search

google / jax

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
http://jax.readthedocs.io/
Apache License 2.0
29.67k stars 2.71k forks source link

Add missing functions for scipy.stats.t #19223

Open carlosgmartin opened 7 months ago

carlosgmartin commented 7 months ago

Add missing functions for scipy.stats.t (scipy, jax):

Etc. The interval function is particularly important for computing confidence intervals when the standard deviation is unknown.

jakevdp commented 7 months ago

Thanks for the request! The cdf functions would require the $_2F_1$ hypergeometric function; there's a longstanding related feature request in #2991.

JiaYaobo commented 7 months ago

And by the way, ppf requires betaincinv which hasn't been implemented in jax, and there's a tensorflow-probability version of betaincinv IIRC.