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Created October 5, 2016 06:19
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Generalized Poisson Distribution for scipy.
import numpy as np
from scipy.stats import rv_discrete
from scipy.special import gamma, gammaln
class gpd_gen(rv_discrete):
A Lagrangian Generalised Poisson-Poisson distribution.
``eta`` is the branching ratio,
``mu`` is the intital population expectation.
See Consul, P. C., & Famoye, F. (2006)
Lagrangian probability distributions, chapter 9.
Statistics are computed using numerical integration by default.
For speed you can redefine this using ``_stats``:
- take shape parameters and return mu, mu2, g1, g2
- If you can't compute one of these, return it as None
- Can also be defined with a keyword argument ``moments``, which is a
string composed of "m", "v", "s", and/or "k".
Only the components appearing in string should be computed and
returned in the order "m", "v", "s", or "k" with missing values
returned as None.
Alternatively, you can override ``_munp``, which takes ``n`` and shape
parameters and returns the n-th non-central moment of the distribution.
def _argcheck(self, mu, eta):
``eta``, ``mu`` arguments are handled here
return mu >= 0.0 and eta >= 0.0 and eta <= 1.0
def _rvs(self, mu, eta):
Simulate using branching processes.
# print("mu", mu, "eta", eta)
# Always work with arrays for consistent iteration
population = np.asarray(
self._random_state.poisson(mu, self._size)
if population.shape == ():
population = population.reshape(-1)
offspring = population.copy()
while np.any(offspring > 0):
# probability dists are NOT ufuncs
# print("offspring", offspring)
offspring[:] = [
for m in eta*offspring
population += offspring
return population
def _pmf(self, k, mu, eta):
Warning, numerically unstable;
I should probably exponentiate the log pmf
offset = mu + eta*k
return mu*(offset**(k-1))/(gamma(k+1)*np.exp(offset))
def _logpmf(self, k, mu, eta):
offset = mu + eta*k
return np.log(mu) + (k-1) * np.log(offset) - gammaln(k+1) - offset
def _munp(self, n, mu, eta):
See Consul and Famoye Ch 9.3, or Consul and Shenton 1975 (30) or
Janardan 1984.
TODO: make sure floats are handled right
TODO: construct noncentral moments from central ones,
which are given in the above references;
requires tedious calculations.
if n == 1:
return mu/(1-eta)
elif n == 2:
return (mu/(1-eta))**2+mu/(1-eta)**3
gpd = gpd_gen(name='gpd')
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