[Scipy-tickets] [SciPy] #1436: stats.poisson.logpmf(k, loc) numeric overflow

SciPy Trac scipy-tickets@scipy....
Thu May 5 11:52:22 CDT 2011


#1436: stats.poisson.logpmf(k, loc) numeric overflow
-------------------------+--------------------------------------------------
 Reporter:  kairit       |       Owner:  somebody    
     Type:  enhancement  |      Status:  needs_review
 Priority:  normal       |   Milestone:              
Component:  scipy.stats  |     Version:  0.9.0       
 Keywords:               |  
-------------------------+--------------------------------------------------
Changes (by josefpktd):

  * status:  new => needs_review


Comment:

 Thanks for reporting this.

 It's a trivial fix to add an explicit _logpmf calculation to poisson
 (instead of using generic) since pmf first calculates logpmf and then
 takes exp

 {{{
 >>> from scipy.special import gammaln
 >>> k, mu = 1500, 200
 >>> k*np.log(mu)-gammaln(k+1) - mu
 -1726.9301350957012
 }}}

 fix should be something like

 {{{

     def _logpmf(self, k, mu):
         Pk = k*log(mu)- gamln(k+1) - mu
         return Pk

     def _pmf(self, k, mu):
         return exp(self._logpmf(k, mu))

 }}}

 I can change this next week.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1436#comment:2>
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