# Functions to implement several important functions for
#   various Continous and Discrete Probability Distributions
#
# Author:  Travis Oliphant  2002-2011 with contributions from
#          SciPy Developers 2004-2011
#

import math
import warnings
from copy import copy

from scipy.misc import comb, derivative
from scipy import special
from scipy import optimize
from scipy import integrate
from scipy.special import gammaln as gamln

import inspect
from numpy import alltrue, where, arange, putmask, \
     ravel, take, ones, sum, shape, product, repeat, reshape, \
     zeros, floor, logical_and, log, sqrt, exp, arctanh, tan, sin, arcsin, \
     arctan, tanh, ndarray, cos, cosh, sinh, newaxis, array, log1p, expm1
from numpy import atleast_1d, polyval, ceil, place, extract, \
     any, argsort, argmax, vectorize, r_, asarray, nan, inf, pi, isinf, \
     power, NINF, empty
import numpy
import numpy as np
import numpy.random as mtrand
from numpy import flatnonzero as nonzero
import vonmises_cython

__all__ = [
           'rv_continuous',
           'ksone', 'kstwobign', 'norm', 'alpha', 'anglit', 'arcsine',
           'beta', 'betaprime', 'bradford', 'burr', 'fisk', 'cauchy',
           'chi', 'chi2', 'cosine', 'dgamma', 'dweibull', 'erlang',
           'expon', 'exponweib', 'exponpow', 'fatiguelife', 'foldcauchy',
           'f', 'foldnorm', 'frechet_r', 'weibull_min', 'frechet_l',
           'weibull_max', 'genlogistic', 'genpareto', 'genexpon', 'genextreme',
           'gamma', 'gengamma', 'genhalflogistic', 'gompertz', 'gumbel_r',
           'gumbel_l', 'halfcauchy', 'halflogistic', 'halfnorm', 'hypsecant',
           'gausshyper', 'invgamma', 'invgauss', 'invweibull',
           'johnsonsb', 'johnsonsu', 'laplace', 'levy', 'levy_l',
           'levy_stable', 'logistic', 'loggamma', 'loglaplace', 'lognorm',
           'gilbrat', 'maxwell', 'mielke', 'nakagami', 'ncx2', 'ncf', 't',
           'nct', 'pareto', 'lomax', 'powerlaw', 'powerlognorm', 'powernorm',
           'rdist', 'rayleigh', 'reciprocal', 'rice', 'recipinvgauss',
           'semicircular', 'triang', 'truncexpon', 'truncnorm',
           'tukeylambda', 'uniform', 'vonmises', 'wald', 'wrapcauchy',
           'entropy', 'rv_discrete',
           'binom', 'bernoulli', 'nbinom', 'geom', 'hypergeom', 'logser',
           'poisson', 'planck', 'boltzmann', 'randint', 'zipf', 'dlaplace',
           'skellam'
          ]

floatinfo = numpy.finfo(float)

errp = special.errprint
arr = asarray
gam = special.gamma

import types
from scipy.misc import doccer
all = alltrue
sgf = vectorize

try:
    from new import instancemethod
except ImportError:
    # Python 3
    def instancemethod(func, obj, cls):
        return types.MethodType(func, obj)


# These are the docstring parts used for substitution in specific
# distribution docstrings.

docheaders = {'methods':"""\nMethods\n-------\n""",
              'parameters':"""\nParameters\n---------\n""",
              'notes':"""\nNotes\n-----\n""",
              'examples':"""\nExamples\n--------\n"""}

_doc_rvs = \
"""rvs(%(shapes)s, loc=0, scale=1, size=1)
    Random variates.
"""
_doc_pdf = \
"""pdf(x, %(shapes)s, loc=0, scale=1)
    Probability density function.
"""
_doc_logpdf = \
"""logpdf(x, %(shapes)s, loc=0, scale=1)
    Log of the probability density function.
"""
_doc_pmf = \
"""pmf(x, %(shapes)s, loc=0, scale=1)
    Probability mass function.
"""
_doc_logpmf = \
"""logpmf(x, %(shapes)s, loc=0, scale=1)
    Log of the probability mass function.
"""
_doc_cdf = \
"""cdf(x, %(shapes)s, loc=0, scale=1)
    Cumulative density function.
"""
_doc_logcdf = \
"""logcdf(x, %(shapes)s, loc=0, scale=1)
    Log of the cumulative density function.
"""
_doc_sf = \
"""sf(x, %(shapes)s, loc=0, scale=1)
    Survival function (1-cdf --- sometimes more accurate).
"""
_doc_logsf = \
"""logsf(x, %(shapes)s, loc=0, scale=1)
    Log of the survival function.
"""
_doc_ppf = \
"""ppf(q, %(shapes)s, loc=0, scale=1)
    Percent point function (inverse of cdf --- percentiles).
"""
_doc_isf = \
"""isf(q, %(shapes)s, loc=0, scale=1)
    Inverse survival function (inverse of sf).
"""
_doc_moment = \
"""moment(n, %(shapes)s, loc=0, scale=1)
    Non-central moment of order n
"""
_doc_stats = \
"""stats(%(shapes)s, loc=0, scale=1, moments='mv')
    Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
"""
_doc_entropy = \
"""entropy(%(shapes)s, loc=0, scale=1)
    (Differential) entropy of the RV.
"""
_doc_fit = \
"""fit(data, %(shapes)s, loc=0, scale=1)
    Parameter estimates for generic data.
"""
_doc_expect = \
"""expect(func, %(shapes)s, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)
    Expected value of a function (of one argument) with respect to the distribution.
"""
_doc_expect_discrete = \
"""expect(func, %(shapes)s, loc=0, lb=None, ub=None, conditional=False)
    Expected value of a function (of one argument) with respect to the distribution.
"""
_doc_median = \
"""median(%(shapes)s, loc=0, scale=1)
    Median of the distribution.
"""
_doc_mean = \
"""mean(%(shapes)s, loc=0, scale=1)
    Mean of the distribution.
"""
_doc_var = \
"""var(%(shapes)s, loc=0, scale=1)
    Variance of the distribution.
"""
_doc_std = \
"""std(%(shapes)s, loc=0, scale=1)
    Standard deviation of the distribution.
"""
_doc_interval = \
"""interval(alpha, %(shapes)s, loc=0, scale=1)
    Endpoints of the range that contains alpha percent of the distribution
"""
_doc_allmethods = ''.join([docheaders['methods'], _doc_rvs, _doc_pdf,
                           _doc_logpdf, _doc_cdf, _doc_logcdf, _doc_sf,
                           _doc_logsf, _doc_ppf, _doc_isf, _doc_moment,
                           _doc_stats, _doc_entropy, _doc_fit,
                           _doc_expect, _doc_median,
                           _doc_mean, _doc_var, _doc_std, _doc_interval])

# Note that the two lines for %(shapes) are searched for and replaced in
# rv_continuous and rv_discrete - update there if the exact string changes
_doc_default_callparams = \
"""
Parameters
----------
x : array_like
    quantiles
q : array_like
    lower or upper tail probability
%(shapes)s : array_like
    shape parameters
loc : array_like, optional
    location parameter (default=0)
scale : array_like, optional
    scale parameter (default=1)
size : int or tuple of ints, optional
    shape of random variates (default computed from input arguments )
moments : str, optional
    composed of letters ['mvsk'] specifying which moments to compute where
    'm' = mean, 'v' = variance, 's' = (Fisher's) skew and
    'k' = (Fisher's) kurtosis. (default='mv')
"""
_doc_default_longsummary = \
"""Continuous random variables are defined from a standard form and may
require some shape parameters to complete its specification.  Any
optional keyword parameters can be passed to the methods of the RV
object as given below:
"""
_doc_default_frozen_note = \
"""
Alternatively, the object may be called (as a function) to fix the shape,
location, and scale parameters returning a "frozen" continuous RV object:

rv = %(name)s(%(shapes)s, loc=0, scale=1)
    - Frozen RV object with the same methods but holding the given shape,
      location, and scale fixed.
"""
_doc_default_example = \
"""Examples
--------
>>> from scipy.stats import %(name)s
>>> numargs = %(name)s.numargs
>>> [ %(shapes)s ] = [0.9,] * numargs
>>> rv = %(name)s(%(shapes)s)

Display frozen pdf

>>> x = np.linspace(0, np.minimum(rv.dist.b, 3))
>>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf

>>> prb = %(name)s.cdf(x, %(shapes)s)
>>> h = plt.semilogy(np.abs(x - %(name)s.ppf(prb, %(shapes)s)) + 1e-20)

Random number generation

>>> R = %(name)s.rvs(%(shapes)s, size=100)
"""

_doc_default = ''.join([_doc_default_longsummary,
                        _doc_allmethods,
                        _doc_default_callparams,
                        _doc_default_frozen_note,
                        _doc_default_example])

_doc_default_before_notes = ''.join([_doc_default_longsummary,
                                     _doc_allmethods,
                                     _doc_default_callparams,
                                     _doc_default_frozen_note])

docdict = {'rvs':_doc_rvs,
           'pdf':_doc_pdf,
           'logpdf':_doc_logpdf,
           'cdf':_doc_cdf,
           'logcdf':_doc_logcdf,
           'sf':_doc_sf,
           'logsf':_doc_logsf,
           'ppf':_doc_ppf,
           'isf':_doc_isf,
           'stats':_doc_stats,
           'entropy':_doc_entropy,
           'fit':_doc_fit,
           'moment':_doc_moment,
           'expect':_doc_expect,
           'interval':_doc_interval,
           'mean':_doc_mean,
           'std':_doc_std,
           'var':_doc_var,
           'median':_doc_median,
           'allmethods':_doc_allmethods,
           'callparams':_doc_default_callparams,
           'longsummary':_doc_default_longsummary,
           'frozennote':_doc_default_frozen_note,
           'example':_doc_default_example,
           'default':_doc_default,
           'before_notes':_doc_default_before_notes}

# Reuse common content between continous and discrete docs, change some
# minor bits.
docdict_discrete = docdict.copy()

docdict_discrete['pmf'] = _doc_pmf
docdict_discrete['logpmf'] = _doc_logpmf
docdict_discrete['expect'] = _doc_expect_discrete
_doc_disc_methods = ['rvs', 'pmf', 'logpmf', 'cdf', 'logcdf', 'sf', 'logsf',
                     'ppf', 'isf', 'stats', 'entropy', 'fit', 'expect', 'median',
                     'mean', 'var', 'std', 'interval']
for obj in _doc_disc_methods:
    docdict_discrete[obj] = docdict_discrete[obj].replace(', scale=1', '')
docdict_discrete.pop('pdf')
docdict_discrete.pop('logpdf')

_doc_allmethods = ''.join([docdict_discrete[obj] for obj in
                                              _doc_disc_methods])
docdict_discrete['allmethods'] = docheaders['methods'] + _doc_allmethods

docdict_discrete['longsummary'] = _doc_default_longsummary.replace(\
                                      'Continuous', 'Discrete')
_doc_default_frozen_note = \
"""
Alternatively, the object may be called (as a function) to fix the shape and
location parameters returning a "frozen" discrete RV object:

rv = %(name)s(%(shapes)s, loc=0)
    - Frozen RV object with the same methods but holding the given shape and
      location fixed.
"""
docdict_discrete['frozennote'] = _doc_default_frozen_note

docdict_discrete['example'] = _doc_default_example.replace('[0.9,]',
                                  'Replace with reasonable value')

_doc_default_before_notes = ''.join([docdict_discrete['longsummary'],
                                     docdict_discrete['allmethods'],
                                     docdict_discrete['callparams'],
                                     docdict_discrete['frozennote']])
docdict_discrete['before_notes'] = _doc_default_before_notes

_doc_default_disc = ''.join([docdict_discrete['longsummary'],
                             docdict_discrete['allmethods'],
                             docdict_discrete['frozennote'],
                             docdict_discrete['example']])
docdict_discrete['default'] = _doc_default_disc


# clean up all the separate docstring elements, we do not need them anymore
for obj in [s for s in dir() if s.startswith('_doc_')]:
    exec('del ' + obj)
del obj
try:
    del s
except NameError:
    # in Python 3, loop variables are not visible after the loop
    pass


def _moment(data, n, mu=None):
    if mu is None:
        mu = data.mean()
    return ((data - mu)**n).mean()

def _moment_from_stats(n, mu, mu2, g1, g2, moment_func, args):
    if (n==0):
        return 1.0
    elif (n==1):
        if mu is None:
            val = moment_func(1,*args)
        else:
            val = mu
    elif (n==2):
        if mu2 is None or mu is None:
            val = moment_func(2,*args)
        else:
            val = mu2 + mu*mu
    elif (n==3):
        if g1 is None or mu2 is None or mu is None:
            val = moment_func(3,*args)
        else:
            mu3 = g1*(mu2**1.5) # 3rd central moment
            val = mu3+3*mu*mu2+mu**3 # 3rd non-central moment
    elif (n==4):
        if g1 is None or g2 is None or mu2 is None or mu is None:
            val = moment_func(4,*args)
        else:
            mu4 = (g2+3.0)*(mu2**2.0) # 4th central moment
            mu3 = g1*(mu2**1.5) # 3rd central moment
            val = mu4+4*mu*mu3+6*mu*mu*mu2+mu**4
    else:
        val = moment_func(n, *args)

    return val


def _skew(data):
    data = np.ravel(data)
    mu = data.mean()
    m2 = ((data - mu)**2).mean()
    m3 = ((data - mu)**3).mean()
    return m3 / m2**1.5

def _kurtosis(data):
    data = np.ravel(data)
    mu = data.mean()
    m2 = ((data - mu)**2).mean()
    m4 = ((data - mu)**4).mean()
    return m4 / m2**2 - 3



def _build_random_array(fun, args, size=None):
# Build an array by applying function fun to
# the arguments in args, creating an array with
# the specified shape.
# Allows an integer shape n as a shorthand for (n,).
    if isinstance(size, types.IntType):
        size = [size]
    if size is not None and len(size) != 0:
        n = numpy.multiply.reduce(size)
        s = apply(fun, args + (n,))
        s.shape = size
        return s
    else:
        n = 1
        s = apply(fun, args + (n,))
        return s[0]

random = mtrand.random_sample
rand = mtrand.rand
random_integers = mtrand.random_integers
permutation = mtrand.permutation

## Internal class to compute a ppf given a distribution.
##  (needs cdf function) and uses brentq from scipy.optimize
##  to compute ppf from cdf.
class general_cont_ppf(object):
    def __init__(self, dist, xa=-10.0, xb=10.0, xtol=1e-14):
        self.dist = dist
        self.cdf = eval('%scdf'%dist)
        self.xa = xa
        self.xb = xb
        self.xtol = xtol
        self.vecfunc = sgf(self._single_call,otypes='d')
    def _tosolve(self, x, q, *args):
        return apply(self.cdf, (x, )+args) - q
    def _single_call(self, q, *args):
        return optimize.brentq(self._tosolve, self.xa, self.xb, args=(q,)+args, xtol=self.xtol)
    def __call__(self, q, *args):
        return self.vecfunc(q, *args)


# Frozen RV class
class rv_frozen(object):

    def __init__(self, dist, *args, **kwds):
        self.args = args
        self.kwds = kwds
        self.dist = dist

    def pdf(self, x):    #raises AttributeError in frozen discrete distribution
        return self.dist.pdf(x, *self.args, **self.kwds)

    def logpdf(self, x):
        return self.dist.logpdf(x, *self.args, **self.kwds)

    def cdf(self, x):
        return self.dist.cdf(x, *self.args, **self.kwds)

    def logcdf(self, x):
        return self.dist.logcdf(x, *self.args, **self.kwds)

    def ppf(self, q):
        return self.dist.ppf(q, *self.args, **self.kwds)

    def isf(self, q):
        return self.dist.isf(q, *self.args, **self.kwds)

    def rvs(self, size=None):
        kwds = self.kwds.copy()
        kwds.update({'size':size})
        return self.dist.rvs(*self.args, **kwds)

    def sf(self, x):
        return self.dist.sf(x, *self.args, **self.kwds)

    def logsf(self, x):
        return self.dist.logsf(x, *self.args, **self.kwds)

    def stats(self, moments='mv'):
        kwds = self.kwds.copy()
        kwds.update({'moments':moments})
        return self.dist.stats(*self.args, **kwds)

    def median(self):
        return self.dist.median(*self.args, **self.kwds)

    def mean(self):
        return self.dist.mean(*self.args, **self.kwds)

    def var(self):
        return self.dist.var(*self.args, **self.kwds)

    def std(self):
        return self.dist.std(*self.args, **self.kwds)

    def moment(self, n):
        return self.dist.moment(n, *self.args, **self.kwds)

    def entropy(self):
        return self.dist.entropy(*self.args, **self.kwds)

    def pmf(self,k):
        return self.dist.pmf(k, *self.args, **self.kwds)

    def logpmf(self,k):
        return self.dist.logpmf(k, *self.args, **self.kwds)

    def interval(self, alpha):
        return self.dist.interval(alpha, *self.args, **self.kwds)



##  NANs are returned for unsupported parameters.
##    location and scale parameters are optional for each distribution.
##    The shape parameters are generally required
##
##    The loc and scale parameters must be given as keyword parameters.
##    These are related to the common symbols in the .lyx file

##  skew is third central moment / variance**(1.5)
##  kurtosis is fourth central moment / variance**2 - 3


## References::

##  Documentation for ranlib, rv2, cdflib and
##
##  Eric Wesstein's world of mathematics http://mathworld.wolfram.com/
##      http://mathworld.wolfram.com/topics/StatisticalDistributions.html
##
##  Documentation to Regress+ by Michael McLaughlin
##
##  Engineering and Statistics Handbook (NIST)
##      http://www.itl.nist.gov/div898/handbook/index.htm
##
##  Documentation for DATAPLOT from NIST
##      http://www.itl.nist.gov/div898/software/dataplot/distribu.htm
##
##  Norman Johnson, Samuel Kotz, and N. Balakrishnan "Continuous
##      Univariate Distributions", second edition,
##      Volumes I and II, Wiley & Sons, 1994.


## Each continuous random variable as the following methods
##
## rvs -- Random Variates (alternatively calling the class could produce these)
## pdf -- PDF
## logpdf -- log PDF (more  numerically accurate if possible)
## cdf -- CDF
## logcdf -- log of CDF
## sf  -- Survival Function (1-CDF)
## logsf --- log of SF
## ppf -- Percent Point Function (Inverse of CDF)
## isf -- Inverse Survival Function (Inverse of SF)
## stats -- Return mean, variance, (Fisher's) skew, or (Fisher's) kurtosis
## nnlf  -- negative log likelihood function (to minimize)
## fit   -- Model-fitting
##
##  Maybe Later
##
##  hf  --- Hazard Function (PDF / SF)
##  chf  --- Cumulative hazard function (-log(SF))
##  psf --- Probability sparsity function (reciprocal of the pdf) in
##                units of percent-point-function (as a function of q).
##                Also, the derivative of the percent-point function.

## To define a new random variable you subclass the rv_continuous class
##   and re-define the
##
##   _pdf method which will be given clean arguments (in between a and b)
##        and passing the argument check method
##
##      If postive argument checking is not correct for your RV
##      then you will also need to re-define
##   _argcheck

##   Correct, but potentially slow defaults exist for the remaining
##       methods but for speed and/or accuracy you can over-ride
##
##     _cdf, _ppf, _rvs, _isf, _sf
##
##   Rarely would you override _isf  and _sf but you could for numerical precision.
##
##   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=<str>
##                  where <str> 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
##
##    OR
##
##  You can override
##
##    _munp    -- takes n and shape parameters and returns
##             --  then nth non-central moment of the distribution.
##

def valarray(shape,value=nan,typecode=None):
    """Return an array of all value.
    """
    out = reshape(repeat([value],product(shape,axis=0),axis=0),shape)
    if typecode is not None:
        out = out.astype(typecode)
    if not isinstance(out, ndarray):
        out = arr(out)
    return out

# This should be rewritten
def argsreduce(cond, *args):
    """Return the sequence of ravel(args[i]) where ravel(condition) is
    True in 1D.

