[SciPy-Dev] Subversion scipy.stats irregular problem with source code example

[Charles Moliere]

2010/12/9 <josef.pktd at gmail.com>

>  On Thu, Dec 9, 2010 at 3:59 PM, Skipper Seabold <jsseabold at gmail.com>
> wrote:
> > On Thu, Dec 9, 2010 at 3:53 PM,  <josef.pktd at gmail.com> wrote:
> >> On Thu, Dec 9, 2010 at 3:12 PM, Skipper Seabold <jsseabold at gmail.com>
> wrote:
> >>> On Thu, Dec 9, 2010 at 2:34 PM, Charles <charles.moliere at gmail.com>
> wrote:
> >>>>
> >>>> Hi,
> >>>> I'm very sorry for entering the thread like this, but after a long
> search over
> >>>> the web, this thread is the more relevant to my problem which I'm
> stuck with.
> >>>> I'm actually trying to fit a gamma distribution on a set of
> experimental
> >>>> values with gamma.fit() in scipy 0.8.0. Here is the very simple code
> I'm using
> >>>> with a sample of my data:
> >>>>
> >>>> ##########################
> >>>> import scipy as sp
> >>>> import scipy.stats as ss
> >>>>
> >>>> exp_data =[25.6,35.8,100.2,115.2,125.2,140.1,160.6,210.1,250.5,4500.3]
> >>>> data = sp.array(exp_data)
> >>>>
> >>>> fit_alpha, fit_loc, fit_beta = ss.gamma.fit(data)
> >>>> print(fit_alpha,fit_loc,fit_beta)
> >>>> #########################
> >>>>
> >>>> I then receive many messages on the command line:
> >>>> Warning: invalid value encountered in subtract
> >>>>
> >>>> Which ends with no fitting of the parameters:
> >>>> (1.0, 0.0, 1.0)
> >>>>
> >>>> With earlier version of scipy (0.7.2), the error message are absent
> but still
> >>>> no fitting is done. Apparently, it is the extrem value of "4500.3"
> that is
> >>>> causing problem with the fitting in this case.
> >>>>
> >>>> I know you metionned earlier that the fitting code should be
> considered as
> >>>> experimental, however I was wondering if this should be considered as
> a bug,
> >>>> or if I'm making a mistake. In either case, is there a fix for the fit
> >>>> method to work with a gamma distribution?
> >>>>
> >>>
> >>> It looks like Josef's recent changes have got this working.  Using the
> >>> most recent trunk, so you might want to upgrade or see the changeset
> >>
> >> I don't remember any changes, but in this case choosing the right
> >> starting values will be important, and the default ones might work
> >> with one scipy version but with an other.
> >>
> >
> > Ah, well I had an older trunk installed on this machine and got the
> > same as the OP.  I updated and then it worked (ie., returned
> > something)...
>
> with the version I have:
>
> >>>
> stats.gamma._fitstart([25.6,35.8,100.2,115.2,125.2,140.1,160.6,210.1,250.5,4500.3])
> (0.56777181998920023, -422.95393359547484, 1742.449869411083)
>
> >>>
> stats.gamma.fit([25.6,35.8,100.2,115.2,125.2,140.1,160.6,210.1,250.5,4500.3])
> (0.37079853616614639, 25.599999999999998, 2459.7325273317128)
>
> Charles,
>  you could try starting parameters like (0.5, 0.0, 2000) and see if this
> works.
>
> I still haven't looked at all the changes in the fit
>
> Josef
>
> >
> > Skipper
> > _______________________________________________
> > SciPy-Dev mailing list
> > SciPy-Dev at scipy.org
> > http://mail.scipy.org/mailman/listinfo/scipy-dev
> >
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Thanks a lot for your help to you both.

I haven't found any documentation about _fitstart(). Is it a new fitting
that uses the data to choose the starting parameters (as mentioned in
ticket#808 http://projects.scipy.org/scipy/ticket/808)? In this case, is
it available in the new trunk or in 0.9.0?

I also noticed you are both using 64bits, perhaps it could have an effect on
the convergence of the fitting?

I apologize for all the questions.
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