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Add survival and log-survival function to distrax.Distribution base class. #148

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merged 1 commit into from
Apr 22, 2022

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@copybara-service copybara-service bot commented Apr 22, 2022

Add survival and log-survival function to distrax.Distribution base class.

Note that by default we use a numerically not necessarily stable definition
of the survival function in terms of the CDF: sf(x) = 1-cdf(x) and similarly
for the log survival function.
More stable definitions should be implemented in future CLs for distributions,
for which they exist.

Added a test to distribution.Uniform where we will use the default behaviour.

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@copybara-service copybara-service bot force-pushed the test_443160366 branch 3 times, most recently from 8a2fd38 to 10bd0db Compare April 22, 2022 13:19
… class.

Note that by default we use a numerically not necessarily stable definition
of the survival function in terms of the CDF: sf(x) = 1-cdf(x) and similarly
for the log survival function.
More stable definitions should be implemented in future CLs for distributions,
for which they exist.

Added a test to `distribution.Uniform` where we will use the default behaviour.

PiperOrigin-RevId: 443652231
@copybara-service copybara-service bot merged commit 906ecb5 into master Apr 22, 2022
@copybara-service copybara-service bot deleted the test_443160366 branch April 22, 2022 13:43
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