[SciPy-User] log pdf, cdf, etc

[Ralf Gommers]

On Sun, May 30, 2010 at 5:38 AM, <josef.pktd at gmail.com> wrote:

> On Sat, May 29, 2010 at 4:51 PM, Travis Oliphant <oliphant at enthought.com>
> wrote:
> >
> > Hey Josef,
> >
> > I've been playing with distributions.py today and added logpdf, logcdf,
> logsf methods (based on _logpdf, _logcdf, _logsf methods in each
> distribution).
>
> I would like to get the private _logpdf in a useful (vectorized or
> broadcastable) version because for estimation and optimization, I want
> to avoid the logpdf overhead. So, my testing will be on the underline
> versions.
>
> >
> > I also added your _fitstart suggestion.   I would like to do something
> like your nnlf_fit method that allows you to fix some parameters and only
> solve for others, but I haven't thought through all the issues yet.
>
> I have written a semi-frozen fit function and posted to the mailing
> list a long time ago, but since I'm not sure about the API and I'm
> expanding to several new estimators, I kept this under
> work-in-progress.
>
> Similar _fitstart might need extra options, for estimation when some
> parameters are fixed, e.g. there are good moment estimators that work
> when some of the parameters (e.g. loc or scale) are fixed. Also
> _fitstart is currently used only by my fit_frozen.
>
> I was hoping to get this done this year, maybe together with the
> enhancements that Per Brodtkorb proposed two years ago, e.g. Method of
> Maximum Spacings.
>
> I also have a Generalized Method of Moments estimator based on
> matching quantiles and moments in the works.
>
> So, I don't want yet to be pinned down with any API for the estimation
> enhancements.
>
>  These recent changes are a bit problematic for several reasons:
- there are many new methods for distributions without tests.
- there are no docs for many new private and public methods
- invalid syntax: http://projects.scipy.org/scipy/ticket/1186
- the old rv_continuous doc template was put back in

This, plus Josef saying that he doesn't want to fix the API for some methods
yet, makes me want to take it out of the 0.8.x branch. Any objections to
that Travis or Josef?

Cheers,
Ralf
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