[SciPy-User] scipy.stats logpdf gradients

John Salvatier jsalvati at u.washington.edu
Sat Feb 26 23:50:18 EST 2011


Hello,

A while back there was a discussion that ultimately got the logpdf,
logcdf etc included in scipy.stats
(http://mail.scipy.org/pipermail/scipy-user/2010-May/025444.html).
There was some mention of possibly also doing the the gradients of the
logpdf. the gradients of the logpdf are useful in fitting algorithms.

I am curious whether any work has been done on that front. I would be
interested in contributing to such work. Is has anyone worked on this?
Is anyone willing to work on this with me? I am not intimately
familiar with the scipy codebase, but I have coded up many logpdf
gradients for PyMC.

John



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