Tuesday, May 3, 2011

C# Nmath to Python SciPy

Hello everyone!

I need to port some functions from C# to Python, but i can't implement next code right:

[SqlFunction(IsDeterministic = true, DataAccess = DataAccessKind.None)]
public static SqlDouble LogNormDist(double probability, double mean, double stddev)
{
    LognormalDistribution lnd = new LognormalDistribution(mean,stddev);
    return (SqlDouble)lnd.CDF(probability);
}

This code uses CenterSpace Nmath library.

Anyone can help me to write a right function in python, which will be similar to this code?

Sorry for my English.

UPD Actually, i don't understand which scipy.stats.lognorm.cdf attrs are simillar to C# probability, mean, stddev

If just copy existing order to python, like in answer below, i get wrong number.

From stackoverflow
  • Maybe you can use Python.NET (this is NOT IronPython), it allows to access .NET components and services:

    http://pythonnet.sourceforge.net/

    Josip : I use Python.NET with Python 2.6 (had to build it myself). It's somewhat unstable, lacks .NET 3.0, and it seems the project is inactive for quite some time. I would not recommend it for production code, but it's quite nice to have .NET components handy from Python.
  • Scipy has a bunch of distributions defined in the scipy.stats package

    import scipy.stats
    
    def LogNormDist(prob, mean=0, stddev=1):
        return scipy.stats.lognorm.cdf(prob,stddev,mean)
    

    Update

    Okay, it looks like Scipy's stat definitions are a little nonstandard. Here's the end of the docstring for scipy.stats.lognormal

    Lognormal distribution

    lognorm.pdf(x,s) = 1/(s*x*sqrt(2*pi)) * exp(-1/2*(log(x)/s)**2) for x > 0, s > 0.

    If log x is normally distributed with mean mu and variance sigma**2, then x is log-normally distributed with shape paramter sigma and scale parameter exp(mu).

    So maybe try

    return scipy.stats.lognorm.cdf(prob,stddev,scipy.exp(mean))
    

    If that still doesn't work, try getting a few sample points and I'll see if I can find a working relationship.

    Udpate 2

    Oops, I didn't realize that the scale param is a keyword. This one should now work:

    import scipy.stats
    
    def LogNormDist(prob, mean=0, stddev=1):
        return scipy.stats.lognorm.cdf(prob,stddev,scale=scipy.exp(mean))
    

    Cheers and good luck with your project!

    Ivan : Thank you, this is very helpful!
    Ivan : Thanks, but that still doesn't work, so i've run C# code with different attributes and this is what i have: prob | stddev | mean | result 0.3 | 1.0 | 3.2 | 5,31431365968782E-06 0.8 | 2.3 | 7.0 | 0,000843306609677019 0.1 | 0.2 | 0.3 | 0 1 | 4.1 | 6.8 | 0,0486046047161232
    Ivan : Thanks a lot!!!
  • The Python docs describe a method random.lognormvariate(mu, sigma):

    http://docs.python.org/library/random.html

    Maybe that's what you want.

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