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

[josef.pktd at gmail.com]

On Tue, Sep 28, 2010 at 1:12 PM, James Phillips <zunzun at zunzun.com> wrote:
> Since I observed the following behavior in the SVN respository version
> of SciPy, it seemed to me proper to post to the dev mailing list.  I'm
> using Ubuntu Lucid Lynx 32 bit and a fresh GIT of Numpy.  I am not
> sure if a Trac bug report needs to be entered.
>
>
> Below is some example code for fitting two statistical distributions.
> Sometimes the numpy-generated data is fit, as I can see the estimated
> and fitted parameters are different.  Sometimes I receive many
> messages repeated on the command line like:
>
> Warning: invalid value encountered in absolute
> Warning: invalid value encountered in subtract
>
> and the estimated parameters equal the fitted parameter values,
> indicating no fitting took place.  Sometimes I receive on the command
> line:
>
> Traceback (most recent call last):
>  File "/home/zunzun/local/lib/python2.6/site-packages/scipy/stats/distributions.py",
> line 1987, in func
>    sk = 2*(b-a)*math.sqrt(a + b + 1) / (a + b + 2) / math.sqrt(a*b)
> ValueError: math domain error
> Traceback (most recent call last):
>  File "example.py", line 10, in <module>
>    fitStart_beta = scipy.stats.beta._fitstart(data)
>  File "/home/zunzun/local/lib/python2.6/site-packages/scipy/stats/distributions.py",
> line 1992, in _fitstart
>    a, b = optimize.fsolve(func, (1.0, 1.0))
>  File "/home/zunzun/local/lib/python2.6/site-packages/scipy/optimize/minpack.py",
> line 125, in fsolve
>    maxfev, ml, mu, epsfcn, factor, diag)
> minpack.error: Error occured while calling the Python function named func

same here when I was running my old scripts from scipy 0.7.
I opened a ticket a while ago
http://projects.scipy.org/scipy/ticket/1276

I'm monkey patching while I figure out what to do

stats.distributions.beta_gen._fitstart = lambda self, data : (5,5,0,1)

Josef


>
> and program flow is stopped.
>
>
> In summary, three behaviors: (1) Fits OK (2) Many exceptions with no
> fitting (3) minpack error.  Running the program 10 times or so will
> reproduce these behaviors without fail from the "bleeding-edge"
> repository code.
>
>     James Phillips
>
>
> ########################################################
>
> import numpy, scipy, scipy.stats
>
> # test uniform distribution fitting
> data = numpy.random.uniform(2.0, 3.0, size=100)
> fitStart_uniform = scipy.stats.uniform._fitstart(data)
> fittedParameters_uniform = scipy.stats.uniform.fit(data)
>
> # test beta distribution fitting
> data = numpy.random.beta(2.0, 3.0, size=100)
> fitStart_beta = scipy.stats.beta._fitstart(data)
> fittedParameters_beta = scipy.stats.beta.fit(data)
>
> print
> print 'uniform._fitstart returns', fitStart_uniform
> print 'fitted parameters for uniform =', fittedParameters_uniform
> print
> print 'beta._fitstart returns', fitStart_beta
> print 'fitted parameters for beta =', fittedParameters_beta
> print
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