[SciPy-User] gamma.pdf numerically unstable?

Tom Furmston tfurmston@googlemail....
Mon Aug 6 09:28:26 CDT 2012


Thanks for all the responses.

My SciPy version is 0.7.2, so it looks like it might be a version
issue. Will update and so what happens.




On 8/6/12, josef.pktd@gmail.com <josef.pktd@gmail.com> wrote:
> 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
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>>
>


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