    Examples
    --------
    >>> import numpy as np
    >>> rand = np.random.random_sample
    >>> A = rand((4,5))
    >>> B = 2
    >>> C = rand((1,5))
    >>> cond = np.ones(A.shape)
    >>> [A1,B1,C1] = argsreduce(cond,A,B,C)
    >>> B1.shape
    (20,)
    >>> cond[2,:] = 0
    >>> [A2,B2,C2] = argsreduce(cond,A,B,C)
    >>> B2.shape
    (15,)

    """
    newargs = atleast_1d(*args)
    if not isinstance(newargs, list):
        newargs = [newargs,]
    expand_arr = (cond==cond)
    return [extract(cond, arr1 * expand_arr) for arr1 in newargs]

class rv_generic(object):
    """Class which encapsulates common functionality between rv_discrete
    and rv_continuous.

    """
    def _fix_loc_scale(self, args, loc, scale=1):
        N = len(args)
        if N > self.numargs:
            if N == self.numargs + 1 and loc is None:
                # loc is given without keyword
                loc = args[-1]
            if N == self.numargs + 2 and scale is None:
                # loc and scale given without keyword
                loc, scale = args[-2:]
            args = args[:self.numargs]
        if scale is None:
            scale = 1.0
        if loc is None:
            loc = 0.0
        return args, loc, scale

    def _fix_loc(self, args, loc):
        args, loc, scale = self._fix_loc_scale(args, loc)
        return args, loc

    # These are actually called, and should not be overwritten if you
    # want to keep error checking.
    def rvs(self,*args,**kwds):
        """
        Random variates of given type.

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)
        size : int or tuple of ints, optional
            defining number of random variates (default=1)

        Returns
        -------
        rvs : array_like
            random variates of given `size`

        """
        kwd_names = ['loc', 'scale', 'size', 'discrete']
        loc, scale, size, discrete = map(kwds.get, kwd_names,
                                         [None]*len(kwd_names))

        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        cond = logical_and(self._argcheck(*args),(scale >= 0))
        if not all(cond):
            raise ValueError("Domain error in arguments.")

        # self._size is total size of all output values
        self._size = product(size, axis=0)
        if self._size is not None and self._size > 1:
            size = numpy.array(size, ndmin=1)

        if np.all(scale == 0):
            return loc*ones(size, 'd')

        vals = self._rvs(*args)
        if self._size is not None:
            vals = reshape(vals, size)

        vals = vals * scale + loc

        # Cast to int if discrete
        if discrete:
            if numpy.isscalar(vals):
                vals = int(vals)
            else:
                vals = vals.astype(int)

        return vals

    def median(self, *args, **kwds):
        """
        Median of the distribution.

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        median : float
            the median of the distribution.

        See Also
        --------
        self.ppf --- inverse of the CDF
        """
        return self.ppf(0.5, *args, **kwds)

    def mean(self, *args, **kwds):
        """
        Mean of the distribution

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        mean : float
            the mean of the distribution
        """
        kwds['moments'] = 'm'
        res = self.stats(*args, **kwds)
        if isinstance(res, ndarray) and res.ndim == 0:
            return res[()]
        return res

    def var(self, *args, **kwds):
        """
        Variance of the distribution

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        var : float
            the variance of the distribution

        """
        kwds['moments'] = 'v'
        res = self.stats(*args, **kwds)
        if isinstance(res, ndarray) and res.ndim == 0:
            return res[()]
        return res

    def std(self, *args, **kwds):
        """
        Standard deviation of the distribution.

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        std : float
            standard deviation of the distribution

        """
        kwds['moments'] = 'v'
        res = sqrt(self.stats(*args, **kwds))
        return res

    def interval(self, alpha, *args, **kwds):
        """Confidence interval with equal areas around the median

        Parameters
        ----------
        alpha : array_like float in [0,1]
            Probability that an rv will be drawn from the returned range
        arg1, arg2, ... : array_like
            The shape parameter(s) for the distribution (see docstring of the instance
            object for more information)
        loc: array_like, optioal
            location parameter (deafult = 0)
        scale : array_like, optional
            scale paramter (default = 1)

        Returns
        -------
        a, b: array_like (float)
            end-points of range that contain alpha % of the rvs
        """
        alpha = arr(alpha)
        if any((alpha > 1) | (alpha < 0)):
            raise ValueError("alpha must be between 0 and 1 inclusive")
        q1 = (1.0-alpha)/2
        q2 = (1.0+alpha)/2
        a = self.ppf(q1, *args, **kwds)
        b = self.ppf(q2, *args, **kwds)
        return a, b


class rv_continuous(rv_generic):
    """
    A generic continuous random variable class meant for subclassing.

    `rv_continuous` is a base class to construct specific distribution classes
    and instances from for continuous random variables. It cannot be used
    directly as a distribution.

    Parameters
    ----------
    momtype : int, optional
        The type of generic moment calculation to use: 0 for pdf, 1 (default) for ppf.
    a : float, optional
        Lower bound of the support of the distribution, default is minus
        infinity.
    b : float, optional
        Upper bound of the support of the distribution, default is plus
        infinity.
    xa : float, optional
        Lower bound for fixed point calculation for generic ppf.
    xb : float, optional
        Upper bound for fixed point calculation for generic ppf.
    xtol : float, optional
        The tolerance for fixed point calculation for generic ppf.
    badvalue : object, optional
        The value in a result arrays that indicates a value that for which
        some argument restriction is violated, default is np.nan.
    name : str, optional
        The name of the instance. This string is used to construct the default
        example for distributions.
    longname : str, optional
        This string is used as part of the first line of the docstring returned
        when a subclass has no docstring of its own. Note: `longname` exists
        for backwards compatibility, do not use for new subclasses.
    shapes : str, optional
        The shape of the distribution. For example ``"m, n"`` for a
        distribution that takes two integers as the two shape arguments for all
        its methods.
    extradoc :  str, optional, deprecated
        This string is used as the last part of the docstring returned when a
        subclass has no docstring of its own. Note: `extradoc` exists for
        backwards compatibility, do not use for new subclasses.

    Methods
    -------
    rvs(<shape(s)>, loc=0, scale=1, size=1)
        random variates

    pdf(x, <shape(s)>, loc=0, scale=1)
        probability density function

    logpdf(x, <shape(s)>, loc=0, scale=1)
        log of the probability density function

    cdf(x, <shape(s)>, loc=0, scale=1)
        cumulative density function

    logcdf(x, <shape(s)>, loc=0, scale=1)
        log of the cumulative density function

    sf(x, <shape(s)>, loc=0, scale=1)
        survival function (1-cdf --- sometimes more accurate)

    logsf(x, <shape(s)>, loc=0, scale=1)
        log of the survival function

    ppf(q, <shape(s)>, loc=0, scale=1)
      percent point function (inverse of cdf --- quantiles)

    isf(q, <shape(s)>, loc=0, scale=1)
        inverse survival function (inverse of sf)

    moment(n, <shape(s)>, loc=0, scale=1)
        non-central n-th moment of the distribution.  May not work for array arguments.

    stats(<shape(s)>, loc=0, scale=1, moments='mv')
        mean('m'), variance('v'), skew('s'), and/or kurtosis('k')

    entropy(<shape(s)>, loc=0, scale=1)
        (differential) entropy of the RV.

    fit(data, <shape(s)>, loc=0, scale=1)
        Parameter estimates for generic data

    expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None,
             conditional=False, **kwds)
        Expected value of a function with respect to the distribution.
        Additional kwd arguments passed to integrate.quad

    median(<shape(s)>, loc=0, scale=1)
        Median of the distribution.

    mean(<shape(s)>, loc=0, scale=1)
        Mean of the distribution.

    std(<shape(s)>, loc=0, scale=1)
        Standard deviation of the distribution.

    var(<shape(s)>, loc=0, scale=1)
        Variance of the distribution.

    interval(alpha, <shape(s)>, loc=0, scale=1)
        Interval that with `alpha` percent probability contains a random
        realization of this distribution.

    __call__(<shape(s)>, loc=0, scale=1)
        Calling a distribution instance creates a frozen RV object with the
        same methods but holding the given shape, location, and scale fixed.
        See Notes section.

    **Parameters for Methods**

    x : array_like
        quantiles
    q : array_like
        lower or upper tail probability
    <shape(s)> : array_like
        shape parameters
    loc : array_like, optional
        location parameter (default=0)
    scale : array_like, optional
        scale parameter (default=1)
    size : int or tuple of ints, optional
        shape of random variates (default computed from input arguments )
    moments : string, optional
        composed of letters ['mvsk'] specifying which moments to compute where
        'm' = mean, 'v' = variance, 's' = (Fisher's) skew and
        'k' = (Fisher's) kurtosis. (default='mv')
    n : int
        order of moment to calculate in method moments


    **Methods that can be overwritten by subclasses**
    ::

      _rvs
      _pdf
      _cdf
      _sf
      _ppf
      _isf
      _stats
      _munp
      _entropy
      _argcheck

    There are additional (internal and private) generic methods that can
    be useful for cross-checking and for debugging, but might work in all
    cases when directly called.


    Notes
    -----

    **Frozen Distribution**

    Alternatively, the object may be called (as a function) to fix the shape,
    location, and scale parameters returning a "frozen" continuous RV object:

    rv = generic(<shape(s)>, loc=0, scale=1)
        frozen RV object with the same methods but holding the given shape,
        location, and scale fixed

    **Subclassing**

    New random variables can be defined by subclassing rv_continuous class
    and re-defining at least the

    _pdf or the _cdf method (normalized to location 0 and scale 1)
    which will be given clean arguments (in between a and b) and
    passing the argument check method

    If postive argument checking is not correct for your RV
    then you will also need to re-define ::

      _argcheck

    Correct, but potentially slow defaults exist for the remaining
    methods but for speed and/or accuracy you can over-ride ::

      _logpdf, _cdf, _logcdf, _ppf, _rvs, _isf, _sf, _logsf

    Rarely would you override _isf, _sf, and _logsf but you could.

    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=<str>
       where <str> 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

    OR

    You can override

    _munp
      takes n and shape parameters and returns
      the nth non-central moment of the distribution.


    Examples
    --------
    To create a new Gaussian distribution, we would do the following::

        class gaussian_gen(rv_continuous):
            "Gaussian distribution"
            def _pdf:
                ...
            ...

    """

    def __init__(self, momtype=1, a=None, b=None, xa=-10.0, xb=10.0,
                 xtol=1e-14, badvalue=None, name=None, longname=None,
                 shapes=None, extradoc=None):

        rv_generic.__init__(self)

        if badvalue is None:
            badvalue = nan
        if name is None:
            name = 'Distribution'
        self.badvalue = badvalue
        self.name = name
        self.a = a
        self.b = b
        if a is None:
            self.a = -inf
        if b is None:
            self.b = inf
        self.xa = xa
        self.xb = xb
        self.xtol = xtol
        self._size = 1
        self.m = 0.0
        self.moment_type = momtype

        self.expandarr = 1

        if not hasattr(self,'numargs'):
            #allows more general subclassing with *args
            cdf_signature = inspect.getargspec(self._cdf.im_func)
            numargs1 = len(cdf_signature[0]) - 2
            pdf_signature = inspect.getargspec(self._pdf.im_func)
            numargs2 = len(pdf_signature[0]) - 2
            self.numargs = max(numargs1, numargs2)
        #nin correction
        self.vecfunc = sgf(self._ppf_single_call,otypes='d')
        self.vecfunc.nin = self.numargs + 1
        self.vecentropy = sgf(self._entropy,otypes='d')
        self.vecentropy.nin = self.numargs + 1
        self.veccdf = sgf(self._cdf_single_call,otypes='d')
        self.veccdf.nin = self.numargs + 1
        self.shapes = shapes
        self.extradoc = extradoc
        if momtype == 0:
            self.generic_moment = sgf(self._mom0_sc,otypes='d')
        else:
            self.generic_moment = sgf(self._mom1_sc,otypes='d')
        self.generic_moment.nin = self.numargs+1 # Because of the *args argument
        # of _mom0_sc, vectorize cannot count the number of arguments correctly.

        if longname is None:
            if name[0] in ['aeiouAEIOU']:
                hstr = "An "
            else:
                hstr = "A "
            longname = hstr + name

        # generate docstring for subclass instances
        if self.__doc__ is None:
            self._construct_default_doc(longname=longname, extradoc=extradoc)
        else:
            self._construct_doc()

        ## This only works for old-style classes...
        # self.__class__.__doc__ = self.__doc__

    def _construct_default_doc(self, longname=None, extradoc=None):
        """Construct instance docstring from the default template."""
        if longname is None:
            longname = 'A'
        if extradoc is None:
            extradoc = ''
        if extradoc.startswith('\n\n'):
            extradoc = extradoc[2:]
        self.__doc__ = ''.join(['%s continuous random variable.'%longname,
                                '\n\n%(before_notes)s\n', docheaders['notes'],
                                extradoc, '\n%(example)s'])
        self._construct_doc()

    def _construct_doc(self):
        """Construct the instance docstring with string substitutions."""
        tempdict = docdict.copy()
        tempdict['name'] = self.name or 'distname'
        tempdict['shapes'] = self.shapes or ''

        if self.shapes is None:
            # remove shapes from call parameters if there are none
            for item in ['callparams', 'default', 'before_notes']:
                tempdict[item] = tempdict[item].replace(\
                        "\n%(shapes)s : array_like\n    shape parameters", "")
        for i in range(2):
            if self.shapes is None:
                # necessary because we use %(shapes)s in two forms (w w/o ", ")
                self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
            self.__doc__ = doccer.docformat(self.__doc__, tempdict)

    def _ppf_to_solve(self, x, q,*args):
        return apply(self.cdf, (x, )+args)-q

    def _ppf_single_call(self, q, *args):
        return optimize.brentq(self._ppf_to_solve, self.xa, self.xb, args=(q,)+args, xtol=self.xtol)

    # moment from definition
    def _mom_integ0(self, x,m,*args):
        return x**m * self.pdf(x,*args)
    def _mom0_sc(self, m,*args):
        return integrate.quad(self._mom_integ0, self.a,
                                    self.b, args=(m,)+args)[0]
    # moment calculated using ppf
    def _mom_integ1(self, q,m,*args):
        return (self.ppf(q,*args))**m
    def _mom1_sc(self, m,*args):
        return integrate.quad(self._mom_integ1, 0, 1,args=(m,)+args)[0]

    ## These are the methods you must define (standard form functions)
    def _argcheck(self, *args):
        # Default check for correct values on args and keywords.
        # Returns condition array of 1's where arguments are correct and
        #  0's where they are not.
        cond = 1
        for arg in args:
            cond = logical_and(cond,(arr(arg) > 0))
        return cond

    def _pdf(self,x,*args):
        return derivative(self._cdf,x,dx=1e-5,args=args,order=5)

    ## Could also define any of these
    def _logpdf(self, x, *args):
        return log(self._pdf(x, *args))

    ##(return 1-d using self._size to get number)
    def _rvs(self, *args):
        ## Use basic inverse cdf algorithm for RV generation as default.
        U = mtrand.sample(self._size)
        Y = self._ppf(U,*args)
        return Y

    def _cdf_single_call(self, x, *args):
        return integrate.quad(self._pdf, self.a, x, args=args)[0]

    def _cdf(self, x, *args):
        return self.veccdf(x,*args)

    def _logcdf(self, x, *args):
        return log(self._cdf(x, *args))

    def _sf(self, x, *args):
        return 1.0-self._cdf(x,*args)

    def _logsf(self, x, *args):
        return log(self._sf(x, *args))

    def _ppf(self, q, *args):
        return self.vecfunc(q,*args)

    def _isf(self, q, *args):
        return self._ppf(1.0-q,*args) #use correct _ppf for subclasses

    # The actual cacluation functions (no basic checking need be done)
    #  If these are defined, the others won't be looked at.
    #  Otherwise, the other set can be defined.
    def _stats(self,*args, **kwds):
        return None, None, None, None

    #  Central moments
    def _munp(self,n,*args):
        return self.generic_moment(n,*args)

    def pdf(self,x,*args,**kwds):
        """
        Probability density function at x of the given RV.

        Parameters
        ----------
        x : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        pdf : ndarray
            Probability density function evaluated at x

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        x,loc,scale = map(arr,(x,loc,scale))
        args = tuple(map(arr,args))
        x = arr((x-loc)*1.0/scale)
        cond0 = self._argcheck(*args) & (scale > 0)
        cond1 = (scale > 0) & (x >= self.a) & (x <= self.b)
        cond = cond0 & cond1
        output = zeros(shape(cond),'d')
        putmask(output,(1-cond0)*array(cond1,bool),self.badvalue)
        if any(cond):
            goodargs = argsreduce(cond, *((x,)+args+(scale,)))
            scale, goodargs = goodargs[-1], goodargs[:-1]
            place(output,cond,self._pdf(*goodargs) / scale)
        if output.ndim == 0:
            return output[()]
        return output

    def logpdf(self, x, *args, **kwds):
        """
        Log of the probability density function at x of the given RV.

        This uses a more numerically accurate calculation if available.

        Parameters
        ----------
        x : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        logpdf : array_like
            Log of the probability density function evaluated at x

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        x,loc,scale = map(arr,(x,loc,scale))
        args = tuple(map(arr,args))
        x = arr((x-loc)*1.0/scale)
        cond0 = self._argcheck(*args) & (scale > 0)
        cond1 = (scale > 0) & (x >= self.a) & (x <= self.b)
        cond = cond0 & cond1
        output = empty(shape(cond),'d')
        output.fill(NINF)
        putmask(output,(1-cond0)*array(cond1,bool),self.badvalue)
        if any(cond):
            goodargs = argsreduce(cond, *((x,)+args+(scale,)))
            scale, goodargs = goodargs[-1], goodargs[:-1]
            place(output,cond,self._logpdf(*goodargs) - log(scale))
        if output.ndim == 0:
            return output[()]
        return output


    def cdf(self,x,*args,**kwds):
        """
        Cumulative distribution function at x of the given RV.

        Parameters
        ----------
        x : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        cdf : array_like
            Cumulative distribution function evaluated at x

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        x,loc,scale = map(arr,(x,loc,scale))
        args = tuple(map(arr,args))
        x = (x-loc)*1.0/scale
        cond0 = self._argcheck(*args) & (scale > 0)
        cond1 = (scale > 0) & (x > self.a) & (x < self.b)
        cond2 = (x >= self.b) & cond0
        cond = cond0 & cond1
        output = zeros(shape(cond),'d')
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2,1.0)
        if any(cond):  #call only if at least 1 entry
            goodargs = argsreduce(cond, *((x,)+args))
            place(output,cond,self._cdf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def logcdf(self,x,*args,**kwds):
        """
        Log of the cumulative distribution function at x of the given RV.

        Parameters
        ----------
        x : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        logcdf : array_like
            Log of the cumulative distribution function evaluated at x

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        x,loc,scale = map(arr,(x,loc,scale))
        args = tuple(map(arr,args))
        x = (x-loc)*1.0/scale
        cond0 = self._argcheck(*args) & (scale > 0)
        cond1 = (scale > 0) & (x > self.a) & (x < self.b)
        cond2 = (x >= self.b) & cond0
        cond = cond0 & cond1
        output = empty(shape(cond),'d')
        output.fill(NINF)
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2,0.0)
        if any(cond):  #call only if at least 1 entry
            goodargs = argsreduce(cond, *((x,)+args))
            place(output,cond,self._logcdf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def sf(self,x,*args,**kwds):
        """
        Survival function (1-cdf) at x of the given RV.

        Parameters
        ----------
        x : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        sf : array_like
            Survival function evaluated at x

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        x,loc,scale = map(arr,(x,loc,scale))
        args = tuple(map(arr,args))
        x = (x-loc)*1.0/scale
        cond0 = self._argcheck(*args) & (scale > 0)
        cond1 = (scale > 0) & (x > self.a) & (x < self.b)
        cond2 = cond0 & (x <= self.a)
        cond = cond0 & cond1
        output = zeros(shape(cond),'d')
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2,1.0)
        if any(cond):
            goodargs = argsreduce(cond, *((x,)+args))
            place(output,cond,self._sf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def logsf(self,x,*args,**kwds):
        """
        Log of the survival function of the given RV.

