How to specify gamma distribution using shape and rate in Python?
Question:
With Scipy gamma distribution, one can only specify shape, loc, and scale. How do I create a gamma variable with shape and rate?
Answers:
Inverse scale (1/scale) is rate parameter.
So if you have shape and rate you can create gamma rv with this code
>>> from scipy.stats import gamma
>>> rv = gamma(shape, scale = 1.0/rate)
Read more about different parametrizations of Gamma distribution on Wikipedia:
http://en.wikipedia.org/wiki/Gamma_distribution
you can do it with the scale parameter, rate=1/scale
in R :
pgamma(1/2, 2, rate=5) and pgamma(1/2, 2, scale=0.2) are identical
Accodring to wikipedia, rate is 1/scale, so you could use the scipy distribution directly or wrap it with something like
def my_gamma(x,q,a,loc,freq,size,moments):
return scipy.stats.gamma(x, q, a,loc, 1.0/freq, size, moments)
I am stuck with the same problem.
Not able to include the loc in Symbulate to use the function RV.
My line code looks like :
rv=RV(Gamma(shape,rate))
I did fit a Gamma distribution to my data with stats.gamma and got a loc. I don’t know how to include loc within shape and rate.
That would be very useful! thank you.
With Scipy gamma distribution, one can only specify shape, loc, and scale. How do I create a gamma variable with shape and rate?
Inverse scale (1/scale) is rate parameter.
So if you have shape and rate you can create gamma rv with this code
>>> from scipy.stats import gamma
>>> rv = gamma(shape, scale = 1.0/rate)
Read more about different parametrizations of Gamma distribution on Wikipedia:
http://en.wikipedia.org/wiki/Gamma_distribution
you can do it with the scale parameter, rate=1/scale
in R :
pgamma(1/2, 2, rate=5) and pgamma(1/2, 2, scale=0.2) are identical
Accodring to wikipedia, rate is 1/scale, so you could use the scipy distribution directly or wrap it with something like
def my_gamma(x,q,a,loc,freq,size,moments):
return scipy.stats.gamma(x, q, a,loc, 1.0/freq, size, moments)
I am stuck with the same problem.
Not able to include the loc in Symbulate to use the function RV.
My line code looks like :
rv=RV(Gamma(shape,rate))
I did fit a Gamma distribution to my data with stats.gamma and got a loc. I don’t know how to include loc within shape and rate.
That would be very useful! thank you.