[SciPy-User] Any planned work on scipy.stats.distributions?

Wes McKinney wesmckinn@gmail....
Mon Oct 4 12:33:13 CDT 2010


On Mon, Oct 4, 2010 at 1:30 PM,  <josef.pktd@gmail.com> wrote:
> On Mon, Oct 4, 2010 at 1:03 PM, Robert Kern <robert.kern@gmail.com> wrote:
>> On Mon, Oct 4, 2010 at 11:35, Wes McKinney <wesmckinn@gmail.com> wrote:
>>> I'm starting to notice miscellaneous issues in
>>> scipy.stats.distributions that should be worth fixing-- I can start
>>> filing tickets but I wondered if there were generally any plans to
>>> give the distributions a working over.
>>>
>>> One example: gamma(n) = (n - 1)! obviously blows up when n is
>>> sufficiently large. So basically anywhere special.gamma is used in a
>>> calculation is potentially at risk. For example, in Bayesian inference
>>> it's not uncommon to derive gamma posterior distributions with very
>>> small scale, functions like pdf don't work:
>>>
>>> class gamma_gen(rv_continuous):
>>>    def _pdf(self, x, a):
>>>        return x**(a-1)*exp(-x)/special.gamma(a)
>>>
>>> # using rpy2
>>> In [180]: list(r.dgamma(2.2, 2505, scale=1./1137))
>>> Out[180]: [9.0521612284316788]
>>>
>>> In [181]: stats.gamma(2505, scale=1./1137).pdf(2.2)
>>> Out[181]: nan
>>>
>>> I can fix some of these things (this one's easy-- take logs and use
>>> gammaln) but wondered first if there were any other plans for this
>>> code.
>>
>> I think fixes like this are perfectly appropriate and shouldn't
>> interfere with anyone's plans, if there are any.
>
> We have been improving a lot of this precision problems (and bug
> fixes) over the last two years. And there are still many left. Any
> improvements are very welcome.
>
> What's contentious is the big picture and the fit function, where I
> still don't know how far I want to fork it.
>
> (And don't use python's math module if you want to be robust to funny cases.)
>
> Josef
>
>>
>> --
>> Robert Kern
>>
>> "I have come to believe that the whole world is an enigma, a harmless
>> enigma that is made terrible by our own mad attempt to interpret it as
>> though it had an underlying truth."
>>   -- Umberto Eco
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Got it. Is SciPy development still taking place in SVN? I should get
commit rights and start chipping away on these misc issues.


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