        Returns the log of the "survival function," defined as (1 - `cdf`),
        evaluated at `x`.

        Parameters
        ----------
        x : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        logsf : ndarray
            Log of the survival function evaluated at `x`.

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        x,loc,scale = map(arr,(x,loc,scale))
        args = tuple(map(arr,args))
        x = (x-loc)*1.0/scale
        cond0 = self._argcheck(*args) & (scale > 0)
        cond1 = (scale > 0) & (x > self.a) & (x < self.b)
        cond2 = cond0 & (x <= self.a)
        cond = cond0 & cond1
        output = empty(shape(cond),'d')
        output.fill(NINF)
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2,0.0)
        if any(cond):
            goodargs = argsreduce(cond, *((x,)+args))
            place(output,cond,self._logsf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def ppf(self,q,*args,**kwds):
        """
        Percent point function (inverse of cdf) at q of the given RV.

        Parameters
        ----------
        q : array_like
            lower tail probability
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        x : array_like
            quantile corresponding to the lower tail probability q.

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        q,loc,scale = map(arr,(q,loc,scale))
        args = tuple(map(arr,args))
        cond0 = self._argcheck(*args) & (scale > 0) & (loc==loc)
        cond1 = (q > 0) & (q < 1)
        cond2 = (q==1) & cond0
        cond = cond0 & cond1
        output = valarray(shape(cond),value=self.a*scale + loc)
        place(output,(1-cond0)+(1-cond1)*(q!=0.0), self.badvalue)
        place(output,cond2,self.b*scale + loc)
        if any(cond):  #call only if at least 1 entry
            goodargs = argsreduce(cond, *((q,)+args+(scale,loc)))
            scale, loc, goodargs = goodargs[-2], goodargs[-1], goodargs[:-2]
            place(output,cond,self._ppf(*goodargs)*scale + loc)
        if output.ndim == 0:
            return output[()]
        return output

    def isf(self,q,*args,**kwds):
        """
        Inverse survival function at q of the given RV.

        Parameters
        ----------
        q : array_like
            upper tail probability
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        Returns
        -------
        x : array_like
            quantile corresponding to the upper tail probability q.

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        q,loc,scale = map(arr,(q,loc,scale))
        args = tuple(map(arr,args))
        cond0 = self._argcheck(*args) & (scale > 0) & (loc==loc)
        cond1 = (q > 0) & (q < 1)
        cond2 = (q==1) & cond0
        cond = cond0 & cond1
        output = valarray(shape(cond),value=self.b)
        #place(output,(1-cond0)*(cond1==cond1), self.badvalue)
        place(output,(1-cond0)*(cond1==cond1)+(1-cond1)*(q!=0.0), self.badvalue)
        place(output,cond2,self.a)
        if any(cond):  #call only if at least 1 entry
            goodargs = argsreduce(cond, *((q,)+args+(scale,loc)))  #PB replace 1-q by q
            scale, loc, goodargs = goodargs[-2], goodargs[-1], goodargs[:-2]
            place(output,cond,self._isf(*goodargs)*scale + loc) #PB use _isf instead of _ppf
        if output.ndim == 0:
            return output[()]
        return output

    def stats(self,*args,**kwds):
        """
        Some statistics of the given RV

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        moments : string, optional
            composed of letters ['mvsk'] defining which moments to compute:
            'm' = mean,
            'v' = variance,
            's' = (Fisher's) skew,
            'k' = (Fisher's) kurtosis.
            (default='mv')

        Returns
        -------
        stats : sequence
            of requested moments.

        """
        loc,scale,moments=map(kwds.get,['loc','scale','moments'])

        N = len(args)
        if N > self.numargs:
            if N == self.numargs + 1 and loc is None:
                # loc is given without keyword
                loc = args[-1]
            if N == self.numargs + 2 and scale is None:
                # loc and scale given without keyword
                loc, scale = args[-2:]
            if N == self.numargs + 3 and moments is None:
                # loc, scale, and moments
                loc, scale, moments = args[-3:]
            args = args[:self.numargs]
        if scale is None: scale = 1.0
        if loc is None: loc = 0.0
        if moments is None: moments = 'mv'

        loc,scale = map(arr,(loc,scale))
        args = tuple(map(arr,args))
        cond = self._argcheck(*args) & (scale > 0) & (loc==loc)

        signature = inspect.getargspec(self._stats.im_func)
        if (signature[2] is not None) or ('moments' in signature[0]):
            mu, mu2, g1, g2 = self._stats(*args,**{'moments':moments})
        else:
            mu, mu2, g1, g2 = self._stats(*args)
        if g1 is None:
            mu3 = None
        else:
            mu3 = g1*np.power(mu2,1.5) #(mu2**1.5) breaks down for nan and inf
        default = valarray(shape(cond), self.badvalue)
        output = []

        # Use only entries that are valid in calculation
        if any(cond):
            goodargs = argsreduce(cond, *(args+(scale,loc)))
            scale, loc, goodargs = goodargs[-2], goodargs[-1], goodargs[:-2]
            if 'm' in moments:
                if mu is None:
                    mu = self._munp(1.0,*goodargs)
                out0 = default.copy()
                place(out0,cond,mu*scale+loc)
                output.append(out0)

            if 'v' in moments:
                if mu2 is None:
                    mu2p = self._munp(2.0,*goodargs)
                    if mu is None:
                        mu = self._munp(1.0,*goodargs)
                    mu2 = mu2p - mu*mu
                if np.isinf(mu):
                    #if mean is inf then var is also inf
                    mu2 = np.inf
                out0 = default.copy()
                place(out0,cond,mu2*scale*scale)
                output.append(out0)

            if 's' in moments:
                if g1 is None:
                    mu3p = self._munp(3.0,*goodargs)
                    if mu is None:
                        mu = self._munp(1.0,*goodargs)
                    if mu2 is None:
                        mu2p = self._munp(2.0,*goodargs)
                        mu2 = mu2p - mu*mu
                    mu3 = mu3p - 3*mu*mu2 - mu**3
                    g1 = mu3 / mu2**1.5
                out0 = default.copy()
                place(out0,cond,g1)
                output.append(out0)

            if 'k' in moments:
                if g2 is None:
                    mu4p = self._munp(4.0,*goodargs)
                    if mu is None:
                        mu = self._munp(1.0,*goodargs)
                    if mu2 is None:
                        mu2p = self._munp(2.0,*goodargs)
                        mu2 = mu2p - mu*mu
                    if mu3 is None:
                        mu3p = self._munp(3.0,*goodargs)
                        mu3 = mu3p - 3*mu*mu2 - mu**3
                    mu4 = mu4p - 4*mu*mu3 - 6*mu*mu*mu2 - mu**4
                    g2 = mu4 / mu2**2.0 - 3.0
                out0 = default.copy()
                place(out0,cond,g2)
                output.append(out0)
        else: #no valid args
            output = []
            for _ in moments:
                out0 = default.copy()
                output.append(out0)

        if len(output) == 1:
            return output[0]
        else:
            return tuple(output)

    def moment(self, n, *args, **kwds):
        """
        n'th order non-central moment of distribution

        Parameters
        ----------
        n: int, n>=1
            Order of moment.
        arg1, arg2, arg3,... : float
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information).
        kwds : keyword arguments, optional
            These can include "loc" and "scale", as well as other keyword
            arguments relevant for a given distribution.

        """
        loc = kwds.get('loc', 0)
        scale = kwds.get('scale', 1)
        if not (self._argcheck(*args) and (scale > 0)):
            return nan
        if (floor(n) != n):
            raise ValueError("Moment must be an integer.")
        if (n < 0): raise ValueError("Moment must be positive.")
        mu, mu2, g1, g2 = None, None, None, None
        if (n > 0) and (n < 5):
            signature = inspect.getargspec(self._stats.im_func)
            if (signature[2] is not None) or ('moments' in signature[0]):
                mdict = {'moments':{1:'m',2:'v',3:'vs',4:'vk'}[n]}
            else:
                mdict = {}
            mu, mu2, g1, g2 = self._stats(*args,**mdict)
        val = _moment_from_stats(n, mu, mu2, g1, g2, self._munp, args)

        # Convert to transformed  X = L + S*Y
        # so E[X^n] = E[(L+S*Y)^n] = L^n sum(comb(n,k)*(S/L)^k E[Y^k],k=0...n)
        if loc == 0:
            return scale**n * val
        else:
            result = 0
            fac = float(scale) / float(loc)
            for k in range(n):
                valk = _moment_from_stats(k, mu, mu2, g1, g2, self._munp, args)
                result += comb(n,k,exact=True)*(fac**k) * valk
            result += fac**n * val
            return result * loc**n

    def _nnlf(self, x, *args):
        return -sum(self._logpdf(x, *args),axis=0)

    def nnlf(self, theta, x):
        # - sum (log pdf(x, theta),axis=0)
        #   where theta are the parameters (including loc and scale)
        #
        try:
            loc = theta[-2]
            scale = theta[-1]
            args = tuple(theta[:-2])
        except IndexError:
            raise ValueError("Not enough input arguments.")
        if not self._argcheck(*args) or scale <= 0:
            return inf
        x = arr((x-loc) / scale)
        cond0 = (x <= self.a) | (x >= self.b)
        if (any(cond0)):
            return inf
        else:
            N = len(x)
            return self._nnlf(x, *args) + N*log(scale)

    # return starting point for fit (shape arguments + loc + scale)
    def _fitstart(self, data, args=None):
        if args is None:
            args = (1.0,)*self.numargs
        return args + self.fit_loc_scale(data, *args)

    # Return the (possibly reduced) function to optimize in order to find MLE
    #  estimates for the .fit method
    def _reduce_func(self, args, kwds):
        args = list(args)
        Nargs = len(args)
        fixedn = []
        index = range(Nargs)
        names = ['f%d' % n for n in range(Nargs - 2)] + ['floc', 'fscale']
        x0 = args[:]
        for n, key in zip(index, names):
            if kwds.has_key(key):
                fixedn.append(n)
                args[n] = kwds[key]
                del x0[n]

        if len(fixedn) == 0:
            func = self.nnlf
            restore = None
        else:
            if len(fixedn) == len(index):
                raise ValueError("All parameters fixed. There is nothing to optimize.")
            def restore(args, theta):
                # Replace with theta for all numbers not in fixedn
                # This allows the non-fixed values to vary, but
                #  we still call self.nnlf with all parameters.
                i = 0
                for n in range(Nargs):
                    if n not in fixedn:
                        args[n] = theta[i]
                        i += 1
                return args

            def func(theta, x):
                newtheta = restore(args[:], theta)
                return self.nnlf(newtheta, x)

        return x0, func, restore, args


    def fit(self, data, *args, **kwds):
        """
        Return MLEs for shape, location, and scale parameters from data.

        MLE stands for Maximum Likelihood Estimate.  Starting estimates for
        the fit are given by input arguments; for any arguments not provided
        with starting estimates, ``self._fitstart(data)`` is called to generate
        such.

        One can hold some parameters fixed to specific values by passing in
        keyword arguments ``f0``, ``f1``, ..., ``fn`` (for shape parameters)
        and ``floc`` and ``fscale`` (for location and scale parameters,
        respectively).

        Parameters
        ----------
        data : array_like
            Data to use in calculating the MLEs
        args : floats, optional
            Starting value(s) for any shape-characterizing arguments (those not
            provided will be determined by a call to ``_fitstart(data)``).
            No default value.
        kwds : floats, optional
            Starting values for the location and scale parameters; no default.
            Special keyword arguments are recognized as holding certain
            parameters fixed:

            f0...fn : hold respective shape parameters fixed.

            floc : hold location parameter fixed to specified value.

            fscale : hold scale parameter fixed to specified value.

            optimizer : The optimizer to use.  The optimizer must take func,
                        and starting position as the first two arguments,
                        plus args (for extra arguments to pass to the
                        function to be optimized) and disp=0 to suppress
                        output as keyword arguments.

        Returns
        -------
        shape, loc, scale : tuple of floats
            MLEs for any shape statistics, followed by those for location and
            scale.

        """
        Narg = len(args)
        if Narg > self.numargs:
            raise ValueError("Too many input arguments.")
        start = [None]*2
        if (Narg < self.numargs) or not (kwds.has_key('loc') and
                                         kwds.has_key('scale')):
            start = self._fitstart(data)  # get distribution specific starting locations
            args += start[Narg:-2]
        loc = kwds.get('loc', start[-2])
        scale = kwds.get('scale', start[-1])
        args += (loc, scale)
        x0, func, restore, args = self._reduce_func(args, kwds)

        optimizer = kwds.get('optimizer', optimize.fmin)
        # convert string to function in scipy.optimize
        if not callable(optimizer) and isinstance(optimizer, (str, unicode)):
            if not optimizer.startswith('fmin_'):
                optimizer = "fmin_"+optimizer
            if optimizer == 'fmin_':
                optimizer = 'fmin'
            try:
                optimizer = getattr(optimize, optimizer)
            except AttributeError:
                raise ValueError("%s is not a valid optimizer" % optimizer)
        vals = optimizer(func,x0,args=(ravel(data),),disp=0)
        if restore is not None:
            vals = restore(args, vals)
        vals = tuple(vals)
        return vals

    def fit_loc_scale(self, data, *args):
        """
        Estimate loc and scale parameters from data using 1st and 2nd moments
        """
        mu, mu2 = self.stats(*args,**{'moments':'mv'})
        muhat = arr(data).mean()
        mu2hat = arr(data).var()
        Shat = sqrt(mu2hat / mu2)
        Lhat = muhat - Shat*mu
        return Lhat, Shat

    @np.deprecate
    def est_loc_scale(self, data, *args):
        """This function is deprecated, use self.fit_loc_scale(data) instead. """
        return self.fit_loc_scale(data, *args)

    def freeze(self,*args,**kwds):
        return rv_frozen(self,*args,**kwds)

    def __call__(self, *args, **kwds):
        return self.freeze(*args, **kwds)

    def _entropy(self, *args):
        def integ(x):
            val = self._pdf(x, *args)
            return val*log(val)

        entr = -integrate.quad(integ,self.a,self.b)[0]
        if not np.isnan(entr):
            return entr
        else:  # try with different limits if integration problems
            low,upp = self.ppf([0.001,0.999],*args)
            if np.isinf(self.b):
                upper = upp
            else:
                upper = self.b
            if np.isinf(self.a):
                lower = low
            else:
                lower = self.a
            return -integrate.quad(integ,lower,upper)[0]


    def entropy(self, *args, **kwds):
        """
        Differential entropy of the RV.


        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale : array_like, optional
            scale parameter (default=1)

        """
        loc,scale=map(kwds.get,['loc','scale'])
        args, loc, scale = self._fix_loc_scale(args, loc, scale)
        args = tuple(map(arr,args))
        cond0 = self._argcheck(*args) & (scale > 0) & (loc==loc)
        output = zeros(shape(cond0),'d')
        place(output,(1-cond0),self.badvalue)
        goodargs = argsreduce(cond0, *args)
        #I don't know when or why vecentropy got broken when numargs == 0
        if self.numargs == 0:
            place(output,cond0,self._entropy()+log(scale))
        else:
            place(output,cond0,self.vecentropy(*goodargs)+log(scale))
        return output

    def expect(self, func=None, args=(), loc=0, scale=1, lb=None, ub=None,
               conditional=False, **kwds):
        """calculate expected value of a function with respect to the distribution

        location and scale only tested on a few examples

        Parameters
        ----------
        all parameters are keyword parameters
        func : function (default: identity mapping)
           Function for which integral is calculated. Takes only one argument.
        args : tuple
           argument (parameters) of the distribution
        lb, ub : numbers
           lower and upper bound for integration, default is set to the support
           of the distribution
        conditional : boolean (False)
           If true then the integral is corrected by the conditional probability
           of the integration interval. The return value is the expectation
           of the function, conditional on being in the given interval.

        Additional keyword arguments are passed to the integration routine.


        Returns
        -------
        expected value : float

        Notes
        -----
        This function has not been checked for it's behavior when the integral is
        not finite. The integration behavior is inherited from integrate.quad.
        """
        lockwds = {'loc': loc,
                   'scale':scale}
        if func is None:
            def fun(x, *args):
                return x*self.pdf(x, *args, **lockwds)
        else:
            def fun(x, *args):
                return func(x)*self.pdf(x, *args, **lockwds)
        if lb is None:
            lb = loc + self.a * scale
        if ub is None:
            ub = loc + self.b * scale
        if conditional:
            invfac = (self.sf(lb, *args, **lockwds)
                      - self.sf(ub, *args, **lockwds))
        else:
            invfac = 1.0
        kwds['args'] = args
        return integrate.quad(fun, lb, ub, **kwds)[0] / invfac


_EULER = 0.577215664901532860606512090082402431042  # -special.psi(1)
_ZETA3 = 1.202056903159594285399738161511449990765  # special.zeta(3,1)  Apery's constant

## Kolmogorov-Smirnov one-sided and two-sided test statistics

class ksone_gen(rv_continuous):
    """General Kolmogorov-Smirnov one-sided test.

    %(default)s

    """
    def _cdf(self,x,n):
        return 1.0-special.smirnov(n,x)
    def _ppf(self,q,n):
        return special.smirnovi(n,1.0-q)
ksone = ksone_gen(a=0.0, name='ksone', shapes="n")

class kstwobign_gen(rv_continuous):
    """Kolmogorov-Smirnov two-sided test for large N.

    %(default)s

    """
    def _cdf(self,x):
        return 1.0-special.kolmogorov(x)
    def _sf(self,x):
        return special.kolmogorov(x)
    def _ppf(self,q):
        return special.kolmogi(1.0-q)
kstwobign = kstwobign_gen(a=0.0, name='kstwobign')


## Normal distribution

# loc = mu, scale = std
# Keep these implementations out of the class definition so they can be reused
# by other distributions.
_norm_pdf_C = math.sqrt(2*pi)
_norm_pdf_logC = math.log(_norm_pdf_C)
def _norm_pdf(x):
    return exp(-x**2/2.0) / _norm_pdf_C
def _norm_logpdf(x):
    return -x**2 / 2.0 - _norm_pdf_logC
def _norm_cdf(x):
    return special.ndtr(x)
def _norm_logcdf(x):
    return log(special.ndtr(x))
def _norm_ppf(q):
    return special.ndtri(q)
class norm_gen(rv_continuous):
    """A normal continuous random variable.

    The location (loc) keyword specifies the mean.
    The scale (scale) keyword specifies the standard deviation.

    %(before_notes)s

    Notes
    -----
    The probability density function for `norm` is::

        norm.pdf(x) = exp(-x**2/2)/sqrt(2*pi)

    %(example)s

    """
    def _rvs(self):
        return mtrand.standard_normal(self._size)
    def _pdf(self,x):
        return _norm_pdf(x)
    def _logpdf(self, x):
        return _norm_logpdf(x)
    def _cdf(self,x):
        return _norm_cdf(x)
    def _logcdf(self, x):
        return _norm_logcdf(x)
    def _sf(self, x):
        return _norm_cdf(-x)
    def _logsf(self, x):
        return _norm_logcdf(-x)
    def _ppf(self,q):
        return _norm_ppf(q)
    def _isf(self,q):
        return -_norm_ppf(q)
    def _stats(self):
        return 0.0, 1.0, 0.0, 0.0
    def _entropy(self):
        return 0.5*(log(2*pi)+1)
norm = norm_gen(name='norm')


## Alpha distribution
##
class alpha_gen(rv_continuous):
    """An alpha continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `alpha` is::

        alpha.pdf(x,a) = 1/(x**2*Phi(a)*sqrt(2*pi)) * exp(-1/2 * (a-1/x)**2),

    where ``Phi(alpha)`` is the normal CDF, ``x > 0``, and ``a > 0``.

