Mathematical UtilitiesΒΆ

The pypomp.maths module provides a set of numerical utilities designed for stable log-likelihood aggregation and common parameter transformations.

logmeanexp(-> float)

Calculates the mean likelihood for an array of log-likelihoods, and returns the corresponding log-likelihood.

logmeanexp_se(-> float)

A jack-knife standard error for the log-likelihood estimate calculated via logmeanexp().

expit(x)

The logistic sigmoid (expit) function

logit

The logit function