[Scipy-tickets] [SciPy] #1325: Shape parameter negated in genextreme (relative to R, MATLAB, Wikipedia)

SciPy Trac scipy-tickets@scipy....
Sat Nov 6 08:34:41 CDT 2010


#1325: Shape parameter negated in genextreme (relative to R, MATLAB, Wikipedia)
--------------------------+-------------------------------------------------
 Reporter:  hamishharvey  |       Owner:  somebody
     Type:  defect        |      Status:  new     
 Priority:  normal        |   Milestone:  0.9.0   
Component:  scipy.stats   |     Version:  0.8.0   
 Keywords:                |  
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Comment(by josefpktd):

 The best is to check the extradoc attribute which contains the correct
 formula for the pdf. In general, it is always advisable to check the
 parameterization of the distributions because in many cases they differ
 from other packages and differ across books or articles.

 I had looked at the parameterization for the genpareto before which has a
 similar problem that the sign can be defined either way. I had written a
 version with changed sign to match some articles, only to discover later,
 that both sign parameterizations  are almost equally common in the
 literature.

 Having different parameterizations directly available would be useful for
 estimation of parameters, see for example gamlss package for R, but that
 wouldn't be the case for just changes in sign.

 Given that the parameterization is available in the extradoc, I think the
 most useful would be to add a warning about differences in
 parameterizations in the notes section of the generic docstring. If or
 when we add the docstring template to more individual distributions, we
 can add comments about the parameterization to the distribution-specific
 docstrings.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1325#comment:1>
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