[sage-devel] Re: Statistics in Sage

2009-09-19 Thread Dag Sverre Seljebotn
Jason Grout wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Thu, Sep 17, 2009 at 6:48 AM, Robert Dodier robert.dod...@gmail.com wrote: Some random comments on http://trac.sagemath.org/sage_trac/attachment/ticket/6827/probability_distribution.patch Between that and the better

[sage-devel] Re: Statistics in Sage

2009-09-19 Thread Jason Grout
Dag Sverre Seljebotn wrote: I think it makes a lot of sense; me and Robert Dodier already discussed such things on this list. Basically, you could construct symbolic random variables, set Bayesian priors etc., and then simulate from the resulting distributions using the best approach based

[sage-devel] Re: Statistics in Sage

2009-09-18 Thread Jason Grout
Jason Grout wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Thu, Sep 17, 2009 at 6:48 AM, Robert Dodier robert.dod...@gmail.com wrote: Some random comments on http://trac.sagemath.org/sage_trac/attachment/ticket/6827/probability_distribution.patch Between that and the better

[sage-devel] Re: Statistics in Sage

2009-09-17 Thread lgautier
On Sep 17, 6:44 am, Jason Grout jason-s...@creativetrax.com wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions that I wanted

[sage-devel] Re: Statistics in Sage

2009-09-17 Thread William Stein
2009/9/16 lgautier lgaut...@gmail.com: On Sep 17, 6:44 am, Jason Grout jason-s...@creativetrax.com wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the

[sage-devel] Re: Statistics in Sage

2009-09-17 Thread Carlo Hamalainen
On Thu, Sep 17, 2009 at 6:28 AM, Jason Grout jason-s...@creativetrax.com wrote: I tried generating lots of normally distributed values after applying the patch.  It seems that scipy was the winner by far for speed: sage: a=RealDistribution('gaussian', 2) sage: %timeit [a.get_random_element()

[sage-devel] Re: Statistics in Sage

2009-09-17 Thread Carlo Hamalainen
On Thu, Sep 17, 2009 at 6:48 AM, Robert Dodier robert.dod...@gmail.com wrote: Some random comments on http://trac.sagemath.org/sage_trac/attachment/ticket/6827/probability_distribution.patch Between that and the better performance of scipy (see my other email in this thread) I figure we should

[sage-devel] Re: Statistics in Sage

2009-09-17 Thread Jason Grout
Carlo Hamalainen wrote: On Thu, Sep 17, 2009 at 6:48 AM, Robert Dodier robert.dod...@gmail.com wrote: Some random comments on http://trac.sagemath.org/sage_trac/attachment/ticket/6827/probability_distribution.patch Between that and the better performance of scipy (see my other email in

[sage-devel] Re: Statistics in Sage

2009-09-17 Thread Jason Grout
Jason Grout wrote: Carlo Hamalainen wrote: On Thu, Sep 17, 2009 at 6:48 AM, Robert Dodier robert.dod...@gmail.com wrote: Some random comments on http://trac.sagemath.org/sage_trac/attachment/ticket/6827/probability_distribution.patch Between that and the better performance of scipy (see my

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread William Stein
On Wed, Sep 16, 2009 at 10:03 AM, jason-s...@creativetrax.com wrote: Another idea for a project is to finish the statistics module wrapping functionality in R.   I'm teaching a modeling class right now and I wish I had a nice module of statistics functionality. Thanks. If you have any

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
William Stein wrote: On Wed, Sep 16, 2009 at 10:03 AM, jason-s...@creativetrax.com wrote: Another idea for a project is to finish the statistics module wrapping functionality in R. I'm teaching a modeling class right now and I wish I had a nice module of statistics functionality.

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Carlo Hamalainen
On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions that I wanted today).  I imagine that a stats module would use Cython to call the C functions for these sorts of things, but then use rpy2

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions that I wanted today). I imagine that a stats module would use Cython to call the C functions for these sorts of

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread kcrisman
On Sep 16, 1:46 pm, Jason Grout jason-s...@creativetrax.com wrote: William Stein wrote: On Wed, Sep 16, 2009 at 10:03 AM,  jason-s...@creativetrax.com wrote: Another idea for a project is to finish the statistics module wrapping functionality in R.   I'm teaching a modeling class right

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Dag Sverre Seljebotn
Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions that I wanted today). I imagine that a stats module would use Cython to call the C functions

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread William Stein
On Wed, Sep 16, 2009 at 12:00 PM, Dag Sverre Seljebotn da...@student.matnat.uio.no wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread William Stein
On Wed, Sep 16, 2009 at 12:00 PM, Dag Sverre Seljebotn da...@student.matnat.uio.no wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Rob Beezer
On Sep 16, 10:32 am, William Stein wst...@gmail.com wrote: Another idea for a project is to finish the statistics module wrapping functionality in R.   I'm teaching a modeling class right now and I wish I had a nice module of statistics functionality. Introductory statistics (the

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Dag Sverre Seljebotn
William Stein wrote: On Wed, Sep 16, 2009 at 12:00 PM, Dag Sverre Seljebotn da...@student.matnat.uio.no wrote: Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Carlo Hamalainen
On Wed, Sep 16, 2009 at 9:34 PM, Dag Sverre Seljebotn da...@student.matnat.uio.no wrote: And in the *few* cases where it would make sense to reimplement anything in Cython for speed rather than interface with R (not my idea!), it seems likely that the functionality in question is primitive

