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

Travis E. Oliphant oliphant@enthought....
Fri Jan 30 11:30:58 CST 2009


josef.pktd@gmail.com wrote:
> On Thu, Jan 29, 2009 at 8:40 AM, Nicolas CHOPIN
> <nicolas.chopin@bristol.ac.uk> wrote:
>   
>> Pauli Virtanen <pav <at> iki.fi> writes:
>>
>>     
>>> Thu, 29 Jan 2009 12:52:37 +0000, Pauli Virtanen wrote:
>>> [clip]
>>>       
>>>> It appears that scipy.stats.gamma doesn't have a scale parameter.
>>>>         
>>> Oops, obviously it has a scale parameter:
>>>
>>> In Scipy:
>>>       
>>>>>> scipy.stats.gamma.pdf(5, 2, 0, 1.0/5)
>>>>>>             
>>> 1.7359929831205026e-09
>>>
>>> In R:
>>>       
>>>> dgamma(5,2,5)
>>>>         
>>> [1] 1.735993e-09
>>>
>>> So, no bugs present, just different order of arguments.
>>>
>>>       
>> oops, many thanks, I managed to misunderstand both R and scipy.stats syntaxes,
>> sorry...
>> A poor excuse is that in my field Gamma(a,b) distributions refers to Gamma with
>> shape a, and scale=1/b, and nobody uses a location parameter.
>> Thanks again
>>
>>     
>
> I'm glad this is cleared up, I appreciate any report on differences
> with R, since not all corner cases are properly tested.
>
> Location and scale are keyword arguments for any continuous
> distribution and are handled generically, (which currently has the
> disadvantage that fit cannot estimate the distribution parameters
> while keeping the location fixed).
>   

That's a good point!    It should be possible to fix any of the 
parameters and estimate the others from the data.   If you know more you 
should use it, because your estimates of what remains unknown can only 
improve (and sometimes markedly so).

If somebody fixes this, I would welcome the change.  

-Travis



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