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

josef.pktd@gmai... josef.pktd@gmai...
Thu Sep 30 15:05:52 CDT 2010


On Thu, Sep 30, 2010 at 2:28 PM, James Phillips <zunzun@zunzun.com> wrote:
> On Tue, Sep 28, 2010 at 10:46 AM,  <josef.pktd@gmail.com> wrote:
>>
>> One of the main work for fitting is getting good starting values for
>> individual distributions...
>
> Attached is source code that uses Robert Kern's sandbox version of the
> Differential Evolution genetic algorithm (diffev.py) to find starting
> parameters of loc and scale, it works well in my tests.  I plan to use
> this approach on the zunzun.com web site, having no better general
> options than this one at the moment.  Note that I have slightly
> modified Robert's code so that I can pass in a stopping criteria, that
> file is also attached.

interesting,

Why did you choose to minimize the squared difference of quantiles,
instead of the negative log-likelihood in the diffev ?

Josef


>
>     James
>
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