[SciPy-User] defining new distributions with rv_continuous

[Evgeni Burovski]

In this specific case, have a look at truncnorm:

http://docs.scipy.org/doc/scipy-0.13.0/reference/generated/scipy.stats.truncnorm.html

>>> import scipy.stats as stats
>>> import numpy as np
>>> stats.truncnorm.pdf(0.1, 0, np.inf)
0.79390509495402362
>>> stats.truncnorm.pdf(-0.1, 0, np.inf)
0.0



On Mon, Apr 14, 2014 at 11:00 AM, Francesco De Gasperin <fdg at voo.it> wrote:
> Hi,
>
> I have some problems in defining a new distribution using rv_continuous.
> As an example I tried to create a gaussian defined only for positive
> values of the random variable.
>
> This is the code:
>
> ###########################################
> from scipy.stats import distributions
> class gauss_pos(distributions.rv_continuous):
>     def _pdf(self, x):
>          if x <= 0: return 0
>          sigma = 1.
>          c = 0.
>          return 1/(np.sqrt(2*np.pi)*sigma) * np.exp( -(x-c)**2 /
> (2*sigma**2) )
>
> t_obj = gauss_pos(name="gauss_pos")
> print (t_obj.rvs(size=10))
> #############################################
>
> but when I run it I always end up with:
> OverflowError: (34, 'Numerical result out of range')
>
> Then, I removed the "if x <= 0: return 0" line and I tried to define the
> "a" and "b" parameters when creating the t_obj. Defining only the "a=0"
> produces the same error, while using something as:
>
> t_obj = gauss_pos(a=0,b=2)
>
> instead produces a result of this type:
> [ 2.          2.          1.5460072   1.09621782  1.62184086  0.42107306
>    2.          1.09281742  0.82957403  2.        ]
>
> which I still do not understand... it seems that "b" is returned every
> time the constraint that the random var must be between a and b is
> violated...
>
> any help is appreciated!
> cheers,
> Francesco
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