[SciPy-User] log pdf, cdf, etc
Chris Strickland
christophermarkstrickland@gmail....
Fri May 28 06:29:26 CDT 2010
Hi,
When using any of the distributions of scipy.stats there does not seem to be
the ability (or at least I cannot figure out how) to have the function
return
the log of the pdf, cdf, sf, etc. For statistical analysis this is
essential.
For instance suppose we are interested in an exponential distribution for a
random variable x with a hyperparameter lambda there needs to be an option
that returns -log(lambda)-x/lambda. It is not sufficient (numerically) to
calculate log(scipy.stats.expon.pdf(x,lambda)).
Is there a way to do this using the distributions in scipy.stats?
If there is not is it possible for me to suggest that this feature is added.
There is such an excellent range of distributions, each with such an
impressive range of options, it seems ashame to have to mostly manually code
up the log of pdfs and often call the log of CDFs from R.
Thanks,
Chris.
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