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread lgautier
On Sep 16, 7:46 pm, Jason Grout jason-s...@creativetrax.com wrote: William Stein wrote: On Wed, Sep 16, 2009 at 10:03 AM,  jason-s...@creativetrax.com wrote: Another idea for a project is to finish the statistics module wrapping functionality in R.   I'm teaching a modeling class right

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
Dag Sverre Seljebotn wrote: (With regards to creating Cython wrappers directly to C functions, I'd rather use the SciPy functionality, which is essentially the same thing, only that no reimplementation of the wheel is needed.) I meant that R already has C functions to calculate lots of

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
lgautier wrote: rpy2 is in fact providing 2 interfaces: a lower-level one (close to R's C API), and an higher-level one (written using the lower-level one, and able to use lower-level objects instead of higher-level ones). The lower-level interface is in fact design to permit the

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
William Stein wrote: I did write a lot of stats in Cython already, and it's much faster than both R and scipy.stats at what it does (at least last time I checked). This is all the code in Sage's finance.TimeSeries... It's very specialized though compared to what is offered by Scipy/R.

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread William Stein
2009/9/16 Jason Grout jason-s...@creativetrax.com: William Stein wrote: I did write a lot of stats in Cython already, and it's much faster than both R and scipy.stats at what it does (at least last time I checked).  This is all the code in Sage's finance.TimeSeries... It's very specialized

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions that I wanted today). I imagine that a stats module would use Cython to call the C functions for these sorts of

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread Jason Grout
Jason Grout wrote: Carlo Hamalainen wrote: On Wed, Sep 16, 2009 at 7:46 PM, Jason Grout jason-s...@creativetrax.com wrote: R has a C interface for lots of functions (like the distribution functions that I wanted today). I imagine that a stats module would use Cython to call the C functions

[sage-devel] Re: Statistics in Sage

2009-09-16 Thread William Stein
2009/9/16 Robert Dodier robert.dod...@gmail.com: William Stein wrote: so if you could say more about what you might want such a nice module to do, it would be very useful! Well, in order to have some functionality above and beyond what R or other numerical systems offer, I think you

[sage-devel] Re: Statistics in Sage

2009-06-18 Thread William Stein
On Thu, Jun 18, 2009 at 12:41 PM, Andrzej Giniewiczggi...@gmail.com wrote: Hello, I've read today your talk What is on the Horizon and I really liked the idea about making Sage best Statistical software around!!! I actually had planned similar project (the design stage, not so good with

[sage-devel] Re: statistics in sage

2009-05-19 Thread dagss
On May 18, 12:29 am, mhampton hampto...@gmail.com wrote: Here at Sage Days 15, William Stein gave a presentation on the future of Sage in which one of the issues was improved statistics support. While we include statistics functionality vis R, rpy, and scipy.stats, that functionality is not

[sage-devel] Re: statistics in sage

2009-05-19 Thread Robert Dodier
dagss wrote: Basically I can see Sage being a great place to merge symbolic calculations in statistics and data analysis. Yup. sage: a, b = var('a,b') sage: sigmasq = Gamma(a, b); sigmasq Gamma distribution with parameters a, b sage: y = Normal(0, var=sigmasq); y Normal distribution

[sage-devel] Re: statistics in sage

2009-05-18 Thread Harald Schilly
On May 18, 12:29 am, mhampton hampto...@gmail.com wrote: So I have started a file basic_stats.py in the stats directory, with a ridiculously simple start:... I've thought about this about a year ago but had no time to do anything beyond thinking. I very strongly suggest to introduce a class

[sage-devel] Re: statistics in sage

2009-05-18 Thread William Stein
On Mon, May 18, 2009 at 12:34 AM, Harald Schilly harald.schi...@gmail.com wrote: On May 18, 12:29 am, mhampton hampto...@gmail.com wrote: So I have started a file basic_stats.py in the stats directory, with a ridiculously simple start:... I've thought about this about a year ago but had

[sage-devel] Re: statistics in sage

2009-05-18 Thread hou.andrew
My name is Andrew Hou, I'm an undergrad at the UW who is planning to work with Prof. Stein on statistics support in Sage. I'm currently compiling a list of the most important statistics API's that the big M's offer - MATLAB, Mathematica, Magma; as well as some other stats programs. I'm going to

[sage-devel] Re: statistics in sage

2009-05-18 Thread David Joyner
On Mon, May 18, 2009 at 1:10 PM, hou.andrew hou.and...@gmail.com wrote: My name is Andrew Hou, I'm an undergrad at the UW who is planning to work with Prof. Stein on statistics support in Sage. I'm currently compiling a list of the most important statistics API's that the big M's offer -

[sage-devel] Re: statistics in sage

2009-05-18 Thread hou.andrew
That would be amazing. It'd be neat to have a lot of graphics already implemented. Thanks! ~Andrew On May 18, 10:31 am, David Joyner wdjoy...@gmail.com wrote: On Mon, May 18, 2009 at 1:10 PM, hou.andrew hou.and...@gmail.com wrote: My name is Andrew Hou, I'm an undergrad at the UW who is

[sage-devel] Re: statistics in sage

2009-05-18 Thread Harald Schilly
On May 19, 12:11 am, hou.andrew hou.and...@gmail.com wrote: That would be amazing. It'd be neat to have a lot of graphics already implemented. the first thing that always comes to my mind is something like or an interface to ggplot2 for sage. http://had.co.nz/ggplot2/ h

[sage-devel] Re: statistics in sage

2009-05-17 Thread Kwankyu
Hi, About (3), basic distributions, and symbolic calculations of pdfs of distributions defined as functions of basic distributions. Also you may look into the statistics functionality of Mathematica. Kwankyu --~--~-~--~~~---~--~~ To post to this group, send