[SciPy-Dev] stats, distributions, design choices

josef.pktd@gmai... josef.pktd@gmai...
Thu Jun 13 16:02:31 CDT 2013


On Thu, Jun 13, 2013 at 4:46 PM, Evgeni Burovski
<evgeny.burovskiy@gmail.com> wrote:
> Looking into the source of stats.distributions, I'm a bit puzzled by the way
> incorrect distribution parameters are handled. Most likely, I'm missing
> something very simple, so I'd appreciate if someone knowledgeable can
> comment on these:
>
> 1. For incorrect arguments of a distribution, rvs() raises a ValueError, but
> pdf(), pmf() and their relatives return a magic badarg value:
>
>>>> from scipy.stats import norm
>>>> norm._argcheck(0, -1)
> False
>>>> norm.pdf(1, loc=0, scale=-1)
> nan
>>>> norm.rvs(loc=0, scale=-1)
> Traceback (most recent call last):
>   File "<stdin>", line 1, in <module>
>   File
> "/home/br/virtualenvs/scipy-dev/local/lib/python2.7/site-packages/scipy/stats/distributions.py",
> line 617, in rvs
>     raise ValueError("Domain error in arguments.")
> ValueError: Domain error in arguments.
>
> Is there the rationale behind this? I'd naively expect a pdf to raise an
> error as well --- or is there a use case where the current behavior is
> preferrable?

The same reason we also add nans instead of raising an exception in
other places.

When we calculate vectorized results, we still return the valid
results, and nan at the invalid results.
If there is only a scalar answer, then we raise an exception if inputs
are invalid.


>
>
> 2. For frozen distributions, is there a reason not to check the arguments at
> freezing time:
>>>> from scipy.stats import norm
>>>> n = norm(0, -1)
> # ...long long time afterwards...
>>>> n.pdf([1, 2, 3])
> array([ nan,  nan,  nan])

I don't think there is a reason not to check the arguments on freezing
time. I guess it's just a call to _argcheck and checking that the
scale is strictly positive.

They will be checked again in the calls to individual methods, which,
I think, is unavoidable because they use the same methods as
non-frozen distributions.

Josef


>
> Thanks,
>
> Zhenya
>
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