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

James Phillips zunzun@zunzun....
Thu Sep 30 15:27:42 CDT 2010


On Thu, Sep 30, 2010 at 10:05 AM,  <josef.pktd@gmail.com> wrote:
>
> Why did you choose to minimize the squared difference of quantiles,
> instead of the negative log-likelihood in the diffev ?

For my use in estimating initial parameters, the genetic algorithm
needs a cutoff point at which a sufficient solution has been reached
and I have useful starting parameters.  While I would not know in
advance what log likelihood value to use as a stopping parameter, I do
know in advance that a residual sum-of-squares near zero should have
good initial parameter estimates.  That means I can pass a small value
to the genetic algorithm and have it stop if it finds such parameters,
there would no need to continue past that point.

I did notice that it really drags on for the beta distribution, I
would need to tune my GA parameters; for example, to give up after
fewer than the 500 generations I used in the initial test code.

     James


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