[SciPy-dev] bug in scipy.stats package

josef.pktd@gmai... josef.pktd@gmai...
Fri Jan 8 11:40:59 CST 2010


On Fri, Jan 8, 2010 at 11:56 AM, Leon Adams <skorpio11@gmail.com> wrote:
>
> Hi all,
> I am currently doing some work involving distribution fitting and it looks
> like a came across a strange bug in the ppf function of the gamma
> distribution. Can some one else verify and if so suggest possible
> resolution. Below is a sample of my python script:
>
> import scipy.stats as st
> import numpy as np
> nbins = 12
> binProb = np.zeros(nbins) + 1.0/nbins
> binSumProb = np.add.accumulate(binProb)
> print binSumProb
> print st.gamma.ppf(binSumProb,0.6379,loc=1.6,scale=39.555)
>
> With the following output:
> [ 0.08333333  0.16666667  0.25        0.33333333  0.41666667  0.5
>   0.58333333  0.66666667  0.75        0.83333333  0.91666667  1.        ]
> [  2.28713122   3.68072087   1.6          8.20183111  11.42062087
>   15.44977132  20.5371578   27.11627185  36.01838095  49.13633397
>   72.58240868          Inf]

My result look correct, see below. Which version of scipy are you using?
I think this was http://projects.scipy.org/scipy/ticket/975
which would mean the fix is only in trunk

Thanks for reporting it

Josef


>>> scipy.version.version
'0.8.0.dev6156'

>>> import scipy.stats as stats
>>> import numpy as np
>>> nbins = 12
>>> binProb = np.zeros(nbins) + 1.0/nbins
>>> binSumProb = np.add.accumulate(binProb)
>>> print binSumProb
[ 0.08333333  0.16666667  0.25        0.33333333  0.41666667  0.5
  0.58333333  0.66666667  0.75        0.83333333  0.91666667  1.        ]
>>> print stats.gamma.ppf(binSumProb,0.6379,loc=1.6,scale=39.555)
[  2.28713122   3.68072087   5.64774079   8.20183111  11.42062087
  15.44977132  20.5371578   27.11627185  36.01838095  49.13633397
  72.58240868          Inf]


>
> The problem occurs at an input value of 0.25, the ppf returns the location
> parameter (in this case 1.6)
>
> Thanks in advance
> --
> Leon Adams
>
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