[SciPy-Dev] Adding a convenient method to create ufuncs in for scipy.stats

[Robert Kern]

On Thu, Mar 16, 2017 at 12:39 PM, Warren Weckesser <
warren.weckesser at gmail.com> wrote:
>
> On Thu, Mar 16, 2017 at 3:19 PM, Warren Weckesser <
warren.weckesser at gmail.com> wrote:
>>
>> I'm working on an update to the Frechet distribution in scipy.stats (see
https://github.com/scipy/scipy/issues/3258 and
https://github.com/scipy/scipy/pull/3275).
>>
>> Instead jumping through the "lazy_where" hoops that are required for
conditional computations, it would be much easier to create a ufunc for the
standard PDF, CDF and possibly other required functions.  Easier, that is,
if I use the ufunc generation tools that we have over in scipy.special.
Would there be any objections to this?  We already have quite a few
functions for probability distributions in scipy.special:
https://docs.scipy.org/doc/scipy/reference/special.html#raw-statistical-functions
>>
>> I wouldn't mind creating ufuncs for some of the other distributions,
too.  A ufunc implementation is more efficient, simplifies the code in
scipy.stats, and automatically handles broadcasting.
>>
>> I'm bringing this up here to see if anyone has any objections to the
expansion of the statistical functions in scipy.special.
>>
>> Warren
>
> In my previous email, the heading hints at an alternative that I didn't
mention in the text.  The question implied in the heading is: what do folks
think about adding ufunc generation tools to scipy.stats, instead of
generating the ufuncs in scipy.special.  There are a lot of conditional
computations in scipy.stats that would benefit from being implemented as
ufuncs, but probably don't need to be public functions.  So instead of
adding more functions to scipy.special, perhaps we could add code in
scipy.stats for generating ufuncs, many of which would be private.  Of
course, we could just generate private ufuncs in scipy.special, and only
use them in scipy.stats.

+1 for adding additional more standard PDF/CDF functions to scipy.special
as needed.

There's already precedent for putting statistics-related but not
distribution-related ufuncs into scipy.special, specifically for the
conditional operations, e.g. boxcox(). On the other hand, if the functions
you are thinking of would not be part of the public API, then I'd prefer to
implement them in scipy.stats instead of scipy.special.

What work do you think is entailed in implementing the ufuncs in
scipy.stats? Is there infrastructure we need to duplicate? Can we abstract
out the build infrastructure to a common place? I haven't looked at the
build details for scipy.special in some time.

--
Robert Kern
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