Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

tfd_log_survival_function

Log survival function.


Description

Given random variable X, the survival function is defined: tfd_log_survival_function(x) = Log[ P[X > x] ] = Log[ 1 - P[X <= x] ] = Log[ 1 - cdf(x) ]

Usage

tfd_log_survival_function(distribution, value, ...)

Arguments

distribution

The distribution being used.

value

float or double Tensor.

...

Additional parameters passed to Python.

Details

Typically, different numerical approximations can be used for the log survival function, which are more accurate than 1 - cdf(x) when x >> 1.

Value

a Tensor of shape sample_shape(x) + self$batch_shape with values of type self$dtype.

See Also

Examples

d <- tfd_normal(loc = c(1, 2), scale = c(1, 0.5))
  x <- d %>% tfd_sample()
  d %>% tfd_log_survival_function(x)

tfprobability

Interface to 'TensorFlow Probability'

v0.11.0.0
Apache License (>= 2.0)
Authors
Sigrid Keydana [aut, cre], Daniel Falbel [ctb], Kevin Kuo [ctb] (<https://orcid.org/0000-0001-7803-7901>), RStudio [cph]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.