[SciPy-User] scipy.stats.invnorm - rename to invgauss?

[Jarrod Millman]

Hi,

On Fri, Apr 9, 2010 at 2:55 PM,  <josef.pktd at gmail.com> wrote:
> On Fri, Apr 9, 2010 at 3:38 PM, Matthew Brett <matthew.brett at gmail.com> wrote:
>> Hi,
>>
>>> But from http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
>>> it looks like it's not a inverse transformation. In that case a
>>> different name might reduce some confusion.
>>>
>>> I will look at what invnorm really is, (I don't know)
>>
>> My impression is that the accepted name for this distribution is
>> 'inverse Gaussian' or 'Wald' - but I don't think anyone else calls it
>> the 'inverse normal' - I am happy to be corrected if I am wrong.
>>
>> Given that 'inverse normal' confused both of us, in different ways, do
>> you agree that a switch would be good?
>
> I agree with the switch, I forgot to reply
>
> I had checked Johnson, Kotz and Balakrishnan, and they have 3 or 4
> parameterizations of the Inverse Gaussian, one of them is Wald, I
> haven't checked yet if scale is a missing parameter in their version.
>
> According to JKB, Tweedie called it the inverse gaussian because the
> cumulants of IG and normal are (somehow) inversely related. But it is
> not a transformation as e.g. lognorm.
> (IG as abbreviation is confusing because I have seen IG for inverse
> gamma or something like this.)
>
> Numpy.random has this distribution available as wald, invnorm.rvs =
> np.random.wald
> My impression is InverseGaussian is the main name, in indices I saw
> "Wald (see Inverse Gaussian)".
>
> So the main question is whether to call it invgauss or wald, assuming
> nobody objects to a renaming to clarify this.
> I still want to compare parameterizations, but I'm in favor of renaming it.

I just hit this when doing some coding.  Any objections to me
submitting a patch to rename to invgauss and deprecating 'invnorm'?

Best,

Jarrod