[Scipy-tickets] [SciPy] #767: Add the limiting gumbel distribution to genextreme distribution when shape c=0
SciPy
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Fri Oct 31 11:00:19 CDT 2008
#767: Add the limiting gumbel distribution to genextreme distribution when shape
c=0
-------------------------+--------------------------------------------------
Reporter: pbrod | Owner: somebody
Type: enhancement | Status: new
Priority: normal | Milestone:
Component: scipy.stats | Version:
Severity: normal | Resolution:
Keywords: |
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Comment (by josefpktd):
Looking at distributions.py, the comments before class
genextreme_gen(rv_continuous) say:
{{{
## Generalized Extreme Value
## c=0 is just gumbel distribution.
## This version does not accept c==0
## Use gumbel_r for c==0
}}}
So this is already implemented:
{{{
class gumbel_r_gen(rv_continuous):
def _pdf(self, x):
ex = exp(-x)
return ex*exp(-ex)
def _cdf(self, x):
return exp(-exp(-x))
}}}
Additionally there is also a left-skewed gumbel_r with:
{{{
def _cdf(self, x):
return 1.0-exp(-exp(x))
}}}
maybe a comment could be put in the extradocs of genextrem_gen to point to
gumbel_r for the special case.
A quick check:
{{{
>>> stats.genextreme.cdf([-0.5,0,1,2],0.00001)
array([ 0.19229604, 0.36787944, 0.6922019 , 0.87342538])
>>> stats.gumbel_r.cdf([-0.5,0,1,2])
array([ 0.19229565, 0.36787944, 0.69220063, 0.87342302])
}}}
Josef
--
Ticket URL: <http://scipy.org/scipy/scipy/ticket/767#comment:1>
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