    %(example)s

    """
    def _pdf(self, x, a):
        return 1.0/(x**2)/special.ndtr(a)*_norm_pdf(a-1.0/x)
    def _logpdf(self, x, a):
        return -2*log(x) + _norm_logpdf(a-1.0/x) - log(special.ndtr(a))
    def _cdf(self, x, a):
        return special.ndtr(a-1.0/x) / special.ndtr(a)
    def _ppf(self, q, a):
        return 1.0/arr(a-special.ndtri(q*special.ndtr(a)))
    def _stats(self, a):
        return [inf]*2 + [nan]*2
alpha = alpha_gen(a=0.0, name='alpha', shapes='a')


## Anglit distribution
##
class anglit_gen(rv_continuous):
    """An anglit continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `anglit` is::

        anglit.pdf(x) = sin(2*x + pi/2) = cos(2*x),

    for ``-pi/4 <= x <= pi/4``.

    %(example)s

    """
    def _pdf(self, x):
        return cos(2*x)
    def _cdf(self, x):
        return sin(x+pi/4)**2.0
    def _ppf(self, q):
        return (arcsin(sqrt(q))-pi/4)
    def _stats(self):
        return 0.0, pi*pi/16-0.5, 0.0, -2*(pi**4 - 96)/(pi*pi-8)**2
    def _entropy(self):
        return 1-log(2)
anglit = anglit_gen(a=-pi/4, b=pi/4, name='anglit')


## Arcsine distribution
##
class arcsine_gen(rv_continuous):
    """An arcsine continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `arcsine` is::

        arcsine.pdf(x) = 1/(pi*sqrt(x*(1-x)))
        for 0 < x < 1.

    %(example)s

    """
    def _pdf(self, x):
        return 1.0/pi/sqrt(x*(1-x))
    def _cdf(self, x):
        return 2.0/pi*arcsin(sqrt(x))
    def _ppf(self, q):
        return sin(pi/2.0*q)**2.0
    def _stats(self):
        #mup = 0.5, 3.0/8.0, 15.0/48.0, 35.0/128.0
        mu = 0.5
        mu2 = 1.0/8
        g1 = 0
        g2 = -3.0/2.0
        return mu, mu2, g1, g2
    def _entropy(self):
        return -0.24156447527049044468
arcsine = arcsine_gen(a=0.0, b=1.0, name='arcsine')


## Beta distribution
##
class beta_gen(rv_continuous):
    """A beta continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `beta` is::

        beta.pdf(x, a, b) = gamma(a+b)/(gamma(a)*gamma(b)) * x**(a-1) *
        (1-x)**(b-1),

    for ``0 < x < 1``, ``a > 0``, ``b > 0``.

    %(example)s

    """
    def _rvs(self, a, b):
        return mtrand.beta(a,b,self._size)
    def _pdf(self, x, a, b):
        Px = (1.0-x)**(b-1.0) * x**(a-1.0)
        Px /= special.beta(a,b)
        return Px
    def _logpdf(self, x, a, b):
        lPx = (b-1.0)*log(1.0-x) + (a-1.0)*log(x)
        lPx -= log(special.beta(a,b))
        return lPx
    def _cdf(self, x, a, b):
        return special.btdtr(a,b,x)
    def _ppf(self, q, a, b):
        return special.btdtri(a,b,q)
    def _stats(self, a, b):
        mn = a *1.0 / (a + b)
        var = (a*b*1.0)/(a+b+1.0)/(a+b)**2.0
        g1 = 2.0*(b-a)*sqrt((1.0+a+b)/(a*b)) / (2+a+b)
        g2 = 6.0*(a**3 + a**2*(1-2*b) + b**2*(1+b) - 2*a*b*(2+b))
        g2 /= a*b*(a+b+2)*(a+b+3)
        return mn, var, g1, g2
    def _fitstart(self, data):
        g1 = _skew(data)
        g2 = _kurtosis(data)
        def func(x):
            a, b = x
            sk = 2*(b-a)*sqrt(a + b + 1) / (a + b + 2) / sqrt(a*b)
            ku = a**3 - a**2*(2*b-1) + b**2*(b+1) - 2*a*b*(b+2)
            ku /= a*b*(a+b+2)*(a+b+3)
            ku *= 6
            return [sk-g1, ku-g2]
        a, b = optimize.fsolve(func, (1.0, 1.0))
        return super(beta_gen, self)._fitstart(data, args=(a,b))
    def fit(self, data, *args, **kwds):
        floc = kwds.get('floc', None)
        fscale = kwds.get('fscale', None)
        if floc is not None and fscale is not None:
            # special case
            data = (ravel(data)-floc)/fscale
            xbar = data.mean()
            v = data.var(ddof=0)
            fac = xbar*(1-xbar)/v - 1
            a = xbar * fac
            b = (1-xbar) * fac
            return a, b, floc, fscale
        else: # do general fit
            return super(beta_gen, self).fit(data, *args, **kwds)
beta = beta_gen(a=0.0, b=1.0, name='beta', shapes='a, b')


## Beta Prime
class betaprime_gen(rv_continuous):
    """A beta prima continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `betaprime` is::

        betaprime.pdf(x, a, b) =
            gamma(a+b) / (gamma(a)*gamma(b)) * x**(a-1) * (1-x)**(-a-b)

    for ``x > 0``, ``a > 0``, ``b > 0``.

    %(example)s

    """
    def _rvs(self, a, b):
        u1 = gamma.rvs(a,size=self._size)
        u2 = gamma.rvs(b,size=self._size)
        return (u1 / u2)
    def _pdf(self, x, a, b):
        return 1.0/special.beta(a,b)*x**(a-1.0)/(1+x)**(a+b)
    def _logpdf(self, x, a, b):
        return (a-1.0)*log(x) - (a+b)*log(1+x) - log(special.beta(a,b))
    def _cdf_skip(self, x, a, b):
        # remove for now: special.hyp2f1 is incorrect for large a
        x = where(x==1.0, 1.0-1e-6,x)
        return pow(x,a)*special.hyp2f1(a+b,a,1+a,-x)/a/special.beta(a,b)
    def _munp(self, n, a, b):
        if (n == 1.0):
            return where(b > 1, a/(b-1.0), inf)
        elif (n == 2.0):
            return where(b > 2, a*(a+1.0)/((b-2.0)*(b-1.0)), inf)
        elif (n == 3.0):
            return where(b > 3, a*(a+1.0)*(a+2.0)/((b-3.0)*(b-2.0)*(b-1.0)),
                         inf)
        elif (n == 4.0):
            return where(b > 4,
                         a*(a+1.0)*(a+2.0)*(a+3.0)/((b-4.0)*(b-3.0) \
                                                    *(b-2.0)*(b-1.0)), inf)
        else:
            raise NotImplementedError
betaprime = betaprime_gen(a=0.0, b=500.0, name='betaprime', shapes='a, b')


## Bradford
##

class bradford_gen(rv_continuous):
    """A Bradford continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `bradford` is::

        bradford.pdf(x, c) = c / (k * (1+c*x)),

    for ``0 < x < 1``, ``c > 0`` and ``k = log(1+c)``.

    %(example)s

    """
    def _pdf(self, x, c):
        return  c / (c*x + 1.0) / log(1.0+c)
    def _cdf(self, x, c):
        return log(1.0+c*x) / log(c+1.0)
    def _ppf(self, q, c):
        return ((1.0+c)**q-1)/c
    def _stats(self, c, moments='mv'):
        k = log(1.0+c)
        mu = (c-k)/(c*k)
        mu2 = ((c+2.0)*k-2.0*c)/(2*c*k*k)
        g1 = None
        g2 = None
        if 's' in moments:
            g1 = sqrt(2)*(12*c*c-9*c*k*(c+2)+2*k*k*(c*(c+3)+3))
            g1 /= sqrt(c*(c*(k-2)+2*k))*(3*c*(k-2)+6*k)
        if 'k' in moments:
            g2 = c**3*(k-3)*(k*(3*k-16)+24)+12*k*c*c*(k-4)*(k-3) \
                 + 6*c*k*k*(3*k-14) + 12*k**3
            g2 /= 3*c*(c*(k-2)+2*k)**2
        return mu, mu2, g1, g2
    def _entropy(self, c):
        k = log(1+c)
        return k/2.0 - log(c/k)
bradford = bradford_gen(a=0.0, b=1.0, name='bradford', shapes='c')


## Burr

# burr with d=1 is called the fisk distribution
class burr_gen(rv_continuous):
    """A Burr continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `burr` is::

        burr.pdf(x, c, d) = c * d * x**(-c-1) * (1+x**(-c))**(-d-1)

    for ``x > 0``.

    %(example)s

    """
    def _pdf(self, x, c, d):
        return c*d*(x**(-c-1.0))*((1+x**(-c*1.0))**(-d-1.0))
    def _cdf(self, x, c, d):
        return (1+x**(-c*1.0))**(-d**1.0)
    def _ppf(self, q, c, d):
        return (q**(-1.0/d)-1)**(-1.0/c)
    def _stats(self, c, d, moments='mv'):
        g2c, g2cd = gam(1-2.0/c), gam(2.0/c+d)
        g1c, g1cd = gam(1-1.0/c), gam(1.0/c+d)
        gd = gam(d)
        k = gd*g2c*g2cd - g1c**2 * g1cd**2
        mu = g1c*g1cd / gd
        mu2 = k / gd**2.0
        g1, g2 = None, None
        g3c, g3cd = None, None
        if 's' in moments:
            g3c, g3cd = gam(1-3.0/c), gam(3.0/c+d)
            g1 = 2*g1c**3 * g1cd**3 + gd*gd*g3c*g3cd - 3*gd*g2c*g1c*g1cd*g2cd
            g1 /= sqrt(k**3)
        if 'k' in moments:
            if g3c is None:
                g3c = gam(1-3.0/c)
            if g3cd is None:
                g3cd = gam(3.0/c+d)
            g4c, g4cd = gam(1-4.0/c), gam(4.0/c+d)
            g2 = 6*gd*g2c*g2cd * g1c**2 * g1cd**2 + gd**3 * g4c*g4cd
            g2 -= 3*g1c**4 * g1cd**4 -4*gd**2*g3c*g1c*g1cd*g3cd
        return mu, mu2, g1, g2
burr = burr_gen(a=0.0, name='burr', shapes="c, d")

# Fisk distribution
# burr is a generalization

class fisk_gen(burr_gen):
    """A Fisk continuous random variable.

    The Fisk distribution is also known as the log-logistic distribution, and
    equals the Burr distribution with ``d=1``.

    %(before_notes)s

    See Also
    --------
    burr

    %(example)s

    """
    def _pdf(self, x, c):
        return burr_gen._pdf(self, x, c, 1.0)
    def _cdf(self, x, c):
        return burr_gen._cdf(self, x, c, 1.0)
    def _ppf(self, x, c):
        return burr_gen._ppf(self, x, c, 1.0)
    def _stats(self, c):
        return burr_gen._stats(self, c, 1.0)
    def _entropy(self, c):
        return 2 - log(c)
fisk = fisk_gen(a=0.0, name='fisk', shapes='c')

## Cauchy

# median = loc

class cauchy_gen(rv_continuous):
    """A Cauchy continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `cauchy` is::

        cauchy.pdf(x) = 1 / (pi * (1 + x**2))

    %(example)s

    """
    def _pdf(self, x):
        return 1.0/pi/(1.0+x*x)
    def _cdf(self, x):
        return 0.5 + 1.0/pi*arctan(x)
    def _ppf(self, q):
        return tan(pi*q-pi/2.0)
    def _sf(self, x):
        return 0.5 - 1.0/pi*arctan(x)
    def _isf(self, q):
        return tan(pi/2.0-pi*q)
    def _stats(self):
        return inf, inf, nan, nan
    def _entropy(self):
        return log(4*pi)
    def _fitstart(data, args=None):
       return (0, 1)
cauchy = cauchy_gen(name='cauchy')


## Chi
##   (positive square-root of chi-square)
##   chi(1, loc, scale) = halfnormal
##   chi(2, 0, scale) = Rayleigh
##   chi(3, 0, scale) = MaxWell

class chi_gen(rv_continuous):
    """A chi continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `chi` is::

        chi.pdf(x,df) = x**(df-1) * exp(-x**2/2) / (2**(df/2-1) * gamma(df/2))

    for ``x > 0``.

    %(example)s

    """
    def _rvs(self, df):
        return sqrt(chi2.rvs(df,size=self._size))
    def _pdf(self, x, df):
        return x**(df-1.)*exp(-x*x*0.5)/(2.0)**(df*0.5-1)/gam(df*0.5)
    def _cdf(self, x, df):
        return special.gammainc(df*0.5,0.5*x*x)
    def _ppf(self, q, df):
        return sqrt(2*special.gammaincinv(df*0.5,q))
    def _stats(self, df):
        mu = sqrt(2)*special.gamma(df/2.0+0.5)/special.gamma(df/2.0)
        mu2 = df - mu*mu
        g1 = (2*mu**3.0 + mu*(1-2*df))/arr(mu2**1.5)
        g2 = 2*df*(1.0-df)-6*mu**4 + 4*mu**2 * (2*df-1)
        g2 /= arr(mu2**2.0)
        return mu, mu2, g1, g2
chi = chi_gen(a=0.0, name='chi', shapes='df')


## Chi-squared (gamma-distributed with loc=0 and scale=2 and shape=df/2)
class chi2_gen(rv_continuous):
    """A chi-squared continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `chi2` is::

        chi2.pdf(x,df) = 1 / (2*gamma(df/2)) * (x/2)**(df/2-1) * exp(-x/2)

    %(example)s

    """
    def _rvs(self, df):
        return mtrand.chisquare(df,self._size)
    def _pdf(self, x, df):
        return exp(self._logpdf(x, df))
    def _logpdf(self, x, df):
        #term1 = (df/2.-1)*log(x)
        #term1[(df==2)*(x==0)] = 0
        #avoid 0*log(0)==nan
        return (df/2.-1)*log(x+1e-300) - x/2. - gamln(df/2.) - (log(2)*df)/2.
##        Px = x**(df/2.0-1)*exp(-x/2.0)
##        Px /= special.gamma(df/2.0)* 2**(df/2.0)
##        return log(Px)
    def _cdf(self, x, df):
        return special.chdtr(df, x)
    def _sf(self, x, df):
        return special.chdtrc(df, x)
    def _isf(self, p, df):
        return special.chdtri(df, p)
    def _ppf(self, p, df):
        return self._isf(1.0-p, df)
    def _stats(self, df):
        mu = df
        mu2 = 2*df
        g1 = 2*sqrt(2.0/df)
        g2 = 12.0/df
        return mu, mu2, g1, g2
chi2 = chi2_gen(a=0.0, name='chi2', shapes='df')


## Cosine (Approximation to the Normal)
class cosine_gen(rv_continuous):
    """A cosine continuous random variable.

    %(before_notes)s

    Notes
    -----
    The cosine distribution is an approximation to the normal distribution.
    The probability density function for `cosine` is::

        cosine.pdf(x) = 1/(2*pi) * (1+cos(x))

    for ``-pi <= x <= pi``.

    %(example)s

    """
    def _pdf(self, x):
        return 1.0/2/pi*(1+cos(x))
    def _cdf(self, x):
        return 1.0/2/pi*(pi + x + sin(x))
    def _stats(self):
        return 0.0, pi*pi/3.0-2.0, 0.0, -6.0*(pi**4-90)/(5.0*(pi*pi-6)**2)
    def _entropy(self):
        return log(4*pi)-1.0
cosine = cosine_gen(a=-pi, b=pi, name='cosine')


## Double Gamma distribution
class dgamma_gen(rv_continuous):
    """A double gamma continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `dgamma` is::

        dgamma.pdf(x, a) = 1 / (2*gamma(a)) * abs(x)**(a-1) * exp(-abs(x))

    for ``a > 0``.

    %(example)s

    """
    def _rvs(self, a):
        u = random(size=self._size)
        return (gamma.rvs(a,size=self._size)*where(u>=0.5,1,-1))
    def _pdf(self, x, a):
        ax = abs(x)
        return 1.0/(2*special.gamma(a))*ax**(a-1.0) * exp(-ax)
    def _logpdf(self, x, a):
        ax = abs(x)
        return (a-1.0)*log(ax) - ax - log(2) - gamln(a)
    def _cdf(self, x, a):
        fac = 0.5*special.gammainc(a,abs(x))
        return where(x>0,0.5+fac,0.5-fac)
    def _sf(self, x, a):
        fac = 0.5*special.gammainc(a,abs(x))
        #return where(x>0,0.5-0.5*fac,0.5+0.5*fac)
        return where(x>0,0.5-fac,0.5+fac)
    def _ppf(self, q, a):
        fac = special.gammainccinv(a,1-abs(2*q-1))
        return where(q>0.5, fac, -fac)
    def _stats(self, a):
        mu2 = a*(a+1.0)
        return 0.0, mu2, 0.0, (a+2.0)*(a+3.0)/mu2-3.0
dgamma = dgamma_gen(name='dgamma', shapes='a')


## Double Weibull distribution
##
class dweibull_gen(rv_continuous):
    """A double Weibull continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `dweibull` is::

        dweibull.pdf(x, c) = c / 2 * abs(x)**(c-1) * exp(-abs(x)**c)

    %(example)s

    """
    def _rvs(self, c):
        u = random(size=self._size)
        return weibull_min.rvs(c, size=self._size)*(where(u>=0.5,1,-1))
    def _pdf(self, x, c):
        ax = abs(x)
        Px = c/2.0*ax**(c-1.0)*exp(-ax**c)
        return Px
    def _logpdf(self, x, c):
        ax = abs(x)
        return log(c) - log(2.0) + (c-1.0)*log(ax) - ax**c
    def _cdf(self, x, c):
        Cx1 = 0.5*exp(-abs(x)**c)
        return where(x > 0, 1-Cx1, Cx1)
    def _ppf_skip(self, q, c):
        fac = where(q<=0.5,2*q,2*q-1)
        fac = pow(arr(log(1.0/fac)),1.0/c)
        return where(q>0.5,fac,-fac)
    def _stats(self, c):
        var = gam(1+2.0/c)
        return 0.0, var, 0.0, gam(1+4.0/c)/var
dweibull = dweibull_gen(name='dweibull', shapes='c')


## ERLANG
##
## Special case of the Gamma distribution with shape parameter an integer.
##
class erlang_gen(rv_continuous):
    """An Erlang continuous random variable.

    %(before_notes)s

    Notes
    -----
    The Erlang distribution is a special case of the Gamma distribution, with
    the shape parameter an integer.

    %(example)s

    """
    def _rvs(self, n):
        return gamma.rvs(n,size=self._size)
    def _arg_check(self, n):
        return (n > 0) & (floor(n)==n)
    def _pdf(self, x, n):
        Px = (x)**(n-1.0)*exp(-x)/special.gamma(n)
        return Px
    def _logpdf(self, x, n):
        return (n-1.0)*log(x) - x - gamln(n)
    def _cdf(self, x, n):
        return special.gdtr(1.0,n,x)
    def _sf(self, x, n):
        return special.gdtrc(1.0,n,x)
    def _ppf(self, q, n):
        return special.gdtrix(1.0, n, q)
    def _stats(self, n):
        n = n*1.0
        return n, n, 2/sqrt(n), 6/n
    def _entropy(self, n):
        return special.psi(n)*(1-n) + 1 + gamln(n)
erlang = erlang_gen(a=0.0, name='erlang', shapes='n')


## Exponential (gamma distributed with a=1.0, loc=loc and scale=scale)
## scale == 1.0 / lambda

class expon_gen(rv_continuous):
    """An exponential continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `expon` is::

        expon.pdf(x) = exp(-x)

    for ``x >= 0``.

    The scale parameter is equal to ``scale = 1.0 / lambda``.

