[SciPy-User] scipy.stats.norm strange doc string

[Warren Weckesser]

On Sun, Mar 13, 2011 at 2:52 PM, nicky van foreest <vanforeest at gmail.com>wrote:

> Hi,
>
> The doc string of scipy.stats.norm tells me that the location and
> scale parameters are array-like. However, when I try to pass arrays to
> the loc and scale keywords I get an error. Specifically:
>
>
> In [1]: from scipy.stats import norm
>
> In [2]: import numpy as np
>
> In [3]: mu = np.array([1,1])
>
> In [4]: simga = np.array([1,1])
>
> In [5]: x = [0,1,2,3]
>
> In [6]: norm.pdf(x, loc = mu, scale = simga)
>
>
> results in :
>
> ValueError: shape mismatch: objects cannot be broadcast to a single shape
>
> I do understand how to resolve this problem, but for my specific
> purpose I would have liked to pass mu and sigma as arrays, that is, I
> would have liked to achieve
>
>        tau = np.zeros([g,m])
>        for i in range(g):
>            tau[i] = p[i]*norm.pdf(x, loc=mu[i], scale = sigma[i])
>
>
> in one pass.
>


All the arguments, including x, are broadcast, so you have ensure that their
shapes are all compatible.   This can be accomplished with some judicious
use of np.newaxis.  Here's a complete version of your snippet, with a "loop"
version and a broadcasting version:

-----
import numpy as np
from scipy.stats import norm

mu = np.array([1.0, 1.25])
sigma = np.array([4.0, 5.0])
p = np.array([0.25, 0.75])
x = np.array([1.0, 2.0, 3.0, 4.0, 5.0])

g = p.shape[0]
m = x.shape[0]

# Compute tau in a loop.
tau = np.empty([g,m])
for i in range(g):
    tau[i] = p[i]*norm.pdf(x, loc=mu[i], scale = sigma[i])

# Compute tau with broadcasting.
tau2 = p[:,np.newaxis] * norm.pdf(x, loc=mu[:,np.newaxis],
scale=sigma[:,np.newaxis])

print "tau:"
print tau

print
print "tau2:"
print tau2
-----

Warren


> BTW:
>
> I am using this code to fit a set of normal distributions to a given
> (quite) general distribution function by using the EM algorithm. Is
> this already coded somewhere in scipy? If not, is somebody interested
> in me making this available on the scipy cookbook?
>
> bye
>
> Nicky
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