rw.py 文件源码

def cfd_vec(self, tt, p, N=50):
        # cdf that takes parameter as vector input, for fitting
        a = p[:, 0:1]
        tau = p[:, 1:2]
        gamma = sp.stats.gamma.cdf
        S = np.ones((p.shape[0], tt.shape[1]))
        s = np.ones((1, tt.shape[0]))
        for k in range(1, N):
            s = s*a/k
            S = S + s*gamma(tt, k, scale=tau)
        return 1./np.expm1(a) * S