    %(example)s

    """
    def _rvs(self):
        return mtrand.standard_exponential(self._size)
    def _pdf(self, x):
        return exp(-x)
    def _logpdf(self, x):
        return -x
    def _cdf(self, x):
        return -expm1(-x)
    def _ppf(self, q):
        return -log1p(-q)
    def _sf(self,x):
        return exp(-x)
    def _logsf(self, x):
        return -x
    def _isf(self,q):
        return -log(q)
    def _stats(self):
        return 1.0, 1.0, 2.0, 6.0
    def _entropy(self):
        return 1.0
expon = expon_gen(a=0.0, name='expon')


## Exponentiated Weibull
class exponweib_gen(rv_continuous):
    """An exponentiated Weibull continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `exponweib` is::

        exponweib.pdf(x, a, c) =
            a * c * (1-exp(-x**c))**(a-1) * exp(-x**c)*x**(c-1)

    for ``x > 0``, ``a > 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, a, c):
        exc = exp(-x**c)
        return a*c*(1-exc)**arr(a-1) * exc * x**(c-1)
    def _logpdf(self, x, a, c):
        exc = exp(-x**c)
        return log(a) + log(c) + (a-1.)*log(1-exc) - x**c + (c-1.0)*log(x)
    def _cdf(self, x, a, c):
        exm1c = -expm1(-x**c)
        return arr((exm1c)**a)
    def _ppf(self, q, a, c):
        return (-log1p(-q**(1.0/a)))**arr(1.0/c)
exponweib = exponweib_gen(a=0.0, name='exponweib', shapes="a, c")


## Exponential Power

class exponpow_gen(rv_continuous):
    """An exponential power continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `exponpow` is::

        exponpow.pdf(x, b) = b * x**(b-1) * exp(1+x**b - exp(x**b))

    for ``x >= 0``, ``b > 0``.

    %(example)s

    """
    def _pdf(self, x, b):
        xbm1 = arr(x**(b-1.0))
        xb = xbm1 * x
        return exp(1)*b*xbm1 * exp(xb - exp(xb))
    def _logpdf(self, x, b):
        xb = x**(b-1.0)*x
        return 1 + log(b) + (b-1.0)*log(x) + xb - exp(xb)
    def _cdf(self, x, b):
        xb = arr(x**b)
        return -expm1(-expm1(xb))
    def _sf(self, x, b):
        xb = arr(x**b)
        return exp(-expm1(xb))
    def _isf(self, x, b):
        return (log1p(-log(x)))**(1./b)
    def _ppf(self, q, b):
        return pow(log1p(-log1p(-q)), 1.0/b)
exponpow = exponpow_gen(a=0.0, name='exponpow', shapes='b')


## Fatigue-Life (Birnbaum-Sanders)
class fatiguelife_gen(rv_continuous):
    """A fatigue-life (Birnbaum-Sanders) continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `fatiguelife` is::

        fatiguelife.pdf(x,c) =
            (x+1) / (2*c*sqrt(2*pi*x**3)) * exp(-(x-1)**2/(2*x*c**2))

    for ``x > 0``.

    %(example)s

    """
    def _rvs(self, c):
        z = norm.rvs(size=self._size)
        x = 0.5*c*z
        x2 = x*x
        t = 1.0 + 2*x2 + 2*x*sqrt(1 + x2)
        return t
    def _pdf(self, x, c):
        return (x+1)/arr(2*c*sqrt(2*pi*x**3))*exp(-(x-1)**2/arr((2.0*x*c**2)))
    def _logpdf(self, x, c):
        return log(x+1) - (x-1)**2 / (2.0*x*c**2) - log(2*c) - 0.5*(log(2*pi) + 3*log(x))
    def _cdf(self, x, c):
        return special.ndtr(1.0/c*(sqrt(x)-1.0/arr(sqrt(x))))
    def _ppf(self, q, c):
        tmp = c*special.ndtri(q)
        return 0.25*(tmp + sqrt(tmp**2 + 4))**2
    def _stats(self, c):
        c2 = c*c
        mu = c2 / 2.0 + 1
        den = 5*c2 + 4
        mu2 = c2*den /4.0
        g1 = 4*c*sqrt(11*c2+6.0)/den**1.5
        g2 = 6*c2*(93*c2+41.0) / den**2.0
        return mu, mu2, g1, g2
fatiguelife = fatiguelife_gen(a=0.0, name='fatiguelife', shapes='c')


## Folded Cauchy

class foldcauchy_gen(rv_continuous):
    """A folded Cauchy continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `foldcauchy` is::

        foldcauchy.pdf(x, c) = 1/(pi*(1+(x-c)**2)) + 1/(pi*(1+(x+c)**2))

    for ``x >= 0``.

    %(example)s

    """
    def _rvs(self, c):
        return abs(cauchy.rvs(loc=c,size=self._size))
    def _pdf(self, x, c):
        return 1.0/pi*(1.0/(1+(x-c)**2) + 1.0/(1+(x+c)**2))
    def _cdf(self, x, c):
        return 1.0/pi*(arctan(x-c) + arctan(x+c))
    def _stats(self, c):
        return inf, inf, nan, nan
# setting xb=1000 allows to calculate ppf for up to q=0.9993
foldcauchy = foldcauchy_gen(a=0.0, name='foldcauchy', xb=1000, shapes='c')


## F

class f_gen(rv_continuous):
    """An F continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `f` is::

                             df2**(df2/2) * df1**(df1/2) * x**(df1/2-1)
        F.pdf(x, df1, df2) = --------------------------------------------
                             (df2+df1*x)**((df1+df2)/2) * B(df1/2, df2/2)

    for ``x > 0``.

    %(example)s

    """
    def _rvs(self, dfn, dfd):
        return mtrand.f(dfn, dfd, self._size)
    def _pdf(self, x, dfn, dfd):
#        n = arr(1.0*dfn)
#        m = arr(1.0*dfd)
#        Px = m**(m/2) * n**(n/2) * x**(n/2-1)
#        Px /= (m+n*x)**((n+m)/2)*special.beta(n/2,m/2)
        return exp(self._logpdf(x, dfn, dfd))
    def _logpdf(self, x, dfn, dfd):
        n = 1.0*dfn
        m = 1.0*dfd
        lPx = m/2*log(m) + n/2*log(n) + (n/2-1)*log(x)
        lPx -= ((n+m)/2)*log(m+n*x) + special.betaln(n/2,m/2)
        return lPx
    def _cdf(self, x, dfn, dfd):
        return special.fdtr(dfn, dfd, x)
    def _sf(self, x, dfn, dfd):
        return special.fdtrc(dfn, dfd, x)
    def _ppf(self, q, dfn, dfd):
        return special.fdtri(dfn, dfd, q)
    def _stats(self, dfn, dfd):
        v2 = arr(dfd*1.0)
        v1 = arr(dfn*1.0)
        mu = where (v2 > 2, v2 / arr(v2 - 2), inf)
        mu2 = 2*v2*v2*(v2+v1-2)/(v1*(v2-2)**2 * (v2-4))
        mu2 = where(v2 > 4, mu2, inf)
        g1 = 2*(v2+2*v1-2)/(v2-6)*sqrt((2*v2-4)/(v1*(v2+v1-2)))
        g1 = where(v2 > 6, g1, nan)
        g2 = 3/(2*v2-16)*(8+g1*g1*(v2-6))
        g2 = where(v2 > 8, g2, nan)
        return mu, mu2, g1, g2
f = f_gen(a=0.0, name='f', shapes="dfn, dfd")


## Folded Normal
##   abs(Z) where (Z is normal with mu=L and std=S so that c=abs(L)/S)
##
##  note: regress docs have scale parameter correct, but first parameter
##    he gives is a shape parameter A = c * scale

##  Half-normal is folded normal with shape-parameter c=0.

class foldnorm_gen(rv_continuous):
    """A folded normal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `foldnorm` is::

        foldnormal.pdf(x, c) = sqrt(2/pi) * cosh(c*x) * exp(-(x**2+c**2)/2)

    for ``c >= 0``.

    %(example)s

    """
    def _rvs(self, c):
        return abs(norm.rvs(loc=c,size=self._size))
    def _pdf(self, x, c):
        return sqrt(2.0/pi)*cosh(c*x)*exp(-(x*x+c*c)/2.0)
    def _cdf(self, x, c,):
        return special.ndtr(x-c) + special.ndtr(x+c) - 1.0
    def _stats(self, c):
        fac = special.erf(c/sqrt(2))
        mu = sqrt(2.0/pi)*exp(-0.5*c*c)+c*fac
        mu2 = c*c + 1 - mu*mu
        c2 = c*c
        g1 = sqrt(2/pi)*exp(-1.5*c2)*(4-pi*exp(c2)*(2*c2+1.0))
        g1 += 2*c*fac*(6*exp(-c2) + 3*sqrt(2*pi)*c*exp(-c2/2.0)*fac + \
                       pi*c*(fac*fac-1))
        g1 /= pi*mu2**1.5

        g2 = c2*c2+6*c2+3+6*(c2+1)*mu*mu - 3*mu**4
        g2 -= 4*exp(-c2/2.0)*mu*(sqrt(2.0/pi)*(c2+2)+c*(c2+3)*exp(c2/2.0)*fac)
        g2 /= mu2**2.0
        return mu, mu2, g1, g2
foldnorm = foldnorm_gen(a=0.0, name='foldnorm', shapes='c')


## Extreme Value Type II or Frechet
## (defined in Regress+ documentation as Extreme LB) as
##   a limiting value distribution.
##
class frechet_r_gen(rv_continuous):
    """A Frechet right (or Weibull minimum) continuous random variable.

    %(before_notes)s

    See Also
    --------
    weibull_min : The same distribution as `frechet_r`.
    frechet_l, weibull_max

    Notes
    -----
    The probability density function for `frechet_r` is::

        frechet_r.pdf(x, c) = c * x**(c-1) * exp(-x**c)

    for ``x > 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        return c*pow(x,c-1)*exp(-pow(x,c))
    def _logpdf(self, x, c):
        return log(c) + (c-1)*log(x) - pow(x,c)
    def _cdf(self, x, c):
        return -expm1(-pow(x,c))
    def _ppf(self, q, c):
        return pow(-log1p(-q),1.0/c)
    def _munp(self, n, c):
        return special.gamma(1.0+n*1.0/c)
    def _entropy(self, c):
        return -_EULER / c - log(c) + _EULER + 1
frechet_r = frechet_r_gen(a=0.0, name='frechet_r', shapes='c')
weibull_min = frechet_r_gen(a=0.0, name='weibull_min', shapes='c')



class frechet_l_gen(rv_continuous):
    """A Frechet left (or Weibull maximum) continuous random variable.

    %(before_notes)s

    See Also
    --------
    weibull_max : The same distribution as `frechet_l`.
    frechet_r, weibull_min

    Notes
    -----
    The probability density function for `frechet_l` is::

        frechet_l.pdf(x, c) = c * (-x)**(c-1) * exp(-(-x)**c)

    for ``x < 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        return c*pow(-x,c-1)*exp(-pow(-x,c))
    def _cdf(self, x, c):
        return exp(-pow(-x,c))
    def _ppf(self, q, c):
        return -pow(-log(q),1.0/c)
    def _munp(self, n, c):
        val = special.gamma(1.0+n*1.0/c)
        if (int(n) % 2):
            sgn = -1
        else:
            sgn = 1
        return sgn * val
    def _entropy(self, c):
        return -_EULER / c - log(c) + _EULER + 1
frechet_l = frechet_l_gen(b=0.0, name='frechet_l', shapes='c')
weibull_max = frechet_l_gen(b=0.0, name='weibull_max', shapes='c')


## Generalized Logistic
##
class genlogistic_gen(rv_continuous):
    """A generalized logistic continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `genlogistic` is::

        genlogistic.pdf(x, c) = c * exp(-x) / (1 + exp(-x))**(c+1)

    for ``x > 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        Px = c*exp(-x)/(1+exp(-x))**(c+1.0)
        return Px
    def _logpdf(self, x, c):
        return log(c) - x - (c+1.0)*log1p(exp(-x))
    def _cdf(self, x, c):
        Cx = (1+exp(-x))**(-c)
        return Cx
    def _ppf(self, q, c):
        vals = -log(pow(q,-1.0/c)-1)
        return vals
    def _stats(self, c):
        zeta = special.zeta
        mu = _EULER + special.psi(c)
        mu2 = pi*pi/6.0 + zeta(2,c)
        g1 = -2*zeta(3,c) + 2*_ZETA3
        g1 /= mu2**1.5
        g2 = pi**4/15.0 + 6*zeta(4,c)
        g2 /= mu2**2.0
        return mu, mu2, g1, g2
genlogistic = genlogistic_gen(name='genlogistic', shapes='c')


## Generalized Pareto
class genpareto_gen(rv_continuous):
    """A generalized Pareto continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `genpareto` is::

        genpareto.pdf(x, c) = (1 + c * x)**(-1 - 1/c)

    for ``c != 0``, and for ``x >= 0`` for all c,
    and ``x < 1/abs(c)`` for ``c < 0``.

    %(example)s

    """
    def _argcheck(self, c):
        c = arr(c)
        self.b = where(c < 0, 1.0/abs(c), inf)
        return where(c==0, 0, 1)
    def _pdf(self, x, c):
        Px = pow(1+c*x,arr(-1.0-1.0/c))
        return Px
    def _logpdf(self, x, c):
        return (-1.0-1.0/c) * np.log1p(c*x)
    def _cdf(self, x, c):
        return 1.0 - pow(1+c*x,arr(-1.0/c))
    def _ppf(self, q, c):
        vals = 1.0/c * (pow(1-q, -c)-1)
        return vals
    def _munp(self, n, c):
        k = arange(0,n+1)
        val = (-1.0/c)**n * sum(comb(n,k)*(-1)**k / (1.0-c*k),axis=0)
        return where(c*n < 1, val, inf)
    def _entropy(self, c):
        if (c > 0):
            return 1+c
        else:
            self.b = -1.0 / c
            return rv_continuous._entropy(self, c)

genpareto = genpareto_gen(a=0.0, name='genpareto', shapes='c')


## Generalized Exponential

class genexpon_gen(rv_continuous):
    """A generalized exponential continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `genexpon` is::

        genexpon.pdf(x, a, b, c) = (a + b * (1 - exp(-c*x))) * \
                                   exp(-a*x - b*x + b/c * (1-exp(-c*x)))

    for ``x >= 0``, ``a,b,c > 0``.

    References
    ----------
    "An Extension of Marshall and Olkin's Bivariate Exponential Distribution",
    H.K. Ryu, Journal of the American Statistical Association, 1993.

    "The Exponential Distribution: Theory, Methods and Applications",
    N. Balakrishnan, Asit P. Basu.

    %(example)s

    """
    def _pdf(self, x, a, b, c):
        return (a+b*(-expm1(-c*x)))*exp((-a-b)*x+b*(-expm1(-c*x))/c)
    def _cdf(self, x, a, b, c):
        return -expm1((-a-b)*x + b*(-expm1(-c*x))/c)
    def _logpdf(self, x, a, b, c):
        return np.log(a+b*(-expm1(-c*x))) + (-a-b)*x+b*(-expm1(-c*x))/c
genexpon = genexpon_gen(a=0.0, name='genexpon', shapes='a, b, c')


## Generalized Extreme Value
##  c=0 is just gumbel distribution.
##  This version does now accept c==0
##  Use gumbel_r for c==0

# new version by Per Brodtkorb, see ticket:767
# also works for c==0, special case is gumbel_r
# increased precision for small c

class genextreme_gen(rv_continuous):
    """A generalized extreme value continuous random variable.

    %(before_notes)s

    See Also
    --------
    gumbel_r

    Notes
    -----
    For ``c=0``, `genextreme` is equal to `gumbel_r`.
    The probability density function for `genextreme` is::

        genextreme.pdf(x, c) =
            exp(-exp(-x))*exp(-x),                    for c==0
            exp(-(1-c*x)**(1/c))*(1-c*x)**(1/c-1),    for x <= 1/c, c > 0

    %(example)s

    """
    def _argcheck(self, c):
        min = np.minimum
        max = np.maximum
        sml = floatinfo.machar.xmin
        #self.b = where(c > 0, 1.0 / c,inf)
        #self.a = where(c < 0, 1.0 / c, -inf)
        self.b = where(c > 0, 1.0 / max(c, sml),inf)
        self.a = where(c < 0, 1.0 / min(c,-sml), -inf)
        return where(abs(c)==inf, 0, 1) #True #(c!=0)
    def _pdf(self, x, c):
        ##        ex2 = 1-c*x
        ##        pex2 = pow(ex2,1.0/c)
        ##        p2 = exp(-pex2)*pex2/ex2
        ##        return p2
        cx = c*x

        logex2 = where((c==0)*(x==x),0.0,log1p(-cx))
        logpex2 = where((c==0)*(x==x),-x,logex2/c)
        pex2 = exp(logpex2)
        # % Handle special cases
        logpdf = where((cx==1) | (cx==-inf),-inf,-pex2+logpex2-logex2)
        putmask(logpdf,(c==1) & (x==1),0.0) # logpdf(c==1 & x==1) = 0; % 0^0 situation

        return exp(logpdf)


    def _cdf(self, x, c):
        #return exp(-pow(1-c*x,1.0/c))
        loglogcdf = where((c==0)*(x==x),-x,log1p(-c*x)/c)
        return exp(-exp(loglogcdf))

    def _ppf(self, q, c):
        #return 1.0/c*(1.-(-log(q))**c)
        x = -log(-log(q))
        return where((c==0)*(x==x),x,-expm1(-c*x)/c)
    def _stats(self,c):

        g = lambda n : gam(n*c+1)
        g1 = g(1)
        g2 = g(2)
        g3 = g(3);
        g4 = g(4)
        g2mg12 = where(abs(c)<1e-7,(c*pi)**2.0/6.0,g2-g1**2.0)
        gam2k = where(abs(c)<1e-7,pi**2.0/6.0, expm1(gamln(2.0*c+1.0)-2*gamln(c+1.0))/c**2.0);
        eps = 1e-14
        gamk = where(abs(c)<eps,-_EULER,expm1(gamln(c+1))/c)

        m = where(c<-1.0,nan,-gamk)
        v = where(c<-0.5,nan,g1**2.0*gam2k)

        #% skewness
        sk1 = where(c<-1./3,nan,np.sign(c)*(-g3+(g2+2*g2mg12)*g1)/((g2mg12)**(3./2.)));
        sk = where(abs(c)<=eps**0.29,12*sqrt(6)*_ZETA3/pi**3,sk1)

        #% The kurtosis is:
        ku1 = where(c<-1./4,nan,(g4+(-4*g3+3*(g2+g2mg12)*g1)*g1)/((g2mg12)**2))
        ku = where(abs(c)<=(eps)**0.23,12.0/5.0,ku1-3.0)
        return m,v,sk,ku


    def _munp(self, n, c):
        k = arange(0,n+1)
        vals = 1.0/c**n * sum(comb(n,k) * (-1)**k * special.gamma(c*k + 1),axis=0)
        return where(c*n > -1, vals, inf)
genextreme = genextreme_gen(name='genextreme', shapes='c')


## Gamma (Use MATLAB and MATHEMATICA (b=theta=scale, a=alpha=shape) definition)

## gamma(a, loc, scale)  with a an integer is the Erlang distribution
## gamma(1, loc, scale)  is the Exponential distribution
## gamma(df/2, 0, 2) is the chi2 distribution with df degrees of freedom.

class gamma_gen(rv_continuous):
    """A gamma continuous random variable.

    %(before_notes)s

    See Also
    --------
    erlang, expon

    Notes
    -----
    When ``a`` is an integer, this is the Erlang distribution, and for ``a=1``
    it is the exponential distribution.

    The probability density function for `gamma` is::

        gamma.pdf(x, a) = x**(a-1) * exp(-x) / gamma(a)

    for ``x >= 0``, ``a > 0``.

