ENH: Add addional gufunc kernels for poisson_binom distribution#117
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steppi wants to merge 7 commits intoscipy:mainfrom
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ENH: Add addional gufunc kernels for poisson_binom distribution#117steppi wants to merge 7 commits intoscipy:mainfrom
poisson_binom distribution#117steppi wants to merge 7 commits intoscipy:mainfrom
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I've also changed all |
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@fbourgey, can you take a look at this when you get a chance? |
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| template <typename InputMat, typename OutputMat> | ||
| XSF_HOST_DEVICE inline void poisson_binom_cdf_all(InputMat p, OutputMat res) { | ||
| auto n = res.extent(0); | ||
| poisson_binom_pmf_all(p, res); | ||
| for (decltype(n) i = 1; i < n; i++) { | ||
| res(i) += res(i - 1); | ||
| } | ||
| } |
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Maybe add a specific error message (like in poisson_binom_pmf_all) when shapes are different?
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This PR adds a gufunc kernel to compute the
cdfof the Poisson Binomial distribution, as well as reduction kernels to select elements from an array specifying values in a discrete distribution function, avoiding some Python overhead. I've incorporated these new kernels here, scipy/scipy#24894, to bring the performance of the proposed implementation ofpoisson.binom.pmfandpoisson.binom.cdfin line with the performance of the existing implementation for small batch sizes.