[SciPy-user] lognormal distribution

[Todd Miller]

On Mon, 2005-03-07 at 12:04 -0800, Stephen Walton wrote:
> Robert Kern wrote:
> 
> > If it's univariate, and you can write out the pdf or cdf as a 
> > function, then I believe you can subclass scipy.stats.rv_continuous, 
> > and it's rvs() method will numerically invert the cdf to generate it's 
> > random numbers.
> 
> This is so cool!  I had a desire to generate values on (0,1) where 
> values near 0.5 were less probable than values at the endpoints.  Here's 
> the implementation:
> 
> #---------------begin------------------------------
> import Numeric as Num
> from scipy.stats.distributions import rv_continuous
> 
> #
> # CDF for the sunspot generation function.  If we make it a subclass
> # of rv_continuous we get sunspot.rvs for free :-)
> #
> 
> class sunspot_gen(rv_continuous):
>    pmin=0.1
>    def _pdf(self,x):
>       pmax=(Num.pi-2*self.pmin)/(Num.pi-2)
>       return((pmax-self.pmin)*(1-Num.sin(Num.pi*x))+self.pmin)
>    def _cdf(self,x):
>       pmax=(Num.pi-2*self.pmin)/(Num.pi-2)
>       return -(cos(pi*x)*pmin-cos(pi*x)*pmax-pmax*x*pi-pmin+pmax)/pi
> sunspot = sunspot_gen(a=0.,b=1.,name='sunspot', longname='A sunspot 
> subdivision',extradoc="""
> 
> Sunspot distribution
> 
> This distribution represents the probability of a subdivision of a sunspot
> into two spots of size x and (1-x), where x is a value from sunspot.rvs(0).
> The PDF has a high probability of x near 0 or 1 and a low probability of x
> near 0.5.
> 
> """)
> #-----------------end--------------------------------
> 
> My only question:  what should I replace the 'import Numeric as Num' 
> with if I want to be able to work within the framework of using either 
> Numeric or numarray?  'import numerix as Num' doesn't seem to work.

Try "import scipy_base.numerix as Num" but understand that it probably
won't work with numarray until scipy as a whole is ported (right now all
we've got is scipy_base).  It should work with Numeric however.

Regards,
Todd