segarch.py 文件源码

def logpdf(x, shape, loc=0.0, scale=1.0, skewness = 1.0):
    m1 = (np.sqrt(shape)*sp.gamma((shape-1.0)/2.0))/(np.sqrt(np.pi)*sp.gamma(shape/2.0))
    loc = loc + (skewness - (1.0/skewness))*scale*m1
    result = np.zeros(x.shape[0])
    result[x-loc<0] = np.log(2.0) - np.log(skewness + 1.0/skewness) + ss.t.logpdf(x=skewness*x[(x-loc) < 0], loc=loc[(x-loc) < 0]*skewness,df=shape, scale=scale[(x-loc) < 0])
    result[x-loc>=0] = np.log(2.0) - np.log(skewness + 1.0/skewness) + ss.t.logpdf(x=x[(x-loc) >= 0]/skewness, loc=loc[(x-loc) >= 0]/skewness,df=shape, scale=scale[(x-loc) >= 0])
    return result