[SciPy-Dev] scipy.stats.distributions: note on initial parameters for fitting the beta distribution
James Phillips
zunzun@zunzun....
Mon Nov 8 10:43:09 CST 2010
I am finding that using eps alone is insufficient, as the size of a
given floating point number may be too large to add or subtract eps
and have the floating point number change. Below is example code that
on my 32-bit Ubuntu Linux distribution illustrates my meaning.
James
import numpy
eps = numpy.finfo(float).eps
print 'eps =', eps
a = 500.0
b = 500.0
print 'should be zero: a-b =', a-b
c = b + eps
print 'should be -eps, not zero: a-c =', a-c
d = 1.0E-290
e = 1.0E-290
print 'should be zero: d-e =', d-e
f = e + eps
print 'should be -eps, not zero: a-c =', d-f
On Mon, Oct 25, 2010 at 10:14 AM, <josef.pktd@gmail.com> wrote:
>
> Are you handling fixed loc and scale in your code? In that case, it
> might be possible just to restrict the usage of the beta distribution
> for data between zero and one, or fix loc=x.min()-eps, scale=(x.max()
> - x.min() + 2*eps) or something like this, if you don't want to get
> another estimation method. (I don't remember if I tried this for the
> beta distribution.)
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