    %(example)s

    """
    def _rvs(self, a):
        return mtrand.standard_gamma(a, self._size)
    def _pdf(self, x, a):
        return exp(self._logpdf(x, a))
    def _logpdf(self, x, a):
        return (a-1)*log(x) - x - gamln(a)
    def _cdf(self, x, a):
        return special.gammainc(a, x)
    def _ppf(self, q, a):
        return special.gammaincinv(a,q)
    def _stats(self, a):
        return a, a, 2.0/sqrt(a), 6.0/a
    def _entropy(self, a):
        return special.psi(a)*(1-a) + 1 + gamln(a)
    def _fitstart(self, data):
        a = 4 / _skew(data)**2
        return super(gamma_gen, self)._fitstart(data, args=(a,))
    def fit(self, data, *args, **kwds):
        floc = kwds.get('floc', None)
        if floc == 0:
            xbar = ravel(data).mean()
            logx_bar = ravel(log(data)).mean()
            s = log(xbar) - logx_bar
            def func(a):
                return log(a) - special.digamma(a) - s
            aest = (3-s + math.sqrt((s-3)**2 + 24*s)) / (12*s)
            xa = aest*(1-0.4)
            xb = aest*(1+0.4)
            a = optimize.brentq(func, xa, xb, disp=0)
            scale = xbar / a
            return a, floc, scale
        else:
            return super(gamma_gen, self).fit(data, *args, **kwds)
gamma = gamma_gen(a=0.0, name='gamma', shapes='a')


# Generalized Gamma
class gengamma_gen(rv_continuous):
    """A generalized gamma continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `gengamma` is::

        gengamma.pdf(x, a, c) = abs(c) * x**(c*a-1) * exp(-x**c) / gamma(a)

    for ``x > 0``, ``a > 0``, and ``c != 0``.

    %(example)s

    """
    def _argcheck(self, a, c):
        return (a > 0) & (c != 0)
    def _pdf(self, x, a, c):
        return abs(c)* exp((c*a-1)*log(x)-x**c- gamln(a))
    def _cdf(self, x, a, c):
        val = special.gammainc(a,x**c)
        cond = c + 0*val
        return where(cond>0,val,1-val)
    def _ppf(self, q, a, c):
        val1 = special.gammaincinv(a,q)
        val2 = special.gammaincinv(a,1.0-q)
        ic = 1.0/c
        cond = c+0*val1
        return where(cond > 0,val1**ic,val2**ic)
    def _munp(self, n, a, c):
        return special.gamma(a+n*1.0/c) / special.gamma(a)
    def _entropy(self, a,c):
        val = special.psi(a)
        return a*(1-val) + 1.0/c*val + gamln(a)-log(abs(c))
gengamma = gengamma_gen(a=0.0, name='gengamma', shapes="a, c")


##  Generalized Half-Logistic
##

class genhalflogistic_gen(rv_continuous):
    """A generalized half-logistic continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `genhalflogistic` is::

        genhalflogistic.pdf(x, c) = 2 * (1-c*x)**(1/c-1) / (1+(1-c*x)**(1/c))**2

    for ``0 <= x <= 1/c``, and ``c > 0``.

    %(example)s

    """
    def _argcheck(self, c):
        self.b = 1.0 / c
        return (c > 0)
    def _pdf(self, x, c):
        limit = 1.0/c
        tmp = arr(1-c*x)
        tmp0 = tmp**(limit-1)
        tmp2 = tmp0*tmp
        return 2*tmp0 / (1+tmp2)**2
    def _cdf(self, x, c):
        limit = 1.0/c
        tmp = arr(1-c*x)
        tmp2 = tmp**(limit)
        return (1.0-tmp2) / (1+tmp2)
    def _ppf(self, q, c):
        return 1.0/c*(1-((1.0-q)/(1.0+q))**c)
    def _entropy(self,c):
        return 2 - (2*c+1)*log(2)
genhalflogistic = genhalflogistic_gen(a=0.0, name='genhalflogistic',
                                      shapes='c')


## Gompertz (Truncated Gumbel)
##  Defined for x>=0

class gompertz_gen(rv_continuous):
    """A Gompertz (or truncated Gumbel) continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `gompertz` is::

        gompertz.pdf(x, c) = c * exp(x) * exp(-c*(exp(x)-1))

    for ``x >= 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        ex = exp(x)
        return c*ex*exp(-c*(ex-1))
    def _cdf(self, x, c):
        return 1.0-exp(-c*(exp(x)-1))
    def _ppf(self, q, c):
        return log(1-1.0/c*log(1-q))
    def _entropy(self, c):
        return 1.0 - log(c) - exp(c)*special.expn(1,c)
gompertz = gompertz_gen(a=0.0, name='gompertz', shapes='c')


## Gumbel, Log-Weibull, Fisher-Tippett, Gompertz
## The left-skewed gumbel distribution.
## and right-skewed are available as gumbel_l  and gumbel_r

class gumbel_r_gen(rv_continuous):
    """A right-skewed Gumbel continuous random variable.

    %(before_notes)s

    See Also
    --------
    gumbel_l, gompertz, genextreme

    Notes
    -----
    The probability density function for `gumbel_r` is::

        gumbel_r.pdf(x) = exp(-(x + exp(-x)))

    The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett
    distribution.  It is also related to the extreme value distribution,
    log-Weibull and Gompertz distributions.

    %(example)s

    """
    def _pdf(self, x):
        ex = exp(-x)
        return ex*exp(-ex)
    def _logpdf(self, x):
        return -x - exp(-x)
    def _cdf(self, x):
        return exp(-exp(-x))
    def _logcdf(self, x):
        return -exp(-x)
    def _ppf(self, q):
        return -log(-log(q))
    def _stats(self):
        return _EULER, pi*pi/6.0, \
               12*sqrt(6)/pi**3 * _ZETA3, 12.0/5
    def _entropy(self):
        return 1.0608407169541684911
gumbel_r = gumbel_r_gen(name='gumbel_r')


class gumbel_l_gen(rv_continuous):
    """A left-skewed Gumbel continuous random variable.

    %(before_notes)s

    See Also
    --------
    gumbel_r, gompertz, genextreme

    Notes
    -----
    The probability density function for `gumbel_l` is::

        gumbel_l.pdf(x) = exp(x - exp(x))

    The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett
    distribution.  It is also related to the extreme value distribution,
    log-Weibull and Gompertz distributions.

    %(example)s

    """
    def _pdf(self, x):
        ex = exp(x)
        return ex*exp(-ex)
    def _logpdf(self, x):
        return x - exp(x)
    def _cdf(self, x):
        return 1.0-exp(-exp(x))
    def _ppf(self, q):
        return log(-log(1-q))
    def _stats(self):
        return -_EULER, pi*pi/6.0, \
               -12*sqrt(6)/pi**3 * _ZETA3, 12.0/5
    def _entropy(self):
        return 1.0608407169541684911
gumbel_l = gumbel_l_gen(name='gumbel_l')


# Half-Cauchy

class halfcauchy_gen(rv_continuous):
    """A Half-Cauchy continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `halfcauchy` is::

        halfcauchy.pdf(x) = 2 / (pi * (1 + x**2))

    for ``x >= 0``.

    %(example)s

    """
    def _pdf(self, x):
        return 2.0/pi/(1.0+x*x)
    def _logpdf(self, x):
        return np.log(2.0/pi) - np.log1p(x*x)
    def _cdf(self, x):
        return 2.0/pi*arctan(x)
    def _ppf(self, q):
        return tan(pi/2*q)
    def _stats(self):
        return inf, inf, nan, nan
    def _entropy(self):
        return log(2*pi)
halfcauchy = halfcauchy_gen(a=0.0, name='halfcauchy')


## Half-Logistic
##

class halflogistic_gen(rv_continuous):
    """A half-logistic continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `halflogistic` is::

        halflogistic.pdf(x) = 2 * exp(-x) / (1+exp(-x))**2 = 1/2 * sech(x/2)**2

    for ``x >= 0``.

    %(example)s

    """
    def _pdf(self, x):
        return 0.5/(cosh(x/2.0))**2.0
    def _cdf(self, x):
        return tanh(x/2.0)
    def _ppf(self, q):
        return 2*arctanh(q)
    def _munp(self, n):
        if n==1: return 2*log(2)
        if n==2: return pi*pi/3.0
        if n==3: return 9*_ZETA3
        if n==4: return 7*pi**4 / 15.0
        return 2*(1-pow(2.0,1-n))*special.gamma(n+1)*special.zeta(n,1)
    def _entropy(self):
        return 2-log(2)
halflogistic = halflogistic_gen(a=0.0, name='halflogistic')


## Half-normal = chi(1, loc, scale)

class halfnorm_gen(rv_continuous):
    """A half-normal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `halfnorm` is::

        halfnorm.pdf(x) = sqrt(2/pi) * exp(-x**2/2)

    for ``x > 0``.

    %(example)s

    """
    def _rvs(self):
        return abs(norm.rvs(size=self._size))
    def _pdf(self, x):
        return sqrt(2.0/pi)*exp(-x*x/2.0)
    def _logpdf(self, x):
        return 0.5 * np.log(2.0/pi) - x*x/2.0
    def _cdf(self, x):
        return special.ndtr(x)*2-1.0
    def _ppf(self, q):
        return special.ndtri((1+q)/2.0)
    def _stats(self):
        return sqrt(2.0/pi), 1-2.0/pi, sqrt(2)*(4-pi)/(pi-2)**1.5, \
               8*(pi-3)/(pi-2)**2
    def _entropy(self):
        return 0.5*log(pi/2.0)+0.5
halfnorm = halfnorm_gen(a=0.0, name='halfnorm')


## Hyperbolic Secant

class hypsecant_gen(rv_continuous):
    """A hyperbolic secant continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `hypsecant` is::

        hypsecant.pdf(x) = 1/pi * sech(x)

    %(example)s

    """
    def _pdf(self, x):
        return 1.0/(pi*cosh(x))
    def _cdf(self, x):
        return 2.0/pi*arctan(exp(x))
    def _ppf(self, q):
        return log(tan(pi*q/2.0))
    def _stats(self):
        return 0, pi*pi/4, 0, 2
    def _entropy(self):
        return log(2*pi)
hypsecant = hypsecant_gen(name='hypsecant')


## Gauss Hypergeometric

class gausshyper_gen(rv_continuous):
    """A Gauss hypergeometric continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `gausshyper` is::

        gausshyper.pdf(x, a, b, c, z) =
            C * x**(a-1) * (1-x)**(b-1) * (1+z*x)**(-c)

    for ``0 <= x <= 1``, ``a > 0``, ``b > 0``, and
    ``C = 1 / (B(a,b) F[2,1](c, a; a+b; -z))``

    %(example)s

    """
    def _argcheck(self, a, b, c, z):
        return (a > 0) & (b > 0) & (c==c) & (z==z)
    def _pdf(self, x, a, b, c, z):
        Cinv = gam(a)*gam(b)/gam(a+b)*special.hyp2f1(c,a,a+b,-z)
        return 1.0/Cinv * x**(a-1.0) * (1.0-x)**(b-1.0) / (1.0+z*x)**c
    def _munp(self, n, a, b, c, z):
        fac = special.beta(n+a,b) / special.beta(a,b)
        num = special.hyp2f1(c,a+n,a+b+n,-z)
        den = special.hyp2f1(c,a,a+b,-z)
        return fac*num / den
gausshyper = gausshyper_gen(a=0.0, b=1.0, name='gausshyper',
                            shapes="a, b, c, z")


##  Inverted Gamma
#     special case of generalized gamma with c=-1
#

class invgamma_gen(rv_continuous):
    """An inverted gamma continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `invgamma` is::

        invgamma.pdf(x, a) = x**(-a-1) / gamma(a) * exp(-1/x)

    for x > 0, a > 0.

    %(example)s

    """
    def _pdf(self, x, a):
        return exp(self._logpdf(x,a))
    def _logpdf(self, x, a):
        return (-(a+1)*log(x)-gamln(a) - 1.0/x)
    def _cdf(self, x, a):
        return 1.0-special.gammainc(a, 1.0/x)
    def _ppf(self, q, a):
        return 1.0/special.gammaincinv(a,1-q)
    def _munp(self, n, a):
        return exp(gamln(a-n) - gamln(a))
    def _entropy(self, a):
        return a - (a+1.0)*special.psi(a) + gamln(a)
invgamma = invgamma_gen(a=0.0, name='invgamma', shapes='a')


## Inverse Gaussian Distribution (used to be called 'invnorm'
# scale is gamma from DATAPLOT and B from Regress

class invgauss_gen(rv_continuous):
    """An inverse Gaussian continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `invgauss` is::

        invgauss.pdf(x, mu) = 1 / sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2))

    for ``x > 0``.

    When `mu` is too small, evaluating the cumulative density function will be
    inaccurate due to ``cdf(mu -> 0) = inf * 0``.
    NaNs are returned for ``mu <= 0.0028``.

    %(example)s

    """
    def _rvs(self, mu):
        return mtrand.wald(mu, 1.0, size=self._size)
    def _pdf(self, x, mu):
        return 1.0/sqrt(2*pi*x**3.0)*exp(-1.0/(2*x)*((x-mu)/mu)**2)
    def _logpdf(self, x, mu):
        return -0.5*log(2*pi) - 1.5*log(x) - ((x-mu)/mu)**2/(2*x)
    def _cdf(self, x, mu):
        fac = sqrt(1.0/x)
        # Numerical accuracy for small `mu` is bad.  See #869.
        C1 = norm.cdf(fac*(x-mu)/mu)
        C1 += exp(1.0/mu) * norm.cdf(-fac*(x+mu)/mu) * exp(1.0/mu)
        return C1
    def _stats(self, mu):
        return mu, mu**3.0, 3*sqrt(mu), 15*mu
invgauss = invgauss_gen(a=0.0, name='invgauss', shapes="mu")


## Inverted Weibull

class invweibull_gen(rv_continuous):
    """An inverted Weibull continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `invweibull` is::

        invweibull.pdf(x, c) = c * x**(-c-1) * exp(-x**(-c))

    for ``x > 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        xc1 = x**(-c-1.0)
        #xc2 = xc1*x
        xc2 = x**(-c)
        xc2 = exp(-xc2)
        return c*xc1*xc2
    def _cdf(self, x, c):
        xc1 = x**(-c)
        return exp(-xc1)
    def _ppf(self, q, c):
        return pow(-log(q),arr(-1.0/c))
    def _entropy(self, c):
        return 1+_EULER + _EULER / c - log(c)
invweibull = invweibull_gen(a=0, name='invweibull', shapes='c')


## Johnson SB

class johnsonsb_gen(rv_continuous):
    """A Johnson SB continuous random variable.

    %(before_notes)s

    See Also
    --------
    johnsonsu

    Notes
    -----
    The probability density function for `johnsonsb` is::

        johnsonsb.pdf(x, a, b) = b / (x*(1-x)) * phi(a + b * log(x/(1-x)))

    for ``0 < x < 1`` and ``a,b > 0``, and ``phi`` is the normal pdf.

    %(example)s

    """
    def _argcheck(self, a, b):
        return (b > 0) & (a==a)
    def _pdf(self, x, a, b):
        trm = norm.pdf(a+b*log(x/(1.0-x)))
        return b*1.0/(x*(1-x))*trm
    def _cdf(self, x, a, b):
        return norm.cdf(a+b*log(x/(1.0-x)))
    def _ppf(self, q, a, b):
        return 1.0/(1+exp(-1.0/b*(norm.ppf(q)-a)))
johnsonsb = johnsonsb_gen(a=0.0, b=1.0, name='johnsonb', shapes="a, b")


## Johnson SU
class johnsonsu_gen(rv_continuous):
    """A Johnson SU continuous random variable.

    %(before_notes)s

    See Also
    --------
    johnsonsb

    Notes
    -----
    The probability density function for `johnsonsu` is::

        johnsonsu.pdf(x, a, b) = b / sqrt(x**2 + 1) *
                                 phi(a + b * log(x + sqrt(x**2 + 1)))

    for all ``x, a, b > 0``, and `phi` is the normal pdf.

    %(example)s

    """
    def _argcheck(self, a, b):
        return (b > 0) & (a==a)
    def _pdf(self, x, a, b):
        x2 = x*x
        trm = norm.pdf(a+b*log(x+sqrt(x2+1)))
        return b*1.0/sqrt(x2+1.0)*trm
    def _cdf(self, x, a, b):
        return norm.cdf(a+b*log(x+sqrt(x*x+1)))
    def _ppf(self, q, a, b):
        return sinh((norm.ppf(q)-a)/b)
johnsonsu = johnsonsu_gen(name='johnsonsu', shapes="a, b")


## Laplace Distribution

class laplace_gen(rv_continuous):
    """A Laplace continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `laplace` is::

        laplace.pdf(x) = 1/2 * exp(-abs(x))

    %(example)s

    """
    def _rvs(self):
        return mtrand.laplace(0, 1, size=self._size)
    def _pdf(self, x):
        return 0.5*exp(-abs(x))
    def _cdf(self, x):
        return where(x > 0, 1.0-0.5*exp(-x), 0.5*exp(x))
    def _ppf(self, q):
        return where(q > 0.5, -log(2*(1-q)), log(2*q))
    def _stats(self):
        return 0, 2, 0, 3
    def _entropy(self):
        return log(2)+1
laplace = laplace_gen(name='laplace')


## Levy Distribution

class levy_gen(rv_continuous):
    """A Levy continuous random variable.

    %(before_notes)s

    See Also
    --------
    levy_stable, levy_l

    Notes
    -----
    The probability density function for `levy` is::

        levy.pdf(x) = 1 / (x * sqrt(2*pi*x)) * exp(-1/(2*x))

    for ``x > 0``.

    This is the same as the Levy-stable distribution with a=1/2 and b=1.

    %(example)s

    """
    def _pdf(self, x):
        return 1/sqrt(2*pi*x)/x*exp(-1/(2*x))
    def _cdf(self, x):
        return 2*(1-norm._cdf(1/sqrt(x)))
    def _ppf(self, q):
        val = norm._ppf(1-q/2.0)
        return 1.0/(val*val)
    def _stats(self):
        return inf, inf, nan, nan
levy = levy_gen(a=0.0,name="levy")


## Left-skewed Levy Distribution

class levy_l_gen(rv_continuous):
    """A left-skewed Levy continuous random variable.

    %(before_notes)s

    See Also
    --------
    levy, levy_stable

    Notes
    -----
    The probability density function for `levy_l` is::

        levy_l.pdf(x) = 1 / (abs(x) * sqrt(2*pi*abs(x))) * exp(-1/(2*abs(x)))

    for ``x < 0``.

    This is the same as the Levy-stable distribution with a=1/2 and b=-1.

    %(example)s

    """
    def _pdf(self, x):
        ax = abs(x)
        return 1/sqrt(2*pi*ax)/ax*exp(-1/(2*ax))
    def _cdf(self, x):
        ax = abs(x)
        return 2*norm._cdf(1/sqrt(ax))-1
    def _ppf(self, q):
        val = norm._ppf((q+1.0)/2)
        return -1.0/(val*val)
    def _stats(self):
        return inf, inf, nan, nan
levy_l = levy_l_gen(b=0.0, name="levy_l")


## Levy-stable Distribution (only random variates)

class levy_stable_gen(rv_continuous):
    """A Levy-stable continuous random variable.

