jorenham/Lmo

`contrib.sympy`

jorenham opened this issue · 0 comments

Optional support for SymPy, e.g. utility functions for:

  • extend the sympy.stats distributions with symbolic L-moment methods, analogously to scipy.stats
  • finding closed-form solutions of theoretical
    • order stats
    • PWM's
    • L-moments
    • L-comoments
    • L-moment (asymptotic) variance-covariance matrix
    • IF's, BP's, etc.
    • L-MGF's 😏
  • allow using sympy's numerical integration as an alternative to the current scipy.integrate.quad
  • support for using the interpolative summation method in l_poly (as alternative to the current naïve summation)
  • Hahn polynomials (use $_3F_2$; it's absent in scipy), which show up in the trimmed L-moment weights (Hosking, 2015).