[SciPy-User] log pdf, cdf, etc

Chris Strickland christophermarkstrickland@gmail....
Tue Jun 8 17:52:30 CDT 2010


I posted this over a week ago and we have a running thread with discussion
on it. So ignore this somewhat mysterious re-appearance of an old post. If
you are interested in the discussion post in the other thread.

On Thu, May 27, 2010 at 9:22 PM, Chris Strickland <
christopher.strickland@qut.edu.au> wrote:

> Hi,
>
> When using any of the distributions of scipy.stats there does not seem to
> be
> the ability (or at least I cannot figure out how) to have the function
> return
> the log of the pdf, cdf, sf, etc. For statistical analysis this is
> essential.
> For instance suppose we are interested in an exponential distribution for a
> random variable x with a hyperparameter lambda there needs to be an option
> that returns -log(lambda)-x/lambda. It is not sufficient (numerically) to
> calculate log(scipy.stats.expon.pdf(x,lambda)).
>
> Is there a way to do this using the distributions in scipy.stats?
>
> If there is not is it possible for me to suggest that this feature is
> added.
> There is such an excellent range of distributions, each with such an
> impressive range of options, it seems ashame to have to mostly manually
> code
> up the log of pdfs and often call the log of CDFs from R.
>
> Thanks,
> Chris.
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