Compute Y = g(X) = exp(-exp(-(X - loc) / scale)), the Gumbel CDF.

Source: R/bijectors.R

This bijector maps inputs from [-inf, inf] to [0, 1]. The inverse of the bijector applied to a uniform random variable X ~ U(0, 1) gives back a random variable with the Gumbel distribution:

tfb_gumbel_cdf(loc = 0, scale = 1, validate_args = FALSE, name = "gumbel_cdf")

Arguments

loc

Float-like Tensor that is the same dtype and is broadcastable with scale. This is loc in Y = g(X) = exp(-exp(-(X - loc) / scale)).
scale

Positive Float-like Tensor that is the same dtype and is broadcastable with loc. This is scale in Y = g(X) = exp(-exp(-(X - loc) / scale)).
validate_args

Logical, default FALSE. Whether to validate input with asserts. If validate_args is FALSE, and the inputs are invalid, correct behavior is not guaranteed.
name

name prefixed to Ops created by this class.

Value

a bijector instance.

Details

Y ~ GumbelCDF(loc, scale)
pdf(y; loc, scale) = exp(-( (y - loc) / scale + exp(- (y - loc) / scale) ) ) / scale

See also

For usage examples see tfb_forward(), tfb_inverse(), tfb_inverse_log_det_jacobian().

Other bijectors: tfb_absolute_value(), tfb_affine_linear_operator(), tfb_affine_scalar(), tfb_affine(), tfb_ascending(), tfb_batch_normalization(), tfb_blockwise(), tfb_chain(), tfb_cholesky_outer_product(), tfb_cholesky_to_inv_cholesky(), tfb_correlation_cholesky(), tfb_cumsum(), tfb_discrete_cosine_transform(), tfb_expm1(), tfb_exp(), tfb_ffjord(), tfb_fill_scale_tri_l(), tfb_fill_triangular(), tfb_glow(), tfb_gompertz_cdf(), tfb_gumbel(), tfb_identity(), tfb_inline(), tfb_invert(), tfb_iterated_sigmoid_centered(), tfb_kumaraswamy_cdf(), tfb_kumaraswamy(), tfb_lambert_w_tail(), tfb_masked_autoregressive_default_template(), tfb_masked_autoregressive_flow(), tfb_masked_dense(), tfb_matrix_inverse_tri_l(), tfb_matvec_lu(), tfb_normal_cdf(), tfb_ordered(), tfb_pad(), tfb_permute(), tfb_power_transform(), tfb_rational_quadratic_spline(), tfb_rayleigh_cdf(), tfb_real_nvp_default_template(), tfb_real_nvp(), tfb_reciprocal(), tfb_reshape(), tfb_scale_matvec_diag(), tfb_scale_matvec_linear_operator(), tfb_scale_matvec_lu(), tfb_scale_matvec_tri_l(), tfb_scale_tri_l(), tfb_scale(), tfb_shifted_gompertz_cdf(), tfb_shift(), tfb_sigmoid(), tfb_sinh_arcsinh(), tfb_sinh(), tfb_softmax_centered(), tfb_softplus(), tfb_softsign(), tfb_split(), tfb_square(), tfb_tanh(), tfb_transform_diagonal(), tfb_transpose(), tfb_weibull_cdf(), tfb_weibull()