[Scipy-svn] r6210 - trunk/scipy/stats
scipy-svn at scipy.org
scipy-svn at scipy.org
Fri Jan 22 09:22:25 EST 2010
Author: josef
Date: 2010-01-22 08:22:25 -0600 (Fri, 22 Jan 2010)
New Revision: 6210
Modified:
trunk/scipy/stats/morestats.py
Log:
stats.anderson: quickfix to gumbel, use fit to estimate loc,scale, no tests yet, see ticket:1097
Modified: trunk/scipy/stats/morestats.py
===================================================================
--- trunk/scipy/stats/morestats.py 2010-01-21 04:37:59 UTC (rev 6209)
+++ trunk/scipy/stats/morestats.py 2010-01-22 14:22:25 UTC (rev 6210)
@@ -596,19 +596,24 @@
z = distributions.logistic.cdf(w)
sig = array([25,10,5,2.5,1,0.5])
critical = around(_Avals_logistic / (1.0+0.25/N),3)
- else:
- def fixedsolve(th,xj,N):
- val = stats.sum(xj)*1.0/N
- tmp = exp(-xj/th)
- term = sum(xj*tmp,axis=0)
- term /= sum(tmp,axis=0)
- return val - term
- s = optimize.fixed_point(fixedsolve, 1.0, args=(x,N),xtol=1e-5)
- xbar = -s*log(sum(exp(-x/s),axis=0)*1.0/N)
+ elif (dist == 'gumbel') or (dist == 'extreme1'):
+ #the following is incorrect, see ticket:1097
+## def fixedsolve(th,xj,N):
+## val = stats.sum(xj)*1.0/N
+## tmp = exp(-xj/th)
+## term = sum(xj*tmp,axis=0)
+## term /= sum(tmp,axis=0)
+## return val - term
+## s = optimize.fixed_point(fixedsolve, 1.0, args=(x,N),xtol=1e-5)
+## xbar = -s*log(sum(exp(-x/s),axis=0)*1.0/N)
+ xbar, s = distributions.gumbel_l.fit(x)
w = (y-xbar)/s
z = distributions.gumbel_l.cdf(w)
sig = array([25,10,5,2.5,1])
critical = around(_Avals_gumbel / (1.0 + 0.2/sqrt(N)),3)
+ else:
+ raise ValueError("dist has to be one of 'norm','expon','logistic'",
+ "'gumbel','extreme1'")
i = arange(1,N+1)
S = sum((2*i-1.0)/N*(log(z)+log(1-z[::-1])),axis=0)
A2 = -N-S
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