[SciPy-user] accuracy of stats.gamma.pdf

Nicolas Chopin nicolas.chopin@bristol.ac...
Thu Jan 29 03:48:01 CST 2009


  Dear list,
when I compute:

stats.gamma.pdf(5.,2.,5.)

I get:
array([0.])

whereas the same command in R outputs:
 > dgamma(5.,2.,5.)
[1] 1.735993e-09

Is this a bug, and then should I report it somewhere?
Or is it just that scipy's implementation of the gamma pdf is a bit
less accurate than R's?

 I need to compute log-pdf's, so I need relative accuracy, not absolute 
accuracy;
but I can implement my own log-pdf routine, of course.

Thank you in advance for your wise replies.



Nicolas Chopin                       


<http://www.stats.bris.ac.uk/%7Emanxac/>


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