[Scipy-tickets] [SciPy] #1536: BUG: floc doesn't work (in lognorm) ?

SciPy Trac scipy-tickets@scipy....
Mon Oct 10 14:39:57 CDT 2011


#1536: BUG: floc doesn't work (in lognorm) ?
-----------------------+----------------------------------------------------
 Reporter:  josefpktd  |       Owner:  somebody   
     Type:  defect     |      Status:  new        
 Priority:  normal     |   Milestone:  Unscheduled
Component:  Other      |     Version:  0.9.0      
 Keywords:             |  
-----------------------+----------------------------------------------------
 (reported by Christian K on scipy-user mailing list)

 while fit with starting value loc=0 gives reasonable results, the
 estimates with fixed location, floc=0, look way off.

 {{{
 import numpy as np

 from scipy import stats

 np.set_printoptions(precision=4)
 print 'true'
 print 0.25, 0., 20.0
 print 'estimated, floc=0, loc=0'
 for i in range(10):
     x = stats.lognorm.rvs(0.25, 0., 20.0, size=2000)
     print np.array(stats.lognorm.fit(x, floc=0)), \
             np.array(stats.lognorm.fit(x, loc=0))
 }}}

 {{{
 true
 0.25 0.0 20.0
 estimated, floc=0, loc=0
 [ 2.1271  0.      2.3999] [  0.2623   1.0211  18.7911]
 [ 2.1393  0.      2.3952] [  0.2523   0.0294  20.0117]
 [ 2.1356  0.      2.3978] [  0.2477   0.03    19.9703]
 [ 2.1378  0.      2.3874] [  0.2496   0.0301  19.9231]
 [ 2.1463  0.      2.3641] [  0.2474   0.0292  19.9051]
 [ 2.1408  0.      2.3898] [  0.2459   0.0303  20.0118]
 [ 2.1252  0.      2.4326] [  0.251    0.029   20.0412]
 [ 2.1296  0.      2.3943] [  0.2476   0.0296  19.8208]
 [ 2.1344  0.      2.401 ] [  0.2472   0.0299  19.9744]
 [ 2.1383  0.      2.4133] [  0.247    0.0301  20.1544]
 }}}

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1536>
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