我试图使用 scipy.stats.rv_continuous 对给定概率密度函数(pdf)的随机变量进行采样:
class Distribution(stats.rv_continuous):
def _pdf(self,x, _a, _c):
return first_hitting_time(x, _a, _c)
函数first_hitting_time在哪里
#pdf of first hitting time of W_t + c*t on a.
def first_hitting_time(_t, _a, _c=0.0):
return _a/_t*np.exp(-0.5/_t*(_a-_c*_t)**2)/np.sqrt(2.0*np.pi*_t)
然后我继续
myrv= Distribution(name='hittingtime', a=0.002,b=30.0)
data3= myrv.rvs(size=10000, _a=1.0, _c=0.0)
口译员开始提示-
Traceback (most recent call last):
File "<ipython-input-246-71f67047462b>", line 1, in <module>
data3= myrv.rvs(size=10000, _a=1.0, _c=0.0)
File "C:\Users\ME\AppData\Local\Continuum\Anaconda2\lib\site-packages\scipy\stats\_distn_infrastructure.py", line 856, in rvs
raise ValueError("Domain error in arguments.")
ValueError: Domain error in arguments.
看来,如果我将 _c
设置为大于 0.0 的某个数字,它就可以正常工作,但对于小于 0 的 _c
则不行。
我对此有点困惑。任何帮助,将不胜感激。
最佳答案
Subclassing
New random variables can be defined by subclassing the rv_continuous class and re-defining at least the
_pdf
or the_cdf
method (normalized to location 0 and scale 1).If positive argument checking is not correct for your RV then you will also need to re-define the
_argcheck
method.
从你的函数中我不清楚 _a
和 _c
代表什么,但看起来你想让它们为负数。
关于python - 值错误: Domain error in arguments scipy rv_continuous,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/39420430/