Timing of stats.norminvgauss.ppf

time_norminvgauss_ppf

In [16]: %lprun -f _cdf -f _cdf_sc -f _ppf -f _ppf_sc ppf(x, 2, -1)

Timer unit: 1e-06 s

File: /home/rgommers/Code/scipy/scipy/stats/distributions.py
Function: _ppf_single_call at line 1133

Total time: 2.63388 s

Line #      Hits         Time  Per Hit   % Time  Line Contents
==============================================================
  1133                                               def _ppf_single_call(self, q, *args):
  1134        99          115      1.2      0.0          left = right = None
  1135        99          120      1.2      0.0          if self.a > -np.inf:
  1136                                                       left = self.a
  1137        99           95      1.0      0.0          if self.b < np.inf:
  1138                                                       right = self.b
  1139                                           
  1140        99           77      0.8      0.0          factor = 10.
  1141        99           75      0.8      0.0          if not left:  # i.e. self.a = -inf
  1142        99          101      1.0      0.0              left = -1.*factor
  1143        99       171843   1735.8      6.5              while self._ppf_to_solve(left, q,*args) > 0.:
  1144                                                           right = left
  1145                                                           left *= factor
  1146                                                       # left is now such that cdf(left) < q
  1147        99          118      1.2      0.0          if not right:  # i.e. self.b = inf
  1148        99           78      0.8      0.0              right = factor
  1149        99        39838    402.4      1.5              while self._ppf_to_solve(right, q,*args) < 0.:
  1150                                                           left = right
  1151                                                           right *= factor
  1152                                                       # right is now such that cdf(right) > q
  1153                                           
  1154        99          126      1.3      0.0          return optimize.brentq(self._ppf_to_solve,
  1155        99      2421293  24457.5     91.9                                 left, right, args=(q,)+args, xtol=self.xtol)

File: /home/rgommers/Code/scipy/scipy/stats/distributions.py
Function: _cdf at line 5285
Total time: 2.61922 s

Line #      Hits         Time  Per Hit   % Time  Line Contents
==============================================================
  5285                                               def _cdf(self, x, a, b, x_opt=None):
  5286                                                   # x_opt is expensive to compute, but we can't cache it easily (no state
  5287                                                   # variables that depend on shape parameters can be used) - therefore
  5288                                                   # pass it directly to _cdf_single_call
  5289      1526         1487      1.0      0.1          if x_opt is None:
  5290                                                       x_opt = np.empty(a.shape, dtype=float)  # a.shape == b.shape == x.shape
  5291                                                       x_opt.fill(self._compute_xopt(a[0], b[0]))
  5292                                           
  5293      1526         1523      1.0      0.1          self.veccdf.nin = self.numargs + 2  # shape args, x, x_opt
  5294      1526      2616207   1714.4     99.9          return self.veccdf(x, a, b, x_opt)

File: /home/rgommers/Code/scipy/scipy/stats/distributions.py
Function: _cdf_single_call at line 5296
Total time: 2.56624 s

Line #      Hits         Time  Per Hit   % Time  Line Contents
==============================================================
  5296                                               def _cdf_single_call(self, x, a, b, x_opt):
  5297      1526         1541      1.0      0.1          if x <= x_opt:
  5298       841      1792379   2131.2     69.8              return integrate.quad(self._pdf, -np.inf, x, args=(a, b))[0]
  5299                                                   else:
  5300       685       771524   1126.3     30.1              h = integrate.quad(self._pdf, x, np.inf, args=(a, b))[0]
  5301       685          801      1.2      0.0              return 1 - h

File: /home/rgommers/Code/scipy/scipy/stats/distributions.py
Function: _ppf at line 5303
Total time: 2.63817 s

Line #      Hits         Time  Per Hit   % Time  Line Contents
==============================================================
  5303                                               def _ppf(self, q, a, b):
  5304         1           27     27.0      0.0          a, b = map(np.atleast_1d, (a, b))  # needed because of _rvs
  5305         1            8      8.0      0.0          x_opt = np.empty(a.shape, dtype=float)
  5306         1         2940   2940.0      0.1          x_opt.fill(self._compute_xopt(a[0], b[0]))
  5307         1            7      7.0      0.0          self.vecfunc.nin = self.numargs + 2
  5308         1      2635188 2635188.0     99.9          return self.vecfunc(q, a, b, x_opt)