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18 lines
580 B
Python
18 lines
580 B
Python
import numpy as np
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from scipy.special import erf, erfcx
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import sys
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epsilon = sys.float_info.epsilon
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lim_val = -np.log(epsilon)
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def cum_gaussian(x):
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g=0.5*(1+erf(x/np.sqrt(2)))
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return np.where(g==0, epsilon, np.where(g==1, 1-epsilon, g))
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def ln_cum_gaussian(x):
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return np.where(x < 0, -.5*x*x + np.log(.5) + np.log(erfcx(-np.sqrt(2)/2*x)), np.log(cum_gaussian(x)))
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def clip_exp(x):
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if any(x>=lim_val) or any(x<=-lim_val):
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return np.where(x<lim_val, np.where(x>-lim_val, np.exp(x), np.exp(-lim_val)), np.exp(lim_val))
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else:
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return np.exp(x)
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