[SciPy-Dev] Wallenius hypergeometric distribution

[Matt Haberland]

Hi Team,

Here's the noncentral hypergeometric distribution code we have permission
to distribute under the BSD license:
https://www.agner.org/random/stocc.zip
Ralf suggested I send it around to see if there are any opinions about
using it.

It doesn't include two files that are needed to build it (mersenne.cpp and
userintf.cpp), but we want to replace those anyway. In the meantime, you
can find those files here <https://www.agner.org/random/randomc.zip>.

Alternatively, you can check out my branch:
https://github.com/mdhaber/scipy/tree/nchg
in which I've started a wrapper for Fisher's noncental hypergeometric
distribution.
Everything we'd be using is in scipy/stats/biasedurn
<https://github.com/mdhaber/scipy/tree/nchg/scipy/stats/biasedurn>. The
Cython files are BiasedUrn.pxd
<https://github.com/mdhaber/scipy/blob/nchg/scipy/stats/BiasedUrn.pxd> and
biasedurn.pyx
<https://github.com/mdhaber/scipy/blob/nchg/scipy/stats/biasedurn.pyx>.

After building, this should work:
from scipy.stats.biasedurn import _PyFishersNCHypergeometric as
PyFishersNCHypergeometric
n, m, N, odds, accuracy = 8, 25, 50, 5, 1e-8
py_fnch = PyFishersNCHypergeometric(n, m, N, odds, accuracy)
print(py_fnch.mode())
print(py_fnch.mean())
print(py_fnch.variance())
print(py_fnch.probability(7))
print(py_fnch.moments())
(Of course, we still need to add it to stats as a proper distribution.)

Thanks for your thoughts!
Matt

On Fri, Jul 24, 2020 at 7:54 AM Matt Haberland <mhaberla at calpoly.edu> wrote:

> Funny that you should mention this now! On Tuesday we got permission from
> Agner Fog to use his C++ implementation (used in the R package BiasedUrn,
> https://cran.r-project.org/web/packages/BiasedUrn/index.html) under
> SciPy's license. Would you be interested in wrapping a C++ implementation?
>
> On Fri, Jul 24, 2020, 2:53 AM Harry Gulliver <gulliver.harry at gmail.com>
> wrote:
>
>> Hi all, new (potential) contributor here!
>>
>> I'm working on a project using Wallenius' non-central hypergeometric
>> distribution atm and noticed it's not yet available in scipy.stats, so
>> thought I'd volunteer to add it. Could possibly also do Fisher's hypergeom
>> while I'm at it.
>>
>> Anything I ought to know before just writing some code and making a pull
>> request? How can I best help?
>>
>> Thanks!
>> Harry
>> _______________________________________________
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>> SciPy-Dev at python.org
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>>
>

-- 
Matt Haberland
Assistant Professor
BioResource and Agricultural Engineering
08A-3K, Cal Poly
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