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

josef.pktd@gmai... josef.pktd@gmai...
Fri Jan 30 11:57:32 CST 2009


On Fri, Jan 30, 2009 at 12:30 PM, Travis E. Oliphant
<oliphant@enthought.com> wrote:
> 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
>

It's Ticket #832, especially not being able to fix the support
(location) of the distribution is a problem. We
should be able to get this in before the next release with some
planned enhancements
to distributions. (But I don't have time right now)

Josef


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