Mathematical UtilitiesΒΆ
The pypomp.maths module provides a set of numerical utilities designed for stable log-likelihood aggregation and common parameter transformations.
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Calculates the mean likelihood for an array of log-likelihoods, and returns the corresponding log-likelihood. |
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A jack-knife standard error for the log-likelihood estimate calculated via logmeanexp(). |
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The logistic sigmoid (expit) function |
The logit function |