从另一个 class 的方法动态创建 scipy.stats 分布

Question

I have created a class which represents a statistical simulation. One aspect of that is a distribution of p -values, and the class contains methods characterizing that distribution:

class Simulation:
    ...
    def pdf_p(self, p):
        ...
    def cdf_p(self, p):
        ...
    def ppf_p(self, P):
        ...
    def rvs_p(self, size):
        ...

I would now like to expose that distribution also as a scipy.stats -style distribution object. To do so, the __init__ method of my class contains a statement

self.p = PValueDist(self.pdf_p, self.cdf_p, self.ppf_p, self.rvs_p)

where the class PValueDist is defined as

from scipy.stats import rv_continuous

class PValueDist (rv_continuous):
    def __init__(self, pdf, cdf, ppf, rvs):
        self._pdf = pdf
        self._cdf = cdf
        self._ppf = ppf
        self._rvs = rvs
        super().__init__(self)

This seems to work, but I'm wondering whether it is the right or canonical way to do it?

Of course I could also make Simulation a subclass of rv_continuous and rename my methods. However, the simulation comprises several different distributions, and identifying the simulation with one of them doesn't seem semantically correct.

Answer 1

Seems OK. Several things to watch out for: 1) scipy.stats distributions are instances, so don't forget to create one, 2) if the support is not a default ((0, inf) IIRC), set them in the__init__.