[SciPy-dev] Statistics review months
Steven H. Rogers
steve at shrogers.com
Sun Apr 2 09:07:18 CDT 2006
I think this would be a useful addition.
Jonathan Taylor wrote:
> 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
> 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
> 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:
>> 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.]
Steven H. Rogers, Ph.D., steve at shrogers.com
"He who refuses to do arithmetic is doomed to talk nonsense."
-- John McCarthy
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