[SciPy-Dev] Subversion scipy.stats irregular problem with source code example

josef.pktd@gmai... josef.pktd@gmai...
Tue Sep 28 15:46:50 CDT 2010


On Tue, Sep 28, 2010 at 4:28 PM, James Phillips <zunzun@zunzun.com> wrote:
> I am in the process of eliminating the LGPL code, all I sed it for was
> to iterate over the distributions and guess initial parameters.  It
> was the investigation of why thiat code would not work correctly that
> led me to the problem I originally discussed.
>
> The "Simple" examples have a StatisticalDistribution.py file, as soon
> as I dump the LGPL code I'll make a "Complex" example that iterates
> over all of the continuous distributions.
>
> Perhaps we should wait until the LGPL file is gone from my source code
> distribution before considering the code for mirroring.  I do not use
> the Greedy Programmer's License (GPL) myself.

I just added the beta patch to my old script
http://bazaar.launchpad.net/~josef-pktd/statsmodels/statsmodels-josef-experimental-gsoc/annotate/head%3A/scikits/statsmodels/sandbox/stats/examples/matchdist.py

This runs with scipy trunk from maybe a month ago. it saves 79
histograms in a sub-directory.

I haven't looked at it in a while, and I didn't update it yet with
what Skipper found out when he worked on this.

I have been working more on getting standard errors for the estimates,
using GenericLikelihoodModel which is in development in statsmodel,
which should give asymptotic or bootstrap and eventually profile
likelihood standard errors and confidence intervals for the parameter
estimates, and allows parameters to depend on some explanatory
variables.
(When I tried to do this this summer, I got stuck in the literature on
pareto distributions and power-laws.)

One of the main work for fitting is getting good starting values for
individual distributions, and I think Skipper went further than what I
have. It would be good if we can get this to work (with BSD).

Josef


>
>     James
>
> On Tue, Sep 28, 2010 at 9:35 AM,  <josef.pktd@gmail.com> wrote:
>> On Tue, Sep 28, 2010 at 2:10 PM, Alan G Isaac <alan.isaac@gmail.com> wrote:
>>> On 9/28/2010 2:01 PM, James Phillips wrote:
>>>> You might consider the rate of change might be too high
>>>
>>> As long as you can provide unit tests,
>>> I don't see a problem.
>>>
>>> But you and Skipper shd work out the details.
>>
>> The part that fits the distributions from what I can see is LGPL
>>
>> License is GNU LGPL v3, see https://launchpad.net/twolumps
>>
>> more in a short time
>>
>> Josef
>>
>>>
>>> Cheers,
>>> Alan Isaac
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