diff options
Diffstat (limited to 'tensorflow/contrib/distributions/python/ops/student_t.py')
| -rw-r--r-- | tensorflow/contrib/distributions/python/ops/student_t.py | 12 |
1 files changed, 12 insertions, 0 deletions
diff --git a/tensorflow/contrib/distributions/python/ops/student_t.py b/tensorflow/contrib/distributions/python/ops/student_t.py index e894bd0f42..dbf270bf44 100644 --- a/tensorflow/contrib/distributions/python/ops/student_t.py +++ b/tensorflow/contrib/distributions/python/ops/student_t.py @@ -21,6 +21,9 @@ from __future__ import print_function import math import numpy as np +import tensorflow as tf + +from tensorflow.contrib.distributions.python.ops import distribution from tensorflow.contrib.distributions.python.ops import distribution from tensorflow.contrib.distributions.python.ops import distribution_util from tensorflow.contrib.framework.python.framework import tensor_util as contrib_tensor_util @@ -217,6 +220,15 @@ class StudentT(distribution.Distribution): (math_ops.sqrt(self.df) * math.sqrt(math.pi) * self.sigma) * math_ops.pow(1. + math_ops.square(y) / self.df, -(0.5 + half_df))) + def _cdf(self, x): + # we use the same notation here as in wikipedia for the + t = (x - self.mu)/self.sigma + x_t = self.df / (math_ops.square(t) + self.df) + # The cdf is defined differently for positive and negative t + positive_cdf = 1. - 0.5 * math_ops.betainc(0.5 * self.df, 0.5, x_t) + negative_cdf = 0.5 * math_ops.betainc(0.5 * self.df, 0.5, x_t) + return tf.where(tf.less(t, 0), negative_cdf, positive_cdf) + def _entropy(self): u = array_ops.expand_dims(self.df * self._ones(), -1) v = array_ops.expand_dims(self._ones(), -1) |