[SciPy-dev] Statistics review months

Steven H. Rogers steve at shrogers.com
Sun Apr 2 09:07:18 CDT 2006


I think this would be a useful addition.

Jonathan Taylor wrote:
> on this topic, as an honest-to-goodness statistician it might be nice to 
> see more statistical modelling in scipy. i know Rpy exists, but the 
> interface is not very pythonic.
> 
> i have some "home-brew" modules for linear regression, formula building 
> (something like R's) and a few other things. if it went into something 
> like scipy, it might gain from the criticisms of others....
> 
> is there any interest in making the equivalent of a
> 
> scipy.stats.models
> 
> module?
> 
> i think an easily (medium-term) achievable goal is:
> 
> i) linear (least-squares) regression models with/without weights or 
> non-diagonal covariance matrices (in R: lm + more)
> 
> ii) generalized linear models (in R: glm)
> 
> iii) iteratively reweighted least squares algorithms (glm is a special 
> case), i.e. robust regression  (in R: rlm).
> 
> iv) ordinary least squares multivariate linear models (i.e. multivariate 
> responses)
> 
> some of these models can easily be "broadcasted", others not so easily....
> 
> further goals are more general models: classification, constrained model 
> fitting, model selection.... for some of these things, it may not be 
> worth duplicating R's (or other packages') efforts.
> 
> -- jonathan
> 
> 
> Robert Kern wrote:
> 
>> In the interest of improving the quality of the scipy.stats package, I hereby
>> declare April and May of 2006 to be Statistics Review Months. I propose that we
>> set ourselves a goal to review each function in stats.py and morestats.py (and a
>> few others) for correctness and completeness of implementation by the end of
>> May. By my count, that's about 2.5 functions every day. Surely this is a
>> reasonable amount of effort for a rather large payoff: a robust, well-tested and
>> thorough statistics library.
>>
>> I have added a Wiki page describing the details:
>>
>>  http://projects.scipy.org/scipy/scipy/wiki/StatisticsReview
>>
>> Barring any objections, I will be irretrievably creating the ~150 tickets or so
>> for all of the functions to be reviewed later tonight. So if you object, act fast!
>>
>> [Disclosure: this idea isn't mine. Eric Jones mentioned it to me once, and I'm
>> just running with it.]
>>
>>  
>>
> 

-- 
Steven H. Rogers, Ph.D., steve at shrogers.com
Weblog: http://shrogers.com/weblog
"He who refuses to do arithmetic is doomed to talk nonsense."
-- John McCarthy




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