[SciPy-User] log pdf, cdf, etc

[Charles R Harris]

On Mon, May 31, 2010 at 5:39 AM, Ralf Gommers
<ralf.gommers at googlemail.com>wrote:

>
>
> On Sun, May 30, 2010 at 5:38 AM, <josef.pktd at gmail.com> wrote:
>
>> On Sat, May 29, 2010 at 4:51 PM, Travis Oliphant <oliphant at enthought.com>
>> wrote:
>> >
>> > Hey Josef,
>> >
>> > I've been playing with distributions.py today and added logpdf, logcdf,
>> logsf methods (based on _logpdf, _logcdf, _logsf methods in each
>> distribution).
>>
>> I would like to get the private _logpdf in a useful (vectorized or
>> broadcastable) version because for estimation and optimization, I want
>> to avoid the logpdf overhead. So, my testing will be on the underline
>> versions.
>>
>> >
>> > I also added your _fitstart suggestion.   I would like to do something
>> like your nnlf_fit method that allows you to fix some parameters and only
>> solve for others, but I haven't thought through all the issues yet.
>>
>> I have written a semi-frozen fit function and posted to the mailing
>> list a long time ago, but since I'm not sure about the API and I'm
>> expanding to several new estimators, I kept this under
>> work-in-progress.
>>
>> Similar _fitstart might need extra options, for estimation when some
>> parameters are fixed, e.g. there are good moment estimators that work
>> when some of the parameters (e.g. loc or scale) are fixed. Also
>> _fitstart is currently used only by my fit_frozen.
>>
>> I was hoping to get this done this year, maybe together with the
>> enhancements that Per Brodtkorb proposed two years ago, e.g. Method of
>> Maximum Spacings.
>>
>> I also have a Generalized Method of Moments estimator based on
>> matching quantiles and moments in the works.
>>
>> So, I don't want yet to be pinned down with any API for the estimation
>> enhancements.
>>
>>  These recent changes are a bit problematic for several reasons:
> - there are many new methods for distributions without tests.
> - there are no docs for many new private and public methods
> - invalid syntax: http://projects.scipy.org/scipy/ticket/1186
> - the old rv_continuous doc template was put back in
>
> This, plus Josef saying that he doesn't want to fix the API for some
> methods yet, makes me want to take it out of the 0.8.x branch. Any
> objections to that Travis or Josef?
>
>
I'm thinking it should be taken out of the trunk as well as the 0.8.x
branch.

Chuck
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