Re: Multivariate distribution fitting API

Robert Kern <[email protected]> Fri, 21 Jul 2023 09:36:38 -0400
Newsgroups gmane.comp.python.scientific.devel
Message-ID <CAF6FJit3g2_3Nx-rSVedHsdnQdZWmNirmBHZhfr+Xr+TE_86_Q@mail.gmail.com>
On Fri, Jul 21, 2023 at 5:22 AM Daniel Schmitz via SciPy-Dev <
[email protected]> wrote:

>
> About 2): I am not a fan of the current univariate namings `floc=`,
> `fscale=` as they are not very intuitive. To make things worse, it is also
> possible to pass the very similar sounding `loc=` to specify a starting
> guess for the fitting optimizer. Of course, this API is very much used in
> the wild and might be overhauled with the current infrastructure update.
>
> For the multivariate case, I suggest using a more descriptive name like
> `fix_mu` or `fix_mean` for fixing the mean of a multivariate normal during
> the fit. This would be a step away from the univariate API but worth it in
> my opinion.
>

Actually, it's consistent with the univariate API. We don't have the
equivalent of omnipresent `loc` and `scale`, just named parameters. Fixing
those can be specified by `fix_<name>=` in the univariate API. They can
*also* be specified by `f<name>=`, but I don't think we have to carry that
over.

-- 
Robert Kern

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