ENH - New stat distribution | Generalized Hyperbolic
Hello guys, I would like to socialize the fact that some work being currently done <https://github.com/scipy/scipy/pull/13298> to include the Generalized Hyperbolic Distribution <https://en.wikipedia.org/wiki/Generalised_hyperbolic_distributio> to scipy. In a nutshell, this is a distribution that generalize a few other distributions already in scipy (e.g. t, normal inverse gaussian, laplace - among others) I do not think this is a duplicate, but please shoot if you have any concerns/suggestions wrt the above. Thank you gab PR https://github.com/scipy/scipy/pull/13298 Wiki https://en.wikipedia.org/wiki/Generalised_hyperbolic_distribution
On Wed, Dec 30, 2020 at 9:11 AM Gabriele Bonomi <g.bonomib@gmail.com> wrote:
Hello guys,
I would like to socialize the fact that some work being currently done <https://github.com/scipy/scipy/pull/13298> to include the Generalized Hyperbolic Distribution <https://en.wikipedia.org/wiki/Generalised_hyperbolic_distributio> to scipy.
In a nutshell, this is a distribution that generalize a few other distributions already in scipy (e.g. t, normal inverse gaussian, laplace - among others)
I do not think this is a duplicate, but please shoot if you have any concerns/suggestions wrt the above.
Thanks Gabriele, sounds like a good idea to add that distribution. Cheers, Ralf
On 12/30/20, Ralf Gommers <ralf.gommers@gmail.com> wrote:
On Wed, Dec 30, 2020 at 9:11 AM Gabriele Bonomi <g.bonomib@gmail.com> wrote:
Hello guys,
I would like to socialize the fact that some work being currently done <https://github.com/scipy/scipy/pull/13298> to include the Generalized Hyperbolic Distribution <https://en.wikipedia.org/wiki/Generalised_hyperbolic_distributio> to scipy.
In a nutshell, this is a distribution that generalize a few other distributions already in scipy (e.g. t, normal inverse gaussian, laplace - among others)
I do not think this is a duplicate, but please shoot if you have any concerns/suggestions wrt the above.
Thanks Gabriele, sounds like a good idea to add that distribution.
Agreed, I think this would be a good addition to SciPy. Warren
Cheers, Ralf
+1 from me too, sounds like a welcome addition On Thu, 7 Jan 2021 at 10:26, Warren Weckesser <warren.weckesser@gmail.com> wrote:
On 12/30/20, Ralf Gommers <ralf.gommers@gmail.com> wrote:
On Wed, Dec 30, 2020 at 9:11 AM Gabriele Bonomi <g.bonomib@gmail.com> wrote:
Hello guys,
I would like to socialize the fact that some work being currently done <https://github.com/scipy/scipy/pull/13298> to include the Generalized Hyperbolic Distribution <https://en.wikipedia.org/wiki/Generalised_hyperbolic_distributio> to scipy.
In a nutshell, this is a distribution that generalize a few other distributions already in scipy (e.g. t, normal inverse gaussian, laplace - among others)
I do not think this is a duplicate, but please shoot if you have any concerns/suggestions wrt the above.
Thanks Gabriele, sounds like a good idea to add that distribution.
Agreed, I think this would be a good addition to SciPy.
Warren
Cheers, Ralf
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participants (4)
-
Gabriele Bonomi -
Kai Striega -
Ralf Gommers -
Warren Weckesser