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I'm thinking about pdfs that I've calculated myself rather than pdfs
of known distributions within scipy, so they won't have a defined
CDF.<br>
<br>
Regards,<br>
<br>
Matt<br>
<br>
<div class="moz-cite-prefix">On 04/02/16 18:15, Thomas Haslwanter
wrote:<br>
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cite="mid:CAD0YMynCNbO4k4APs+TGxckVhNYxEqqMCio5mbBV4K=517-LMA@mail.gmail.com"
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<p dir="ltr">Why don't you use CDF? </p>
<div class="gmail_quote">On Feb 4, 2016 3:22 PM, "Matthew Pitkin"
<<a moz-do-not-send="true"
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>
-- <br>
-----------------------------------------------------------<br>
Matthew Pitkin<br>
School of Physics and Astronomy<br>
Kelvin Building<br>
University of Glasgow<br>
Glasgow, G12 8QQ<br>
<br>
Tel. no. <a moz-do-not-send="true"
href="tel:%2B44%20%280%29141%20330%207168"
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href="tel:%2B44%20%280%29774%20050%207792"
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e-mail <a moz-do-not-send="true"
href="mailto:matthew.pitkin@glasgow.ac.uk" target="_blank">matthew.pitkin@glasgow.ac.uk</a><br>
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href="http://www.astro.gla.ac.uk/%7Ematthew"
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<br>
<pre class="moz-signature" cols="72">--
-----------------------------------------------------------
Matthew Pitkin
School of Physics and Astronomy
Kelvin Building
University of Glasgow
Glasgow, G12 8QQ
Tel. no. +44 (0)141 330 7168
Mob. no. +44 (0)774 050 7792
e-mail <a class="moz-txt-link-abbreviated" href="mailto:matthew.pitkin@glasgow.ac.uk">matthew.pitkin@glasgow.ac.uk</a>
<a class="moz-txt-link-freetext" href="http://www.astro.gla.ac.uk/~matthew">http://www.astro.gla.ac.uk/~matthew</a>
----------------------------------------------------------- </pre>
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