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

josef.pktd@gmai... josef.pktd@gmai...
Wed Oct 6 08:30:44 CDT 2010


On Tue, Oct 5, 2010 at 7:52 AM, Neal Becker <ndbecker2@gmail.com> wrote:
> I'm needing doubly noncentric F distribution.
>
> I found this:
> http://www.ifpress.com/pdfs/comm22-897.pdf
>
> It might not be the best, but it's all I found.

Looks interesting, I never heard of the doubly noncentric something
distributions.

Both your code and the paper are a bit stingy on explanations.

>From a few examples that I tried, the precision looks pretty good. I
found some papers that use saddle point approximation to get both pdf
and cdf of doubly non-central f and t distributions, which might be
faster for some use cases (e.g. evaluating the cdf or pdf at many
points.)

But for the statistics applications that I saw mentioned (needing only
one or a few points of the cdf), your version looks good and could be
dressed up into a scipy.stats.distributions case.

Thanks,

Josef


>
> Coded it up as attached:
>
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