Fixed some bugs.

master
Per.Andreas.Brodtkorb 13 years ago
parent 3ef99faa56
commit 0bc782a2cc

@ -2188,11 +2188,11 @@ class rv_continuous(rv_generic):
return inf return inf
x = arr((x - loc) / scale) x = arr((x - loc) / scale)
cond0 = (x <= self.a) | (x >= self.b) cond0 = (x <= self.a) | (x >= self.b)
if (any(cond0)): Nbad = sum(cond0)
return inf if Nbad>0:
else: x = argsreduce(1 - cond0, *((x,)))[0]
#linfo = numpy.finfo(float) #return inf
realmax = floatinfo.machar.xmax #else:
lowertail = True lowertail = True
if lowertail: if lowertail:
@ -2214,16 +2214,16 @@ class rv_continuous(rv_generic):
# logDj = log((yU-yL)/(r-1)) for j = i+1,i+2,...i+r-1 # logDj = log((yU-yL)/(r-1)) for j = i+1,i+2,...i+r-1
# The following is OK when only minimization of T is wanted # The following is OK when only minimization of T is wanted
i_tie = nonzero(tie) i_tie = nonzero(tie)
tiedata = x[i_tie] tiedata = x[i_tie]
logD[i_tie + 1] = log(self._pdf(tiedata, *args)) - log(scale) logD[i_tie + 1] = log(self._pdf(tiedata, *args)) - log(scale)
finiteD = numpy.isfinite(logD) finiteD = numpy.isfinite(logD)
nonfiniteD = 1 - finiteD nonfiniteD = 1 - finiteD
if any(nonfiniteD): Nbad += sum(nonfiniteD, axis=0)
T = -sum(logD[finiteD], axis=0) + 100.0 * log(realmax) * sum(nonfiniteD, axis=0); if Nbad>0:
realmax = floatinfo.machar.xmax
T = -sum(logD[finiteD], axis=0) + 100.0 * log(realmax) * Nbad;
else: else:
T = -sum(logD, axis=0) #%Moran's negative log product spacing statistic T = -sum(logD, axis=0) #%Moran's negative log product spacing statistic
return T return T
@ -2237,8 +2237,7 @@ class rv_continuous(rv_generic):
return None return None
def _nnlf(self, x, *args): def _nnlf(self, x, *args):
xmin = floatinfo.machar.xmin return -sum(self._logpdf(x, *args),axis=0)
return -sum(np.maximum(self._logpdf(x, *args),100*log(xmin)),axis=0)
def nnlf(self, theta, x): def nnlf(self, theta, x):
''' Return negative loglikelihood function, i.e., - sum (log pdf(x, theta),axis=0) ''' Return negative loglikelihood function, i.e., - sum (log pdf(x, theta),axis=0)
@ -2254,16 +2253,14 @@ class rv_continuous(rv_generic):
return inf return inf
x = arr((x-loc) / scale) x = arr((x-loc) / scale)
cond0 = (x <= self.a) | (self.b <= x) cond0 = (x <= self.a) | (self.b <= x)
newCall = True if (any(cond0)):
if newCall: # old call: return inf
goodargs = argsreduce(1 - cond0, *((x,))) goodargs = argsreduce(1 - cond0, *((x,)))
goodargs = tuple(goodargs + list(args)) goodargs = tuple(goodargs + list(args))
N = len(x) N = len(x)
Nbad = sum(cond0) Nbad = sum(cond0)
xmin = floatinfo.machar.xmin xmax = floatinfo.machar.xmax
return self._nnlf(*goodargs) + N * log(scale) + Nbad * 100.0 * log(xmin) return self._nnlf(*goodargs) + N * (log(scale) + Nbad * 100.0 * log(xmax))
elif (any(cond0)):
return inf
else: else:
N = len(x) N = len(x)
return self._nnlf(x, *args) + N*log(scale) return self._nnlf(x, *args) + N*log(scale)
@ -2399,7 +2396,7 @@ class rv_continuous(rv_generic):
index = range(Nargs) index = range(Nargs)
names = ['f%d' % n for n in range(Nargs - 2)] + ['floc', 'fscale'] names = ['f%d' % n for n in range(Nargs - 2)] + ['floc', 'fscale']
x0 = args[:] x0 = args[:]
for n, key in zip(index, names): for n, key in zip(index[::-1], names[::-1]):
if kwds.has_key(key): if kwds.has_key(key):
fixedn.append(n) fixedn.append(n)
args[n] = kwds[key] args[n] = kwds[key]
@ -8092,10 +8089,18 @@ def main():
lp = pht.profile() lp = pht.profile()
def test_genpareto(): def test_genpareto():
genextreme.pdf(np.inf,0)
numargs = genpareto.numargs
[ c ] = [0.9,] * numargs
rv = genpareto(c)
R = genpareto.rvs(c, size=100)
phat = genpareto.fit2(R, floc=0, fscale=1,method='mps')
print(phat.par)
if __name__ == '__main__': if __name__ == '__main__':
#main() #main()
test_genpareto() test_genpareto()
#test_truncrayleigh() #test_truncrayleigh()
#test_lognorm() #test_lognorm()

@ -640,7 +640,7 @@ class FitDistribution(rv_frozen):
index = range(Nargs) index = range(Nargs)
names = ['f%d' % n for n in range(Nargs-2)] + ['floc', 'fscale'] names = ['f%d' % n for n in range(Nargs-2)] + ['floc', 'fscale']
x0 = args[:] x0 = args[:]
for n, key in zip(index, names): for n, key in zip(index[::-1], names[::-1]):
if kwds.has_key(key): if kwds.has_key(key):
fixedn.append(n) fixedn.append(n)
args[n] = kwds[key] args[n] = kwds[key]

Loading…
Cancel
Save