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.
-
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.lognormalLognormal 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 | 0,0486046047161232Ivan : 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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