    %(before_notes)s

    See Also
    --------
    levy, levy_l

    Notes
    -----
    Levy-stable distribution (only random variates available -- ignore other
    docs)

    %(example)s

    """
    def _rvs(self, alpha, beta):
        sz = self._size
        TH = uniform.rvs(loc=-pi/2.0,scale=pi,size=sz)
        W = expon.rvs(size=sz)
        if alpha==1:
            return 2/pi*(pi/2+beta*TH)*tan(TH)-beta*log((pi/2*W*cos(TH))/(pi/2+beta*TH))
        # else
        ialpha = 1.0/alpha
        aTH = alpha*TH
        if beta==0:
            return W/(cos(TH)/tan(aTH)+sin(TH))*((cos(aTH)+sin(aTH)*tan(TH))/W)**ialpha
        # else
        val0 = beta*tan(pi*alpha/2)
        th0 = arctan(val0)/alpha
        val3 = W/(cos(TH)/tan(alpha*(th0+TH))+sin(TH))
        res3 = val3*((cos(aTH)+sin(aTH)*tan(TH)-val0*(sin(aTH)-cos(aTH)*tan(TH)))/W)**ialpha
        return res3

    def _argcheck(self, alpha, beta):
        if beta == -1:
            self.b = 0.0
        elif beta == 1:
            self.a = 0.0
        return (alpha > 0) & (alpha <= 2) & (beta <= 1) & (beta >= -1)

    def _pdf(self, x, alpha, beta):
        raise NotImplementedError

levy_stable = levy_stable_gen(name='levy_stable', shapes="alpha, beta")


## Logistic (special case of generalized logistic with c=1)
## Sech-squared

class logistic_gen(rv_continuous):
    """A logistic continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `logistic` is::

        logistic.pdf(x) = exp(-x) / (1+exp(-x))**2

    %(example)s

    """
    def _rvs(self):
        return mtrand.logistic(size=self._size)
    def _pdf(self, x):
        ex = exp(-x)
        return ex / (1+ex)**2.0
    def _cdf(self, x):
        return 1.0/(1+exp(-x))
    def _ppf(self, q):
        return -log(1.0/q-1)
    def _stats(self):
        return 0, pi*pi/3.0, 0, 6.0/5.0
    def _entropy(self):
        return 1.0
logistic = logistic_gen(name='logistic')


## Log Gamma
#
class loggamma_gen(rv_continuous):
    """A log gamma continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `loggamma` is::

        loggamma.pdf(x, c) = exp(c*x-exp(x)) / gamma(c)

    for all ``x, c > 0``.

    %(example)s

    """
    def _rvs(self, c):
        return log(mtrand.gamma(c, size=self._size))
    def _pdf(self, x, c):
        return exp(c*x-exp(x)-gamln(c))
    def _cdf(self, x, c):
        return special.gammainc(c, exp(x))
    def _ppf(self, q, c):
        return log(special.gammaincinv(c,q))
    def _munp(self,n,*args):
        # use generic moment calculation using ppf
        return self._mom0_sc(n,*args)
loggamma = loggamma_gen(name='loggamma', shapes='c')


## Log-Laplace  (Log Double Exponential)
##
class loglaplace_gen(rv_continuous):
    """A log-Laplace continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `loglaplace` is::

    loglaplace.pdf(x, c) = c / 2 * x**(c-1),   for 0 < x < 1
                         = c / 2 * x**(-c-1),  for x >= 1

    for ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        cd2 = c/2.0
        c = where(x < 1, c, -c)
        return cd2*x**(c-1)
    def _cdf(self, x, c):
        return where(x < 1, 0.5*x**c, 1-0.5*x**(-c))
    def _ppf(self, q, c):
        return where(q < 0.5, (2.0*q)**(1.0/c), (2*(1.0-q))**(-1.0/c))
    def _entropy(self, c):
        return log(2.0/c) + 1.0
loglaplace = loglaplace_gen(a=0.0, name='loglaplace', shapes='c')


## Lognormal (Cobb-Douglass)
## std is a shape parameter and is the variance of the underlying
##    distribution.
## the mean of the underlying distribution is log(scale)

class lognorm_gen(rv_continuous):
    """A lognormal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `lognorm` is::

        lognorm.pdf(x, s) = 1 / (s*x*sqrt(2*pi)) * exp(-1/2*(log(x)/s)**2)

    for ``x > 0``, ``s > 0``.

    If log x is normally distributed with mean mu and variance sigma**2,
    then x is log-normally distributed with shape paramter sigma and scale
    parameter exp(mu).

    %(example)s

    """
    def _rvs(self, s):
        return exp(s * norm.rvs(size=self._size))
    def _pdf(self, x, s):
        Px = exp(-log(x)**2 / (2*s**2))
        return Px / (s*x*sqrt(2*pi))
    def _cdf(self, x, s):
        return norm.cdf(log(x)/s)
    def _ppf(self, q, s):
        return exp(s*norm._ppf(q))
    def _stats(self, s):
        p = exp(s*s)
        mu = sqrt(p)
        mu2 = p*(p-1)
        g1 = sqrt((p-1))*(2+p)
        g2 = numpy.polyval([1,2,3,0,-6.0],p)
        return mu, mu2, g1, g2
    def _entropy(self, s):
        return 0.5*(1+log(2*pi)+2*log(s))
lognorm = lognorm_gen(a=0.0, name='lognorm', shapes='s')


# Gibrat's distribution is just lognormal with s=1

class gilbrat_gen(lognorm_gen):
    """A Gilbrat continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `gilbrat` is::

        gilbrat.pdf(x) = 1/(x*sqrt(2*pi)) * exp(-1/2*(log(x))**2)

    %(example)s

    """
    def _rvs(self):
        return lognorm_gen._rvs(self, 1.0)
    def _pdf(self, x):
        return lognorm_gen._pdf(self, x, 1.0)
    def _cdf(self, x):
        return lognorm_gen._cdf(self, x, 1.0)
    def _ppf(self, q):
        return lognorm_gen._ppf(self, q, 1.0)
    def _stats(self):
        return lognorm_gen._stats(self, 1.0)
    def _entropy(self):
        return 0.5*log(2*pi) + 0.5
gilbrat = gilbrat_gen(a=0.0, name='gilbrat')


# MAXWELL

class maxwell_gen(rv_continuous):
    """A Maxwell continuous random variable.

    %(before_notes)s

    Notes
    -----
    A special case of a `chi` distribution,  with ``df = 3``, ``loc = 0.0``,
    and given ``scale = 1.0 / sqrt(a)``, where a is the parameter used in
    the Mathworld description [1]_.

    The probability density function for `maxwell` is::

        maxwell.pdf(x, a) = sqrt(2/pi)x**2 * exp(-x**2/2)

    for ``x > 0``.

    References
    ----------
    .. [1] http://mathworld.wolfram.com/MaxwellDistribution.html

    %(example)s
    """
    def _rvs(self):
        return chi.rvs(3.0,size=self._size)
    def _pdf(self, x):
        return sqrt(2.0/pi)*x*x*exp(-x*x/2.0)
    def _cdf(self, x):
        return special.gammainc(1.5,x*x/2.0)
    def _ppf(self, q):
        return sqrt(2*special.gammaincinv(1.5,q))
    def _stats(self):
        val = 3*pi-8
        return 2*sqrt(2.0/pi), 3-8/pi, sqrt(2)*(32-10*pi)/val**1.5, \
               (-12*pi*pi + 160*pi - 384) / val**2.0
    def _entropy(self):
        return _EULER + 0.5*log(2*pi)-0.5
maxwell = maxwell_gen(a=0.0, name='maxwell')


# Mielke's Beta-Kappa

class mielke_gen(rv_continuous):
    """A Mielke's Beta-Kappa continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `mielke` is::

        mielke.pdf(x, k, s) = k * x**(k-1) / (1+x**s)**(1+k/s)

    for ``x > 0``.

    %(example)s

    """
    def _pdf(self, x, k, s):
        return k*x**(k-1.0) / (1.0+x**s)**(1.0+k*1.0/s)
    def _cdf(self, x, k, s):
        return x**k / (1.0+x**s)**(k*1.0/s)
    def _ppf(self, q, k, s):
        qsk = pow(q,s*1.0/k)
        return pow(qsk/(1.0-qsk),1.0/s)
mielke = mielke_gen(a=0.0, name='mielke', shapes="k, s")


# Nakagami (cf Chi)

class nakagami_gen(rv_continuous):
    """A Nakagami continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `nakagami` is::

        nakagami.pdf(x, nu) = 2 * nu**nu / gamma(nu) *
                              x**(2*nu-1) * exp(-nu*x**2)

    for ``x > 0``, ``nu > 0``.

    %(example)s

    """
    def _pdf(self, x, nu):
        return 2*nu**nu/gam(nu)*(x**(2*nu-1.0))*exp(-nu*x*x)
    def _cdf(self, x, nu):
        return special.gammainc(nu,nu*x*x)
    def _ppf(self, q, nu):
        return sqrt(1.0/nu*special.gammaincinv(nu,q))
    def _stats(self, nu):
        mu = gam(nu+0.5)/gam(nu)/sqrt(nu)
        mu2 = 1.0-mu*mu
        g1 = mu*(1-4*nu*mu2)/2.0/nu/mu2**1.5
        g2 = -6*mu**4*nu + (8*nu-2)*mu**2-2*nu + 1
        g2 /= nu*mu2**2.0
        return mu, mu2, g1, g2
nakagami = nakagami_gen(a=0.0, name="nakagami", shapes='nu')


# Non-central chi-squared
# nc is lambda of definition, df is nu

class ncx2_gen(rv_continuous):
    """A non-central chi-squared continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `ncx2` is::

        ncx2.pdf(x, df, nc) = exp(-(nc+df)/2) * 1/2 * (x/nc)**((df-2)/4)
                              * I[(df-2)/2](sqrt(nc*x))

    for ``x > 0``.

    %(example)s

    """
    def _rvs(self, df, nc):
        return mtrand.noncentral_chisquare(df,nc,self._size)
    def _logpdf(self, x, df, nc):
        a = arr(df/2.0)
        fac = -nc/2.0 - x/2.0 + (a-1)*np.log(x) - a*np.log(2) - special.gammaln(a)
        return fac + np.nan_to_num(np.log(special.hyp0f1(a, nc * x/4.0)))
    def _pdf(self, x, df, nc):
        return np.exp(self._logpdf(x, df, nc))
    def _cdf(self, x, df, nc):
        return special.chndtr(x,df,nc)
    def _ppf(self, q, df, nc):
        return special.chndtrix(q,df,nc)
    def _stats(self, df, nc):
        val = df + 2.0*nc
        return df + nc, 2*val, sqrt(8)*(val+nc)/val**1.5, \
               12.0*(val+2*nc)/val**2.0
ncx2 = ncx2_gen(a=0.0, name='ncx2', shapes="df, nc")


# Non-central F

class ncf_gen(rv_continuous):
    """A non-central F distribution continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `ncf` is::

    ncf.pdf(x, df1, df2, nc) = exp(nc/2 + nc*df1*x/(2*(df1*x+df2)))
                    * df1**(df1/2) * df2**(df2/2) * x**(df1/2-1)
                    * (df2+df1*x)**(-(df1+df2)/2)
                    * gamma(df1/2)*gamma(1+df2/2)
                    * L^{v1/2-1}^{v2/2}(-nc*v1*x/(2*(v1*x+v2)))
                    / (B(v1/2, v2/2) * gamma((v1+v2)/2))

    for ``df1, df2, nc > 0``.

    %(example)s

    """
    def _rvs(self, dfn, dfd, nc):
        return mtrand.noncentral_f(dfn,dfd,nc,self._size)
    def _pdf_skip(self, x, dfn, dfd, nc):
        n1,n2 = dfn, dfd
        term = -nc/2+nc*n1*x/(2*(n2+n1*x)) + gamln(n1/2.)+gamln(1+n2/2.)
        term -= gamln((n1+n2)/2.0)
        Px = exp(term)
        Px *= n1**(n1/2) * n2**(n2/2) * x**(n1/2-1)
        Px *= (n2+n1*x)**(-(n1+n2)/2)
        Px *= special.assoc_laguerre(-nc*n1*x/(2.0*(n2+n1*x)),n2/2,n1/2-1)
        Px /= special.beta(n1/2,n2/2)
         #this function does not have a return
         #   drop it for now, the generic function seems to work ok
    def _cdf(self, x, dfn, dfd, nc):
        return special.ncfdtr(dfn,dfd,nc,x)
    def _ppf(self, q, dfn, dfd, nc):
        return special.ncfdtri(dfn, dfd, nc, q)
    def _munp(self, n, dfn, dfd, nc):
        val = (dfn *1.0/dfd)**n
        term = gamln(n+0.5*dfn) + gamln(0.5*dfd-n) - gamln(dfd*0.5)
        val *= exp(-nc / 2.0+term)
        val *= special.hyp1f1(n+0.5*dfn, 0.5*dfn, 0.5*nc)
        return val
    def _stats(self, dfn, dfd, nc):
        mu = where(dfd <= 2, inf, dfd / (dfd-2.0)*(1+nc*1.0/dfn))
        mu2 = where(dfd <=4, inf, 2*(dfd*1.0/dfn)**2.0 * \
                    ((dfn+nc/2.0)**2.0 + (dfn+nc)*(dfd-2.0)) / \
                    ((dfd-2.0)**2.0 * (dfd-4.0)))
        return mu, mu2, None, None
ncf = ncf_gen(a=0.0, name='ncf', shapes="dfn, dfd, nc")


## Student t distribution

class t_gen(rv_continuous):
    """A Student's T continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `t` is::

                                       gamma((df+1)/2)
        t.pdf(x, df) = ---------------------------------------------------
                       sqrt(pi*df) * gamma(df/2) * (1+x**2/df)**((df+1)/2)

    for ``df > 0``.

    %(example)s

    """
    def _rvs(self, df):
        return mtrand.standard_t(df, size=self._size)
        #Y = f.rvs(df, df, size=self._size)
        #sY = sqrt(Y)
        #return 0.5*sqrt(df)*(sY-1.0/sY)
    def _pdf(self, x, df):
        r = arr(df*1.0)
        Px = exp(gamln((r+1)/2)-gamln(r/2))
        Px /= sqrt(r*pi)*(1+(x**2)/r)**((r+1)/2)
        return Px
    def _logpdf(self, x, df):
        r = df*1.0
        lPx = gamln((r+1)/2)-gamln(r/2)
        lPx -= 0.5*log(r*pi) + (r+1)/2*log(1+(x**2)/r)
        return lPx
    def _cdf(self, x, df):
        return special.stdtr(df, x)
    def _sf(self, x, df):
        return special.stdtr(df, -x)
    def _ppf(self, q, df):
        return special.stdtrit(df, q)
    def _isf(self, q, df):
        return -special.stdtrit(df, q)
    def _stats(self, df):
        mu2 = where(df > 2, df / (df-2.0), inf)
        g1 = where(df > 3, 0.0, nan)
        g2 = where(df > 4, 6.0/(df-4.0), nan)
        return 0, mu2, g1, g2
t = t_gen(name='t', shapes="df")


## Non-central T distribution

class nct_gen(rv_continuous):
    """A non-central Student's T continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `nct` is::

                                            df**(df/2) * gamma(df+1)
        nct.pdf(x, df, nc) = ----------------------------------------------------
                             2**df*exp(nc**2/2) * (df+x**2)**(df/2) * gamma(df/2)

    for ``df > 0``, ``nc > 0``.

    %(example)s

    """
    def _rvs(self, df, nc):
        return norm.rvs(loc=nc,size=self._size)*sqrt(df) / sqrt(chi2.rvs(df,size=self._size))
    def _pdf(self, x, df, nc):
        n = df*1.0
        nc = nc*1.0
        x2 = x*x
        ncx2 = nc*nc*x2
        fac1 = n + x2
        trm1 = n/2.*log(n) + gamln(n+1)
        trm1 -= n*log(2)+nc*nc/2.+(n/2.)*log(fac1)+gamln(n/2.)
        Px = exp(trm1)
        valF = ncx2 / (2*fac1)
        trm1 = sqrt(2)*nc*x*special.hyp1f1(n/2+1,1.5,valF)
        trm1 /= arr(fac1*special.gamma((n+1)/2))
        trm2 = special.hyp1f1((n+1)/2,0.5,valF)
        trm2 /= arr(sqrt(fac1)*special.gamma(n/2+1))
        Px *= trm1+trm2
        return Px
    def _cdf(self, x, df, nc):
        return special.nctdtr(df, nc, x)
    def _ppf(self, q, df, nc):
        return special.nctdtrit(df, nc, q)
    def _stats(self, df, nc, moments='mv'):
        mu, mu2, g1, g2 = None, None, None, None
        val1 = gam((df-1.0)/2.0)
        val2 = gam(df/2.0)
        if 'm' in moments:
            mu = nc*sqrt(df/2.0)*val1/val2
        if 'v' in moments:
            var = (nc*nc+1.0)*df/(df-2.0)
            var -= nc*nc*df* val1**2 / 2.0 / val2**2
            mu2 = var
        if 's' in moments:
            g1n = 2*nc*sqrt(df)*val1*((nc*nc*(2*df-7)-3)*val2**2 \
                                      -nc*nc*(df-2)*(df-3)*val1**2)
            g1d = (df-3)*sqrt(2*df*(nc*nc+1)/(df-2) - \
                              nc*nc*df*(val1/val2)**2) * val2 * \
                              (nc*nc*(df-2)*val1**2 - \
                               2*(nc*nc+1)*val2**2)
            g1 = g1n/g1d
        if 'k' in moments:
            g2n = 2*(-3*nc**4*(df-2)**2 *(df-3) *(df-4)*val1**4 + \
                     2**(6-2*df) * nc*nc*(df-2)*(df-4)* \
                     (nc*nc*(2*df-7)-3)*pi* gam(df+1)**2 - \
                     4*(nc**4*(df-5)-6*nc*nc-3)*(df-3)*val2**4)
            g2d = (df-3)*(df-4)*(nc*nc*(df-2)*val1**2 - \
                                 2*(nc*nc+1)*val2)**2
            g2 = g2n / g2d
        return mu, mu2, g1, g2
nct = nct_gen(name="nct", shapes="df, nc")


# Pareto

class pareto_gen(rv_continuous):
    """A Pareto continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `pareto` is::

        pareto.pdf(x, b) = b / x**(b+1)

    for ``x >= 1``, ``b > 0``.

    %(example)s

    """
    def _pdf(self, x, b):
        return b * x**(-b-1)
    def _cdf(self, x, b):
        return 1 -  x**(-b)
    def _ppf(self, q, b):
        return pow(1-q, -1.0/b)
    def _stats(self, b, moments='mv'):
        mu, mu2, g1, g2 = None, None, None, None
        if 'm' in moments:
            mask = b > 1
            bt = extract(mask,b)
            mu = valarray(shape(b),value=inf)
            place(mu, mask, bt / (bt-1.0))
        if 'v' in moments:
            mask = b > 2
            bt = extract( mask,b)
            mu2 = valarray(shape(b), value=inf)
            place(mu2, mask, bt / (bt-2.0) / (bt-1.0)**2)
        if 's' in moments:
            mask = b > 3
            bt = extract( mask,b)
            g1 = valarray(shape(b), value=nan)
            vals = 2*(bt+1.0)*sqrt(b-2.0)/((b-3.0)*sqrt(b))
            place(g1, mask, vals)
        if 'k' in moments:
            mask = b > 4
            bt = extract( mask,b)
            g2 = valarray(shape(b), value=nan)
            vals = 6.0*polyval([1.0,1.0,-6,-2],bt)/ \
                   polyval([1.0,-7.0,12.0,0.0],bt)
            place(g2, mask, vals)
        return mu, mu2, g1, g2
    def _entropy(self, c):
        return 1 + 1.0/c - log(c)
pareto = pareto_gen(a=1.0, name="pareto", shapes="b")


# LOMAX (Pareto of the second kind.)

class lomax_gen(rv_continuous):
    """A Lomax (Pareto of the second kind) continuous random variable.

    %(before_notes)s

    Notes
    -----
    The Lomax distribution is a special case of the Pareto distribution, with
    (loc=-1.0).

