Review of PR 8293 - sampling of random variates
PR 8293 introduces a method to sample random variates for more complex distributions to scipy.stats (such as hyperbolic distributions and the generalized inverse gaussian (see PR 8681)). I think the PR is in good shape, it would be great if it could be merged soon since i could then continue to work on adding new distributions. The PR has been open for 7 months now. If someone could continue the review, that would bei great. Thanks!
The ability to sample random variates from a distribution where only the density is available seems quite useful. Is there a reference that describes the method? Phillip On Thu, Aug 2, 2018 at 11:43 PM, Christoph Baumgarten < christoph.baumgarten@gmail.com> wrote:
PR 8293 introduces a method to sample random variates for more complex distributions to scipy.stats (such as hyperbolic distributions and the generalized inverse gaussian (see PR 8681)). I think the PR is in good shape, it would be great if it could be merged soon since i could then continue to work on adding new distributions. The PR has been open for 7 months now. If someone could continue the review, that would bei great. Thanks!
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Don't know about this particular code, but unuran is pretty comprehensive, and there's a good book from the author. On Fri, Aug 3, 2018, 5:37 PM Phillip Feldman <phillip.m.feldman@gmail.com> wrote:
The ability to sample random variates from a distribution where only the density is available seems quite useful. Is there a reference that describes the method?
Phillip
On Thu, Aug 2, 2018 at 11:43 PM, Christoph Baumgarten < christoph.baumgarten@gmail.com> wrote:
PR 8293 introduces a method to sample random variates for more complex distributions to scipy.stats (such as hyperbolic distributions and the generalized inverse gaussian (see PR 8681)). I think the PR is in good shape, it would be great if it could be merged soon since i could then continue to work on adding new distributions. The PR has been open for 7 months now. If someone could continue the review, that would bei great. Thanks!
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Are you referring to http://statmath.wu-wien.ac.at/unuran/ Automatic Nonuniform Random Variate Generation By Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger From: SciPy-Dev <scipy-dev-bounces+rlucente=pipeline.com@python.org> On Behalf Of Neal Becker Sent: Saturday, August 4, 2018 7:44 AM To: SciPy Developers List <scipy-dev@python.org> Subject: Re: [SciPy-Dev] Review of PR 8293 - sampling of random variates Don't know about this particular code, but unuran is pretty comprehensive, and there's a good book from the author. On Fri, Aug 3, 2018, 5:37 PM Phillip Feldman <phillip.m.feldman@gmail.com <mailto:phillip.m.feldman@gmail.com> > wrote: The ability to sample random variates from a distribution where only the density is available seems quite useful. Is there a reference that describes the method? Phillip On Thu, Aug 2, 2018 at 11:43 PM, Christoph Baumgarten <christoph.baumgarten@gmail.com <mailto:christoph.baumgarten@gmail.com> > wrote: PR 8293 introduces a method to sample random variates for more complex distributions to scipy.stats (such as hyperbolic distributions and the generalized inverse gaussian (see PR 8681)). I think the PR is in good shape, it would be great if it could be merged soon since i could then continue to work on adding new distributions. The PR has been open for 7 months now. If someone could continue the review, that would bei great. Thanks! _______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org <mailto:SciPy-Dev@python.org> https://mail.python.org/mailman/listinfo/scipy-dev _______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org <mailto:SciPy-Dev@python.org> https://mail.python.org/mailman/listinfo/scipy-dev
Yes On Sat, Aug 4, 2018, 9:29 PM <rlucente@pipeline.com> wrote:
Are you referring to
http://statmath.wu-wien.ac.at/unuran/
*Automatic Nonuniform Random Variate Generation*
By Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger
*From:* SciPy-Dev <scipy-dev-bounces+rlucente=pipeline.com@python.org> *On Behalf Of *Neal Becker *Sent:* Saturday, August 4, 2018 7:44 AM *To:* SciPy Developers List <scipy-dev@python.org> *Subject:* Re: [SciPy-Dev] Review of PR 8293 - sampling of random variates
Don't know about this particular code, but unuran is pretty comprehensive, and there's a good book from the author.
On Fri, Aug 3, 2018, 5:37 PM Phillip Feldman <phillip.m.feldman@gmail.com> wrote:
The ability to sample random variates from a distribution where only the density is available seems quite useful. Is there a reference that describes the method?
Phillip
On Thu, Aug 2, 2018 at 11:43 PM, Christoph Baumgarten < christoph.baumgarten@gmail.com> wrote:
PR 8293 introduces a method to sample random variates for more complex distributions to scipy.stats (such as hyperbolic distributions and the generalized inverse gaussian (see PR 8681)). I think the PR is in good shape, it would be great if it could be merged soon since i could then continue to work on adding new distributions. The PR has been open for 7 months now. If someone could continue the review, that would bei great. Thanks!
_______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org https://mail.python.org/mailman/listinfo/scipy-dev
_______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org https://mail.python.org/mailman/listinfo/scipy-dev
_______________________________________________ SciPy-Dev mailing list SciPy-Dev@python.org https://mail.python.org/mailman/listinfo/scipy-dev
participants (4)
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Christoph Baumgarten -
Neal Becker -
Phillip Feldman -
rlucente＠pipeline.com