Repository URL to install this package:
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Version:
0.10.2 ▾
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'''Example for estimating distribution parameters when some are fixed.
This uses currently a patched version of the distributions, two methods are
added to the continuous distributions. This has no side effects.
It also adds bounds to vonmises, which changes the behavior of it for some
methods.
'''
from __future__ import print_function
import numpy as np
from scipy import stats
# Note the following import attaches methods to scipy.stats.distributions
# and adds bounds to stats.vonmises
# from statsmodels.sandbox.distributions import sppatch
np.random.seed(12345)
x = stats.gamma.rvs(2.5, loc=0, scale=1.2, size=200)
#estimate all parameters
print(stats.gamma.fit(x))
print(stats.gamma.fit_fr(x, frozen=[np.nan, np.nan, np.nan]))
#estimate shape parameter only
print(stats.gamma.fit_fr(x, frozen=[np.nan, 0., 1.2]))
np.random.seed(12345)
x = stats.lognorm.rvs(2, loc=0, scale=2, size=200)
print(stats.lognorm.fit_fr(x, frozen=[np.nan, 0., np.nan]))