[SciPy-dev] Statistics review months
Jonathan Taylor
jonathan.taylor at stanford.edu
Sat Apr 1 22:20:02 CST 2006
on this topic, as an honest-to-goodness statistician it might be nice to
see more statistical modelling in scipy. i know Rpy exists, but the
interface is not very pythonic.
i have some "home-brew" modules for linear regression, formula building
(something like R's) and a few other things. if it went into something
like scipy, it might gain from the criticisms of others....
is there any interest in making the equivalent of a
scipy.stats.models
module?
i think an easily (medium-term) achievable goal is:
i) linear (least-squares) regression models with/without weights or
non-diagonal covariance matrices (in R: lm + more)
ii) generalized linear models (in R: glm)
iii) iteratively reweighted least squares algorithms (glm is a special
case), i.e. robust regression (in R: rlm).
iv) ordinary least squares multivariate linear models (i.e. multivariate
responses)
some of these models can easily be "broadcasted", others not so easily....
further goals are more general models: classification, constrained model
fitting, model selection.... for some of these things, it may not be
worth duplicating R's (or other packages') efforts.
-- jonathan
Robert Kern wrote:
>In the interest of improving the quality of the scipy.stats package, I hereby
>declare April and May of 2006 to be Statistics Review Months. I propose that we
>set ourselves a goal to review each function in stats.py and morestats.py (and a
>few others) for correctness and completeness of implementation by the end of
>May. By my count, that's about 2.5 functions every day. Surely this is a
>reasonable amount of effort for a rather large payoff: a robust, well-tested and
>thorough statistics library.
>
>I have added a Wiki page describing the details:
>
> http://projects.scipy.org/scipy/scipy/wiki/StatisticsReview
>
>Barring any objections, I will be irretrievably creating the ~150 tickets or so
>for all of the functions to be reviewed later tonight. So if you object, act fast!
>
>[Disclosure: this idea isn't mine. Eric Jones mentioned it to me once, and I'm
>just running with it.]
>
>
>
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