[SciPy-Dev] GSoC: Integrate library UNU.RAN into scipy.stats

[Tirth Patel]

Hi everyone,

I have been working on a draft proposal lately and think it is almost
ready. Please feel free to add suggestions/comments, if any.

Proposal:
https://docs.google.com/document/d/1xvRdpNVseTL8d7eWdiyY6rcNxBVKCXt81xE9HyXvtqE/edit?usp=sharing


Kind regards,
Tirth Patel



On Fri, Apr 2, 2021 at 7:19 PM Tirth Patel <tirthasheshpatel at gmail.com>
wrote:

> Hi all,
>
> I would like to participate in GSoC this year and found this project
> very interesting!
>
> TL; DR: I have a few questions regarding the project:
>   - Is the user interface desired as a separate python submodule
> (inside `scipy.stats`) or does it serve as an extension of the `rvs`
> method?
>   - Should UNU.RAN C library be included as a submodule within SciPy
> (e.g. gh-12043) or be cloned from a separate GitHub submodule (e.g
> gh-13328)?
>
> About Me
> ********
> I am Tirth (@tirthasheshpatel on GitHub), a third-year computer
> science undergrad student. I am quite familiar with Cython and a lot
> of my college courses make use of C. I have a good knowledge of
> probability theory and statistics.
>
> Open Source work: I have participated in GSoC with the PyMC team last
> year. I am a contributor to SciPy since May 2020 and recently a
> maintainer.
>
> About Project
> *************
> I had a question about the project. Is the user interface desired as a
> separate python submodule inside `scipy.stats`? like:
>
>     import scipy.stats as stats
>
>     # sample a 1000 variates from a normal distribution
>     # with mean 0 and std 1.5. Let UNU.RAN choose the method
>     rvs = stats.random.normal(0., 1.5, size=1000, method='auto')
>
>     # sample 100 samples from the beta distribution using TDR method
>     beta_rvs = stats.random.beta(1, 2, size=100, method='tdr')
>
>     # the `rvs` methods remains unaffected.
>     norm_rvs = stats.norm.rvs(0, 1.5, size=1000)
>
> Or does it serve as an extension of the `rvs` method:
>
>     from scipy.stats import norm, beta
>
>     # something like this:
>     # method = None => same behaviour as previous versions
>     # method = 'auto' => use UNU.RAN and let it choose the method
>     rvs = norm.rvs(0, 1.5, size=1000, method='auto')
>
>     beta_rvs = beta.rvs(1, 2, size=100, method='tdr')
>
> Also, should UNU.RAN C library be included as a submodule within SciPy
> (e.g. gh-12043) or be cloned from a separate GitHub submodule (e.g
> gh-13328)?
>
>
> --
> Kind Regards,
> Tirth
>
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