numpy.random selection from a loglogistic distribution?
Dear all,
I'm a novice Python user, and I need to draw random variables from a loglogistic distribution. I've used the numpy.random command in the past to select variables from supported distributions (beta, normal, lognormal, etc). Is there a way to add in a distribution to be used with the numpy.random command?
Thank you for your insight, Liz
On Mon, Jun 16, 2014 at 1:38 PM, Liz VanWormer evanwormer@ucdavis.edu wrote:
Dear all,
I'm a novice Python user, and I need to draw random variables from a loglogistic distribution. I've used the numpy.random command in the past to select variables from supported distributions (beta, normal, lognormal, etc). Is there a way to add in a distribution to be used with the numpy.random command?
You or someone can add new distribution for numpy.random.
However, scipy has the fisk distribution which according to wikipedia is the same as loglogistic. fisk is implemented as a special case of burr and has an explicit inverse cdf (ppf)
So using fisk.rvs should be reasonably fast for vectorized calls, since the overhead is much larger than for numpy.random functions.
http://en.wikipedia.org/wiki/Loglogistic_distribution
to make distribution names more fun: Wikipedia:"generalized loglogistic distribution" "These include the Burr Type XII distribution (also known as the SinghMaddala distribution) "
Josef
Thank you for your insight, Liz
NumPyDiscussion mailing list NumPyDiscussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpydiscussion
Dear Josef,
Thank you for the excellent suggestion! Using fisk.rvs fixed the problem.
Best wishes, Liz
On Mon, Jun 16, 2014 at 1:05 PM, josef.pktd@gmail.com wrote:
On Mon, Jun 16, 2014 at 1:38 PM, Liz VanWormer evanwormer@ucdavis.edu wrote:
Dear all,
I'm a novice Python user, and I need to draw random variables from a loglogistic distribution. I've used the numpy.random command in the past
to
select variables from supported distributions (beta, normal, lognormal, etc). Is there a way to add in a distribution to be used with the numpy.random command?
You or someone can add new distribution for numpy.random.
However, scipy has the fisk distribution which according to wikipedia is the same as loglogistic. fisk is implemented as a special case of burr and has an explicit inverse cdf (ppf)
So using fisk.rvs should be reasonably fast for vectorized calls, since the overhead is much larger than for numpy.random functions.
http://en.wikipedia.org/wiki/Loglogistic_distribution
to make distribution names more fun: Wikipedia:"generalized loglogistic distribution" "These include the Burr Type XII distribution (also known as the SinghMaddala distribution) "
Josef
Thank you for your insight, Liz
NumPyDiscussion mailing list NumPyDiscussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpydiscussion
NumPyDiscussion mailing list NumPyDiscussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpydiscussion
participants (2)

josef.pktd＠gmail.com

Liz VanWormer