[SciPy-User] scipy.stats.truncnorm behaviour

[josef.pktd at gmail.com]

On Wed, Apr 3, 2013 at 6:54 AM, Joe <mojoeschmoe at gmail.com> wrote:
>  <josef.pktd <at> gmail.com> writes:
>
>>
>> On Tue, Apr 2, 2013 at 12:39 PM, Pauli Virtanen <pav <at> iki.fi> wrote:
>> > 02.04.2013 19:36, Joe Mellor kirjoitti:
>> >> I have been using both scipy.stats.norm and scipy.stats.truncnorm and
>> >> have found some (to me) unexpected differences in their behaviour.
>> >> The differences are in how each handles the size parameter given to the
>> >> rvs method.
>> > [clip]
>> >
>> > This seems related?
>> >
>> > https://github.com/scipy/scipy/pull/463
>>
>> I think that fixed this case (when the problem is in _ppf)
>>
>> It looks like a case of http://projects.scipy.org/scipy/ticket/793
>> problems with vectorized parameters when bounds depend on the parameters
>>
>> Josef
>>
>> > --
>> > Pauli Virtanen
>> >
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>>
>
> Apologises for my ignorance, but I'm confused how 463 fixes a problem with _ppf?
> As far as I could tell the diff of the fix didn't touch _ppf, only functions not
> on the code path for the problem I raised?
>
> 793 appears to be about having array value arguments to methods like ppf and
> moment. I think truncnorm may also suffer from this bug, but is it not different
> from the size parameter problem?
>
> My understanding is that rvs takes some distribution parameters a,b,c which can
> be arrays compatible with say shape (x,) or (x,y). This should produce a return
> array of shape (x,) or (x,y) of variate. However, the size parameter can be
> specified potentially with a larger shape (z,x) or (z,x,y), which should return
> z different samples of the (x,) or (x,y) parameterised variates.
>
> Again apologises if I have completely misunderstood.

I think you are right, I didn't look at your traceback carefully enough

there is http://projects.scipy.org/scipy/ticket/1544 on shape and rvs,
but the case is a bit different from yours.

Since your norm example succeeds, and you specify a matching shape
for loc, I think the problem is the broadcasting for the bounds.
as in your comment on
> Alternatively truncnorm._ppf could work out how to expand self._nb by looking at the size of _nb and q.

_nb should be expanded to the correct shape (if it's not a scalar),
before calling _ppf

self._size works on the flattened ``size`` and is attached for use by _rvs,
the other methods work elementwise and shouldn't need to know about the _size,
they are supposed to get broadcasted and flattened arguments.

(The relevant code for setting bounds .a, .b is in _argcheck, that's
why I thought
the PR that Pauli referred to, might also have fixed this case.)

Josef

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