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Implement survival and log-survival function for the Normal distribution. #151

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Apr 22, 2022
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Implement survival and log-survival function for the Normal distribution. #151

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8 changes: 8 additions & 0 deletions distrax/_src/distributions/normal.py
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Original file line number Diff line number Diff line change
Expand Up @@ -104,6 +104,14 @@ def log_cdf(self, value: Array) -> Array:
"""See `Distribution.log_cdf`."""
return jax.scipy.special.log_ndtr(self._standardize(value))

def survival_function(self, value: Array) -> Array:
"""See `Distribution.survival_function`."""
return jax.scipy.special.ndtr(-self._standardize(value))

def log_survival_function(self, value: Array) -> Array:
"""See `Distribution.log_survival_function`."""
return jax.scipy.special.log_ndtr(-self._standardize(value))

def _standardize(self, value: Array) -> Array:
return (value - self._loc) / self._scale

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3 changes: 2 additions & 1 deletion distrax/_src/distributions/normal_test.py
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Expand Up @@ -103,7 +103,8 @@ def test_method_with_input(self, distr_params, value):
distr_params = (np.asarray(distr_params[0], dtype=np.float32),
np.asarray(distr_params[1], dtype=np.float32))
value = np.asarray(value, dtype=np.float32)
for method in ['log_prob', 'prob', 'cdf', 'log_cdf']:
for method in ['log_prob', 'prob', 'cdf', 'log_cdf', 'survival_function',
'log_survival_function']:
with self.subTest(method):
super()._test_attribute(
attribute_string=method,
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