[SciPy-User] Any planned work on scipy.stats.distributions?
josef.pktd@gmai...
josef.pktd@gmai...
Mon Oct 4 12:47:08 CDT 2010
On Mon, Oct 4, 2010 at 1:33 PM, Wes McKinney <wesmckinn@gmail.com> wrote:
> On Mon, Oct 4, 2010 at 1:30 PM, <josef.pktd@gmail.com> wrote:
>> On Mon, Oct 4, 2010 at 1:03 PM, Robert Kern <robert.kern@gmail.com> wrote:
>>> On Mon, Oct 4, 2010 at 11:35, Wes McKinney <wesmckinn@gmail.com> wrote:
>>>> I'm starting to notice miscellaneous issues in
>>>> scipy.stats.distributions that should be worth fixing-- I can start
>>>> filing tickets but I wondered if there were generally any plans to
>>>> give the distributions a working over.
>>>>
>>>> One example: gamma(n) = (n - 1)! obviously blows up when n is
>>>> sufficiently large. So basically anywhere special.gamma is used in a
>>>> calculation is potentially at risk. For example, in Bayesian inference
>>>> it's not uncommon to derive gamma posterior distributions with very
>>>> small scale, functions like pdf don't work:
>>>>
>>>> class gamma_gen(rv_continuous):
>>>> def _pdf(self, x, a):
>>>> return x**(a-1)*exp(-x)/special.gamma(a)
>>>>
>>>> # using rpy2
>>>> In [180]: list(r.dgamma(2.2, 2505, scale=1./1137))
>>>> Out[180]: [9.0521612284316788]
>>>>
>>>> In [181]: stats.gamma(2505, scale=1./1137).pdf(2.2)
>>>> Out[181]: nan
>>>>
>>>> I can fix some of these things (this one's easy-- take logs and use
>>>> gammaln) but wondered first if there were any other plans for this
>>>> code.
>>>
>>> I think fixes like this are perfectly appropriate and shouldn't
>>> interfere with anyone's plans, if there are any.
>>
>> We have been improving a lot of this precision problems (and bug
>> fixes) over the last two years. And there are still many left. Any
>> improvements are very welcome.
>>
>> What's contentious is the big picture and the fit function, where I
>> still don't know how far I want to fork it.
>>
>> (And don't use python's math module if you want to be robust to funny cases.)
>>
>> Josef
>>
>>>
>>> --
>>> Robert Kern
>>>
>>> "I have come to believe that the whole world is an enigma, a harmless
>>> enigma that is made terrible by our own mad attempt to interpret it as
>>> though it had an underlying truth."
>>> -- Umberto Eco
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>
> Got it. Is SciPy development still taking place in SVN? I should get
> commit rights and start chipping away on these misc issues.
Either svn, or if you are comfortable with git, through github like
many of the developers work now.
But I don't know any details about that route.
Josef
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