliz.distributions.distributions import Discrete
from preliz.internal.distribution_helper import (
    all_not_none,
    eps,
    pytensor_jit,
    pytensor_rng_jit,
)
from preliz.internal.optimization import optimize_mean_sigma, optimize_ml


[docs] class DiscreteWeibull(Discrete): R""" Discrete Weibull distribution. The pmf of this distribution is .. math:: f(x \mid q, \beta) = q^{x^{\beta}} - q^{(x+1)^{\beta}} .. plot:: :context: close-figs from preliz import DiscreteWeibull, style style.use('preliz-doc') qs = [0.1, 0.9, 0.9] betas = [0.5, 0.5, 2] for q, b in zip(qs, betas): DiscreteWeibull(q, b).plot_pdf(support=(0,10)) ======== =============================================== Support :math:`x \in \mathbb{N}_0` Mean :math:`\mu = \sum_{x = 1}^{\infty} q^{x^{\beta}}` Variance :math:`2 \sum_{x = 1}^{\infty} x q^{x^{\beta}} - \mu - \mu^2` ======== =============================================== Parameters ---------- q: float Shape parameter (0 < q < 1). beta: float Shape parameter (beta > 0). """ def __init__(self, q=None, beta=None): super().__init__() self.support = (0, np.inf) self._parametrization(q, beta) def _parametrization(self, q=None, beta=None): self.q = q self.beta = beta self.params = (self.q, self.beta) self.param_names = ("q", "beta") self.params_support = ((eps, 1 - eps), (eps, np.inf)) if all_not_none(q, beta): self._update(q, beta) def _update(self, q, beta): self.q = np.float64(q) self.beta = np.float64(beta) self.params = (self.q, self.beta) self.is_frozen = True
[docs] def pdf(self, x): return ptd_pdf(x, self.q, self.beta)
[docs] def cdf(self, x): return ptd_cdf(x, self.q, self.beta)
[docs] def ppf(self, q): return ptd_ppf(q, self.q, self.beta)
[docs] def logpdf(self, x): return ptd_logpdf(x, self.q, self.beta)
[docs] def entropy(self): return ptd_entropy(self.q, self.beta)
[docs] def mean(self): return ptd_mean(self.q, self.beta)
[docs] def median(self): return ptd_median(self.q, self.beta)
[docs] def var(self): return ptd_var(self.q, self.beta)
[docs] def std(self): return ptd_std(self.q, self.beta)
[docs] def skewness(self): return ptd_skewness(self.q, self.beta)
[docs] def kurtosis(self): return ptd_kurtosis(self.q, self.beta)
[docs] def mode(self): return ptd_mode(self.q, self.beta)
[docs] def rvs(self, size=None, random_state=None): random_state = np.random.default_rng(random_state) return ptd_rvs(self.q, self.beta, size=size, rng=random_state)
def _fit_moments(self, mean, sigma): optimize_mean_sigma(self, mean, sigma) def _fit_mle(self, sample): optimize_ml(self, sample)
@pytensor_jit def ptd_pdf(x, q, beta): return ptd_discreteweibull.pdf(x, q, beta) @pytensor_jit def ptd_cdf(x, q, beta): return ptd_discreteweibull.cdf(x, q, beta) @pytensor_jit def ptd_ppf(p, q, beta): return ptd_discreteweibull.ppf(p, q, beta) @pytensor_jit def ptd_logpdf(x, q, beta): return ptd_discreteweibull.logpdf(x, q, beta) @pytensor_jit def ptd_entropy(q, beta): return ptd_discreteweibull.entropy(q, beta) @pytensor_jit def ptd_mean(q, beta): return ptd_discreteweibull.mean(q, beta) @pytensor_jit def ptd_mode(q, beta): return ptd_discreteweibull.mode(q, beta) @pytensor_jit def ptd_median(q, beta): return ptd_discreteweibull.median(q, beta) @pytensor_jit def ptd_var(q, beta): return ptd_discreteweibull.var(q, beta) @pytensor_jit def ptd_std(q, beta): return ptd_discreteweibull.std(q, beta) @pytensor_jit def ptd_skewness(q, beta): return ptd_discreteweibull.skewness(q, beta) @pytensor_jit def ptd_kurtosis(q, beta): return ptd_discreteweibull.kurtosis(q, beta) @pytensor_rng_jit def ptd_rvs(q, beta, size, rng): return ptd_discreteweibull.rvs(q, beta, size=size, random_state=rng)