[SciPy-dev] MCMC, Kalman Filtering, AI for SciPy?

Travis Oliphant oliphant at ee.byu.edu
Mon Sep 27 17:06:48 CDT 2004


Charles Harris wrote:

> eric jones wrote:
>
>> Where should these live?
>> monte carlo and markov chain might fit in scipy.stats?
>
>
> How about  in monte_carlo or some such? I think there is too much stuff
> put in odd places. Why is zeros in optimize? Makes no sense, but there 

> it is.  


The reason it is in optimize, is because the fsolve command for 
many-variable functions is a wrapper of something in minpack which 
formed the foundation for optimize.

As you know there is a connection between optimization and finding zeros 
of functions.   Later, one-variable root-finders were added to be near 
fsolve.

We are not against reorganizations, but odd to you is not necessarily 
odd to someone else, and vice versa.  So, let's just figure out were 
monte_carlo should go.  I think it would go well under stats, or else a 
new AI subpackage.


I agree that stats could use reorganization.  Many routines were lifted 
from an old pstats.py file.  While it has been significantly cleaned up, 
there are still problems. 

I hear various complaints occasionally about slowness in some of the 
distributions in stats.  In order to improve things, these need to be 
better described.  Their shouldn't be a lot of slow-down in most of the 
routines (aside from domain validity slowness).   Some distributions 
don't have exactly defined cdf's or ppf's and these must be computed by 
SciPy using integration and zero-finding routines.  This will be very slow.

There are also several statistical-related routines available in special 
in all of their raw and speedy glory.

-Travis O.




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