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