[SciPy-Dev] Wallenius hypergeometric distribution

[Matt Haberland]

No, it can use NumPy's `Generator` and `RandomState` like all other
distributions. I have already eliminated dependency on mersenne.cpp locally.

On Mon, Aug 10, 2020, 5:00 AM Evgeni Burovski <evgeny.burovskiy at gmail.com>
wrote:

> Does it need to carry its own Mersenne Twister implementation? Mixing
> different random streams is prone to surprises, can the scipy version rely
> on numpy.random instead?
>
> вс, 9 авг. 2020 г., 23:26 Matt Haberland <mhaberla at calpoly.edu>:
>
>> Hi Team,
>>
>> Here's the noncentral hypergeometric distribution code we have permission
>> to distribute under the BSD license:
>> https://www.agner.org/random/stocc.zip
>> Ralf suggested I send it around to see if there are any opinions about
>> using it.
>>
>> It doesn't include two files that are needed to build it (mersenne.cpp
>> and userintf.cpp), but we want to replace those anyway. In the meantime,
>> you can find those files here <https://www.agner.org/random/randomc.zip>.
>>
>> Alternatively, you can check out my branch:
>> https://github.com/mdhaber/scipy/tree/nchg
>> in which I've started a wrapper for Fisher's noncental hypergeometric
>> distribution.
>> Everything we'd be using is in scipy/stats/biasedurn
>> <https://github.com/mdhaber/scipy/tree/nchg/scipy/stats/biasedurn>. The
>> Cython files are BiasedUrn.pxd
>> <https://github.com/mdhaber/scipy/blob/nchg/scipy/stats/BiasedUrn.pxd> and
>> biasedurn.pyx
>> <https://github.com/mdhaber/scipy/blob/nchg/scipy/stats/biasedurn.pyx>.
>>
>> After building, this should work:
>> from scipy.stats.biasedurn import _PyFishersNCHypergeometric as
>> PyFishersNCHypergeometric
>> n, m, N, odds, accuracy = 8, 25, 50, 5, 1e-8
>> py_fnch = PyFishersNCHypergeometric(n, m, N, odds, accuracy)
>> print(py_fnch.mode())
>> print(py_fnch.mean())
>> print(py_fnch.variance())
>> print(py_fnch.probability(7))
>> print(py_fnch.moments())
>> (Of course, we still need to add it to stats as a proper distribution.)
>>
>> Thanks for your thoughts!
>> Matt
>>
>> On Fri, Jul 24, 2020 at 7:54 AM Matt Haberland <mhaberla at calpoly.edu>
>> wrote:
>>
>>> Funny that you should mention this now! On Tuesday we got permission
>>> from Agner Fog to use his C++ implementation (used in the R package
>>> BiasedUrn, https://cran.r-project.org/web/packages/BiasedUrn/index.html)
>>> under SciPy's license. Would you be interested in wrapping a C++
>>> implementation?
>>>
>>> On Fri, Jul 24, 2020, 2:53 AM Harry Gulliver <gulliver.harry at gmail.com>
>>> wrote:
>>>
>>>> Hi all, new (potential) contributor here!
>>>>
>>>> I'm working on a project using Wallenius' non-central hypergeometric
>>>> distribution atm and noticed it's not yet available in scipy.stats, so
>>>> thought I'd volunteer to add it. Could possibly also do Fisher's hypergeom
>>>> while I'm at it.
>>>>
>>>> Anything I ought to know before just writing some code and making a
>>>> pull request? How can I best help?
>>>>
>>>> Thanks!
>>>> Harry
>>>> _______________________________________________
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>>>> SciPy-Dev at python.org
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>>>>
>>>
>>
>> --
>> Matt Haberland
>> Assistant Professor
>> BioResource and Agricultural Engineering
>> 08A-3K, Cal Poly
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