[SciPy-Dev] add johnson SL distribution

[josef.pktd at gmail.com]

On Thu, Jan 3, 2019 at 3:31 PM Matt Haberland <haberland at ucla.edu> wrote:

> I am not personally familiar with the Johnson family of distributions
> <https://books.google.com/books?id=_LvgBwAAQBAJ&pg=PA197&lpg=PA197&dq=johns+su+sb+sl+distributions&source=bl&ots=LBowBmYTse&sig=9KPViyvSlLAFp9EYqi-ejTYgQ30&hl=en&sa=X&ved=2ahUKEwjE6cnvt9LfAhWG458KHdrQAmkQ6AEwDXoECAIQAQ#v=onepage&q=johns%20su%20sb%20sl%20distributions&f=false>,
> but the SL does seem to complete the set.
>
> The license for the Matlab implementation does seem to be BSD 3-clause
> <https://en.wikipedia.org/wiki/BSD_licenses#3-clause> and thus compatible
> with SciPy.
>
> Seems like a reasonable first issue, but certainly finishing stalled PRs
> would be helpful, too!
>
> Matt Haberland
>
> On Thu, Jan 3, 2019 at 10:09 AM Michael Watson <
> mike.watson at sheffield.ac.uk> wrote:
>
>> Hi all, happy new year,
>> We have the SB and SU Johnson distributions implemented but not the SL
>> distribution, it doesn't look like much work to add it in if it's
>> appropriate, I'm doing some work with these distributions and ultimately
>> would like to implement functions to fit by moments and by quantiles too.
>> there are existing implementations that are distributed under the BSD
>> licence here:
>>
>>
>> https://uk.mathworks.com/matlabcentral/fileexchange/46123-johnson-curve-toolbox
>>
>> so it doesn't seem like a big job from my point of view and I'll be doing
>> it anyway.
>>
>> it would also be my first contribution so if it would be better to start
>> with another issue (I saw a list and 2 stalled PRs in another email) then
>> try to add functionality just say and I can look at contributing other ways
>> first.
>>
>
In general to adding new distributions

The speed of getting a new distribution in depends a lot on how well it
fits into the general distribution pattern and whether all core methods are
available as closed form expression or by using scipy.special functions.
If that is the case, then adding a new distribution is easy.
If that is not the case, then it can be difficult to get a good version
merged. One difficult case is if the pdf is only available as
computationally expensive numerical approximation.

The distributions have in general only the fit method using maximum
likelihood estimation of parameters (which might reduce to method of
moments in special cases).

Based on a quick search it looks like JohnsonSL is just the log-normal
distribution (as loc-scale family which is available in scipy)

Josef


> Mike
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>
>
> --
> Matt Haberland
> Assistant Adjunct Professor in the Program in Computing
> Department of Mathematics
> 6617A Math Sciences Building, UCLA
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