<p dir="ltr">Why don't you use CDF? </p>
<div class="gmail_quote">On Feb 4, 2016 3:22 PM, "Matthew Pitkin" <<a href="mailto:matthew.pitkin@glasgow.ac.uk">matthew.pitkin@glasgow.ac.uk</a>> wrote:<br type="attribution"><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Dear SciPy-dev list,<br>
<br>
I often require using trapezoidal integration of probability distribution functions (pdfs). For numerical reasons it is generally best to compute the logarithm of the pdfs, so integrating them whilst staying in log-space is generally required. Provided the steps between points are equal the scipy.misc.logsumexp function can be used for this, but I was wondering if a function specifically for this purpose (and following the usage of scipy.integrate.trapz function) might be more generally useful (called e.g. logtrapz)? I have my own code to do this, so if the list thinks this could be useful I can add it into scipy and create a pull request.<br>
<br>
Regards,<br>
<br>
Matt<br>
<br>
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Matthew Pitkin<br>
School of Physics and Astronomy<br>
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University of Glasgow<br>
Glasgow, G12 8QQ<br>
<br>
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e-mail <a href="mailto:matthew.pitkin@glasgow.ac.uk" target="_blank">matthew.pitkin@glasgow.ac.uk</a><br>
<a href="http://www.astro.gla.ac.uk/~matthew" rel="noreferrer" target="_blank">http://www.astro.gla.ac.uk/~matthew</a><br>
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