[SciPy-User] gamma.pdf numerically unstable?

josef.pktd@gmai... josef.pktd@gmai...
Mon Aug 6 09:05:50 CDT 2012


On Mon, Aug 6, 2012 at 9:48 AM, Skipper Seabold <jsseabold@gmail.com> wrote:

> On Mon, Aug 6, 2012 at 9:29 AM, Tom Furmston <tfurmston@googlemail.com>
> wrote:
> > Hi,
> >
> > I'm trying to use the gamma distribution in the SciPy library, but it
> > appears to be numerically unstable.
> >
> > First, I've imported the library with
> >
> > from scipy.stats import gamma
> >
> > I want to evaluate the gamma distribution are x = 1.6, where the gamma
> > distribution has the parameters shape = 142, scale = 0.0098. When I
> > type
> >
> > gamma.pdf(1.6, 142, loc=0, scale=0.0098)
> >
> > I get a value of inf.
> >
> > According to matlab the value should be around 0.7030.
> >
> > Am I using this distribution correctly? Is this distribution known to
> > suffer from numerical issues?
> >
>
> What SciPy version?
>

>>> import scipy
>>> scipy.__version__
'0.9.0'

already fixed then


>
> [~/]
> [1]: from scipy.stats import gamma
>
> [~/]
> [2]: gamma.pdf(1.6, 142, loc=0, scale=.0098)
> [2]: 0.69705038205764014
>
> [~/]
> [3]: np.exp(gamma.logpdf(1.6, 142, loc=0, scale=.0098))
> [3]: 0.69705038205763981
>
> [~/]
> [4]: import scipy
>
> [~/]
> [5]: scipy.__version__
> [5]: '0.12.0.dev-8647010'
>
> In R
>
> > dgamma(1.6, 142, scale=.0098)
> [1] 0.6970504
>
>
> Skipper
> _______________________________________________
> SciPy-User mailing list
> SciPy-User@scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-user
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mail.scipy.org/pipermail/scipy-user/attachments/20120806/db98a3f6/attachment.html 


More information about the SciPy-User mailing list