[SciPy-Dev] scipy.stats.distributions: note on initial parameters for fitting the beta distribution

James Phillips zunzun@zunzun....
Tue Nov 2 05:07:35 CDT 2010


Thank you kindly for trying the scripts.

     James

On Mon, Nov 1, 2010 at 10:13 PM,  <josef.pktd@gmail.com> wrote:
>
> I tried out both your scripts during the weekend but didn't get around
> to replying. Most distributions work pretty fast but there are still a
> few unsuccesful time wasters in there. For example, ksone is also
> mainly a distribution for a statistical test, and in my run took a
> long time without a successful fit.
>
> I'm not sure how nnlf woill work as selection criterium for the
> distributions, and similarly the residual sum of squares might not be
> a good or robust criterium, for example with heavy tailed
> distributions. But that's just a guess, the only (commercial) package
> that I looked at, offered the choice between Kolmogorov-Smirnov,
> Anderson-Darling and 2 chisquare tests (equal-spaced and equal
> probability) as distance or goodness-of-fit measure. (Entropy would be
> another criterium, but I haven't seen it yet for selecting the
> distribution.)
>
> Your version also will help to narrow down what might be good starting
> values, eventually I would prefer to hardcode (optional) distribution
> specific _start_values.
>
> Your second script (after dropping the failures) has 10 distributions
> fewer than the first script (70 instead of 80), so there is still some
> distribution specific work left.
>
> Josef
>
>>>
>>>     James
>>>
>>> 2010/10/30 James Phillips <zunzun@zunzun.com>:
>>>> I'll parallelize this code and make a few more tweaks, and then add it
>>>> to my web site.
>>>
>>
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