[Scipy-tickets] [SciPy] #1325: Shape parameter negated in genextreme (relative to R, MATLAB, Wikipedia)
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Sat Nov 6 08:34:41 CDT 2010
#1325: Shape parameter negated in genextreme (relative to R, MATLAB, Wikipedia)
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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.
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1325#comment:1>
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