    The probability density function for `lomax` is::

        lomax.pdf(x, c) = c / (1+x)**(c+1)

    for ``x >= 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        return c*1.0/(1.0+x)**(c+1.0)
    def _logpdf(self, x, c):
        return log(c) - (c+1)*log(1+x)
    def _cdf(self, x, c):
        return 1.0-1.0/(1.0+x)**c
    def _sf(self, x, c):
        return 1.0/(1.0+x)**c
    def _logsf(self, x, c):
        return -c*log(1+x)
    def _ppf(self, q, c):
        return pow(1.0-q,-1.0/c)-1
    def _stats(self, c):
        mu, mu2, g1, g2 = pareto.stats(c, loc=-1.0, moments='mvsk')
        return mu, mu2, g1, g2
    def _entropy(self, c):
        return 1+1.0/c-log(c)
lomax = lomax_gen(a=0.0, name="lomax", shapes="c")


## Power-function distribution
##   Special case of beta dist. with d =1.0

class powerlaw_gen(rv_continuous):
    """A power-function continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `powerlaw` is::

        powerlaw.pdf(x, a) = a * x**(a-1)

    for ``0 <= x <= 1``, ``a > 0``.

    %(example)s

    """
    def _pdf(self, x, a):
        return a*x**(a-1.0)
    def _logpdf(self, x, a):
        return log(a) + (a-1)*log(x)
    def _cdf(self, x, a):
        return x**(a*1.0)
    def _logcdf(self, x, a):
        return a*log(x)
    def _ppf(self, q, a):
        return pow(q, 1.0/a)
    def _stats(self, a):
        return a/(a+1.0), a*(a+2.0)/(a+1.0)**2, \
               2*(1.0-a)*sqrt((a+2.0)/(a*(a+3.0))), \
               6*polyval([1,-1,-6,2],a)/(a*(a+3.0)*(a+4))
    def _entropy(self, a):
        return 1 - 1.0/a - log(a)
powerlaw = powerlaw_gen(a=0.0, b=1.0, name="powerlaw", shapes="a")


# Power log normal

class powerlognorm_gen(rv_continuous):
    """A power log-normal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `powerlognorm` is::

        powerlognorm.pdf(x, c, s) = c / (x*s) * phi(log(x)/s) *
                                                (Phi(-log(x)/s))**(c-1),

    where ``phi`` is the normal pdf, and ``Phi`` is the normal cdf,
    and ``x > 0``, ``s, c > 0``.

    %(example)s

    """
    def _pdf(self, x, c, s):
        return c/(x*s)*norm.pdf(log(x)/s)*pow(norm.cdf(-log(x)/s),c*1.0-1.0)

    def _cdf(self, x, c, s):
        return 1.0 - pow(norm.cdf(-log(x)/s),c*1.0)
    def _ppf(self, q, c, s):
        return exp(-s*norm.ppf(pow(1.0-q,1.0/c)))
powerlognorm = powerlognorm_gen(a=0.0, name="powerlognorm", shapes="c, s")


# Power Normal

class powernorm_gen(rv_continuous):
    """A power normal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `powernorm` is::

        powernorm.pdf(x, c) = c * phi(x) * (Phi(-x))**(c-1)

    where ``phi`` is the normal pdf, and ``Phi`` is the normal cdf,
    and ``x > 0``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        return c*_norm_pdf(x)* \
               (_norm_cdf(-x)**(c-1.0))
    def _logpdf(self, x, c):
        return log(c) + _norm_logpdf(x) + (c-1)*_norm_logcdf(-x)
    def _cdf(self, x, c):
        return 1.0-_norm_cdf(-x)**(c*1.0)
    def _ppf(self, q, c):
        return -norm.ppf(pow(1.0-q,1.0/c))
powernorm = powernorm_gen(name='powernorm', shapes="c")


# R-distribution ( a general-purpose distribution with a
#  variety of shapes.

# FIXME: PPF does not work.
class rdist_gen(rv_continuous):
    """An R-distributed continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `rdist` is::

        rdist.pdf(x, c) = (1-x**2)**(c/2-1) / B(1/2, c/2)

    for ``-1 <= x <= 1``, ``c > 0``.

    %(example)s

    """
    def _pdf(self, x, c):
        return np.power((1.0-x*x),c/2.0-1) / special.beta(0.5,c/2.0)
    def _cdf_skip(self, x, c):
        #error inspecial.hyp2f1 for some values see tickets 758, 759
        return 0.5 + x/special.beta(0.5,c/2.0)* \
               special.hyp2f1(0.5,1.0-c/2.0,1.5,x*x)
    def _munp(self, n, c):
        return (1-(n % 2))*special.beta((n+1.0)/2,c/2.0)
rdist = rdist_gen(a=-1.0, b=1.0, name="rdist", shapes="c")


# Rayleigh distribution (this is chi with df=2 and loc=0.0)
# scale is the mode.

class rayleigh_gen(rv_continuous):
    """A Rayleigh continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `rayleigh` is::

        rayleigh.pdf(r) = r * exp(-r**2/2)

    for ``x >= 0``.

    %(example)s

    """
    def _rvs(self):
        return chi.rvs(2,size=self._size)
    def _pdf(self, r):
        return r*exp(-r*r/2.0)
    def _cdf(self, r):
        return 1.0-exp(-r*r/2.0)
    def _ppf(self, q):
        return sqrt(-2*log(1-q))
    def _stats(self):
        val = 4-pi
        return np.sqrt(pi/2), val/2, 2*(pi-3)*sqrt(pi)/val**1.5, \
               6*pi/val-16/val**2
    def _entropy(self):
        return _EULER/2.0 + 1 - 0.5*log(2)
rayleigh = rayleigh_gen(a=0.0, name="rayleigh")


# Reciprocal Distribution
class reciprocal_gen(rv_continuous):
    """A reciprocal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `reciprocal` is::

        reciprocal.pdf(x, a, b) = 1 / (x*log(b/a))

    for ``a <= x <= b``, ``a, b > 0``.

    %(example)s

    """
    def _argcheck(self, a, b):
        self.a = a
        self.b = b
        self.d = log(b*1.0 / a)
        return (a > 0) & (b > 0) & (b > a)
    def _pdf(self, x, a, b):
        # argcheck should be called before _pdf
        return 1.0/(x*self.d)
    def _logpdf(self, x, a, b):
        return -log(x) - log(self.d)
    def _cdf(self, x, a, b):
        return (log(x)-log(a)) / self.d
    def _ppf(self, q, a, b):
        return a*pow(b*1.0/a,q)
    def _munp(self, n, a, b):
        return 1.0/self.d / n * (pow(b*1.0,n) - pow(a*1.0,n))
    def _entropy(self,a,b):
        return 0.5*log(a*b)+log(log(b/a))
reciprocal = reciprocal_gen(name="reciprocal", shapes="a, b")


# Rice distribution

# FIXME: PPF does not work.
class rice_gen(rv_continuous):
    """A Rice continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `rice` is::

        rice.pdf(x, b) = x * exp(-(x**2+b**2)/2) * I[0](x*b)

    for ``x > 0``, ``b > 0``.

    %(example)s

    """
    def _pdf(self, x, b):
        return x*exp(-(x*x+b*b)/2.0)*special.i0(x*b)
    def _logpdf(self, x, b):
        return log(x) - (x*x + b*b)/2.0 + log(special.i0(x*b))
    def _munp(self, n, b):
        nd2 = n/2.0
        n1 = 1+nd2
        b2 = b*b/2.0
        return 2.0**(nd2)*exp(-b2)*special.gamma(n1) * \
               special.hyp1f1(n1,1,b2)
rice = rice_gen(a=0.0, name="rice", shapes="b")


# Reciprocal Inverse Gaussian

# FIXME: PPF does not work.
class recipinvgauss_gen(rv_continuous):
    """A reciprocal inverse Gaussian continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `recipinvgauss` is::

        recipinvgauss.pdf(x, mu) = 1/sqrt(2*pi*x) * exp(-(1-mu*x)**2/(2*x*mu**2))

    for ``x >= 0``.

    %(example)s

    """
    def _rvs(self, mu): #added, taken from invgauss
        return 1.0/mtrand.wald(mu, 1.0, size=self._size)
    def _pdf(self, x, mu):
        return 1.0/sqrt(2*pi*x)*exp(-(1-mu*x)**2.0 / (2*x*mu**2.0))
    def _logpdf(self, x, mu):
        return -(1-mu*x)**2.0 / (2*x*mu**2.0) - 0.5*log(2*pi*x)
    def _cdf(self, x, mu):
        trm1 = 1.0/mu - x
        trm2 = 1.0/mu + x
        isqx = 1.0/sqrt(x)
        return 1.0-_norm_cdf(isqx*trm1)-exp(2.0/mu)*_norm_cdf(-isqx*trm2)
    # xb=50 or something large is necessary for stats to converge without exception
recipinvgauss = recipinvgauss_gen(a=0.0, xb=50, name='recipinvgauss',
                                  shapes="mu")

# Semicircular

class semicircular_gen(rv_continuous):
    """A semicircular continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `semicircular` is::

        semicircular.pdf(x) = 2/pi * sqrt(1-x**2)

    for ``-1 <= x <= 1``.

    %(example)s

    """
    def _pdf(self, x):
        return 2.0/pi*sqrt(1-x*x)
    def _cdf(self, x):
        return 0.5+1.0/pi*(x*sqrt(1-x*x) + arcsin(x))
    def _stats(self):
        return 0, 0.25, 0, -1.0
    def _entropy(self):
        return 0.64472988584940017414
semicircular = semicircular_gen(a=-1.0, b=1.0, name="semicircular")


# Triangular

class triang_gen(rv_continuous):
    """A triangular continuous random variable.

    %(before_notes)s

    Notes
    -----
    The triangular distribution can be represented with an up-sloping line from
    ``loc`` to ``(loc + c*scale)`` and then downsloping for ``(loc + c*scale)``
    to ``(loc+scale)``.

    The standard form is in the range [0, 1] with c the mode.
    The location parameter shifts the start to `loc`.
    The scale parameter changes the width from 1 to `scale`.

    %(example)s

    """
    def _rvs(self, c):
        return mtrand.triangular(0, c, 1, self._size)
    def _argcheck(self, c):
        return (c >= 0) & (c <= 1)
    def _pdf(self, x, c):
        return where(x < c, 2*x/c, 2*(1-x)/(1-c))
    def _cdf(self, x, c):
        return where(x < c, x*x/c, (x*x-2*x+c)/(c-1))
    def _ppf(self, q, c):
        return where(q < c, sqrt(c*q), 1-sqrt((1-c)*(1-q)))
    def _stats(self, c):
        return (c+1.0)/3.0, (1.0-c+c*c)/18, sqrt(2)*(2*c-1)*(c+1)*(c-2) / \
               (5*(1.0-c+c*c)**1.5), -3.0/5.0
    def _entropy(self,c):
        return 0.5-log(2)
triang = triang_gen(a=0.0, b=1.0, name="triang", shapes="c")


# Truncated Exponential

class truncexpon_gen(rv_continuous):
    """A truncated exponential continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `truncexpon` is::

        truncexpon.pdf(x, b) = exp(-x) / (1-exp(-b))

    for ``0 < x < b``.

    %(example)s

    """
    def _argcheck(self, b):
        self.b = b
        return (b > 0)
    def _pdf(self, x, b):
        return exp(-x)/(1-exp(-b))
    def _logpdf(self, x, b):
        return -x - log(1-exp(-b))
    def _cdf(self, x, b):
        return (1.0-exp(-x))/(1-exp(-b))
    def _ppf(self, q, b):
        return -log(1-q+q*exp(-b))
    def _munp(self, n, b):
        #wrong answer with formula, same as in continuous.pdf
        #return gam(n+1)-special.gammainc(1+n,b)
        if n == 1:
            return (1-(b+1)*exp(-b))/(-expm1(-b))
        elif n == 2:
            return 2*(1-0.5*(b*b+2*b+2)*exp(-b))/(-expm1(-b))
        else:
            #return generic for higher moments
            #return rv_continuous._mom1_sc(self,n, b)
            return self._mom1_sc(n, b)
    def _entropy(self, b):
        eB = exp(b)
        return log(eB-1)+(1+eB*(b-1.0))/(1.0-eB)
truncexpon = truncexpon_gen(a=0.0, name='truncexpon', shapes="b")


# Truncated Normal

class truncnorm_gen(rv_continuous):
    """A truncated normal continuous random variable.

    %(before_notes)s

    Notes
    -----
    The standard form of this distribution is a standard normal truncated to
    the range [a,b] --- notice that a and b are defined over the domain of the
    standard normal.  To convert clip values for a specific mean and standard
    deviation, use::

        a, b = (myclip_a - my_mean) / my_std, (myclip_b - my_mean) / my_std

    %(example)s

    """
    def _argcheck(self, a, b):
        self.a = a
        self.b = b
        self._nb = _norm_cdf(b)
        self._na = _norm_cdf(a)
        self._delta = self._nb - self._na
        self._logdelta = log(self._delta)
        return (a != b)
    # All of these assume that _argcheck is called first
    #  and no other thread calls _pdf before.
    def _pdf(self, x, a, b):
        return _norm_pdf(x) / self._delta
    def _logpdf(self, x, a, b):
        return _norm_logpdf(x) - self._logdelta
    def _cdf(self, x, a, b):
        return (_norm_cdf(x) - self._na) / self._delta
    def _ppf(self, q, a, b):
        return norm._ppf(q*self._nb + self._na*(1.0-q))
    def _stats(self, a, b):
        nA, nB = self._na, self._nb
        d = nB - nA
        pA, pB = _norm_pdf(a), _norm_pdf(b)
        mu = (pA - pB) / d   #correction sign
        mu2 = 1 + (a*pA - b*pB) / d - mu*mu
        return mu, mu2, None, None
truncnorm = truncnorm_gen(name='truncnorm', shapes="a, b")


# Tukey-Lambda

# FIXME: RVS does not work.
class tukeylambda_gen(rv_continuous):
    """A Tukey-Lamdba continuous random variable.

    %(before_notes)s

    Notes
    -----
    A flexible distribution, able to represent and interpolate between the
    following distributions:

        - Cauchy                (lam=-1)
        - logistic              (lam=0.0)
        - approx Normal         (lam=0.14)
        - u-shape               (lam = 0.5)
        - uniform from -1 to 1  (lam = 1)

    %(example)s

    """
    def _argcheck(self, lam):
        # lam in RR.
        return np.ones(np.shape(lam), dtype=bool)
    def _pdf(self, x, lam):
        Fx = arr(special.tklmbda(x,lam))
        Px = Fx**(lam-1.0) + (arr(1-Fx))**(lam-1.0)
        Px = 1.0/arr(Px)
        return where((lam <= 0) | (abs(x) < 1.0/arr(lam)), Px, 0.0)
    def _cdf(self, x, lam):
        return special.tklmbda(x, lam)
    def _ppf(self, q, lam):
        q = q*1.0
        vals1 = (q**lam - (1-q)**lam)/lam
        vals2 = log(q/(1-q))
        return where((lam == 0)&(q==q), vals2, vals1)
    def _stats(self, lam):
        mu2 = 2*gam(lam+1.5)-lam*pow(4,-lam)*sqrt(pi)*gam(lam)*(1-2*lam)
        mu2 /= lam*lam*(1+2*lam)*gam(1+1.5)
        mu4 = 3*gam(lam)*gam(lam+0.5)*pow(2,-2*lam) / lam**3 / gam(2*lam+1.5)
        mu4 += 2.0/lam**4 / (1+4*lam)
        mu4 -= 2*sqrt(3)*gam(lam)*pow(2,-6*lam)*pow(3,3*lam) * \
               gam(lam+1.0/3)*gam(lam+2.0/3) / (lam**3.0 * gam(2*lam+1.5) * \
                                                gam(lam+0.5))
        g2 = mu4 / mu2 / mu2 - 3.0

        return 0, mu2, 0, g2
    def _entropy(self, lam):
        def integ(p):
            return log(pow(p,lam-1)+pow(1-p,lam-1))
        return integrate.quad(integ,0,1)[0]
tukeylambda = tukeylambda_gen(name='tukeylambda', shapes="lam")


# Uniform

class uniform_gen(rv_continuous):
    """A uniform continuous random variable.

    This distribution is constant between `loc` and ``loc = scale``.

    %(before_notes)s

    %(example)s

    """
    def _rvs(self):
        return mtrand.uniform(0.0,1.0,self._size)
    def _pdf(self, x):
        return 1.0*(x==x)
    def _cdf(self, x):
        return x
    def _ppf(self, q):
        return q
    def _stats(self):
        return 0.5, 1.0/12, 0, -1.2
    def _entropy(self):
        return 0.0
uniform = uniform_gen(a=0.0, b=1.0, name='uniform')


# Von-Mises

# if x is not in range or loc is not in range it assumes they are angles
#   and converts them to [-pi, pi] equivalents.

eps = numpy.finfo(float).eps


class vonmises_gen(rv_continuous):
    """A Von Mises continuous random variable.

    %(before_notes)s

    Notes
    -----
    If `x` is not in range or `loc` is not in range it assumes they are angles
    and converts them to [-pi, pi] equivalents.

    The probability density function for `vonmises` is::

        vonmises.pdf(x, b) = exp(b*cos(x)) / (2*pi*I[0](b))

    for ``-pi <= x <= pi``, ``b > 0``.

    %(example)s

    """
    def _rvs(self, b):
        return mtrand.vonmises(0.0, b, size=self._size)
    def _pdf(self, x, b):
        return exp(b*cos(x)) / (2*pi*special.i0(b))
    def _cdf(self, x, b):
        return vonmises_cython.von_mises_cdf(b,x)
    def _stats_skip(self, b):
        return 0, None, 0, None
vonmises = vonmises_gen(name='vonmises', shapes="b")


## Wald distribution (Inverse Normal with shape parameter mu=1.0)

class wald_gen(invgauss_gen):
    """A Wald continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `wald` is::

        wald.pdf(x, a) = 1/sqrt(2*pi*x**3) * exp(-(x-1)**2/(2*x))

    for ``x > 0``.

    %(example)s
    """
    def _rvs(self):
        return mtrand.wald(1.0, 1.0, size=self._size)
    def _pdf(self, x):
        return invgauss._pdf(x, 1.0)
    def _logpdf(self, x):
        return invgauss._logpdf(x, 1.0)
    def _cdf(self, x):
        return invgauss._cdf(x, 1.0)
    def _stats(self):
        return 1.0, 1.0, 3.0, 15.0
wald = wald_gen(a=0.0, name="wald")


# Wrapped Cauchy

class wrapcauchy_gen(rv_continuous):
    """A wrapped Cauchy continuous random variable.

    %(before_notes)s

    Notes
    -----
    The probability density function for `wrapcauchy` is::

        wrapcauchy.pdf(x, c) = (1-c**2) / (2*pi*(1+c**2-2*c*cos(x)))

    for ``0 <= x <= 2*pi``, ``0 < c < 1``.

    %(example)s

    """
    def _argcheck(self, c):
        return (c > 0) & (c < 1)
    def _pdf(self, x, c):
        return (1.0-c*c)/(2*pi*(1+c*c-2*c*cos(x)))
    def _cdf(self, x, c):
        output = 0.0*x
        val = (1.0+c)/(1.0-c)
        c1 = x<pi
        c2 = 1-c1
        xp = extract( c1,x)
        #valp = extract(c1,val)
        xn = extract( c2,x)
        #valn = extract(c2,val)
        if (any(xn)):
            valn = extract(c2, np.ones_like(x)*val)
            xn = 2*pi - xn
            yn = tan(xn/2.0)
            on = 1.0-1.0/pi*arctan(valn*yn)
            place(output, c2, on)
        if (any(xp)):
            valp = extract(c1, np.ones_like(x)*val)
            yp = tan(xp/2.0)
            op = 1.0/pi*arctan(valp*yp)
            place(output, c1, op)
        return output
    def _ppf(self, q, c):
        val = (1.0-c)/(1.0+c)
        rcq = 2*arctan(val*tan(pi*q))
        rcmq = 2*pi-2*arctan(val*tan(pi*(1-q)))
        return where(q < 1.0/2, rcq, rcmq)
    def _entropy(self, c):
        return log(2*pi*(1-c*c))
wrapcauchy = wrapcauchy_gen(a=0.0, b=2*pi, name='wrapcauchy', shapes="c")


### DISCRETE DISTRIBUTIONS
###

def entropy(pk,qk=None):
    """S = entropy(pk,qk=None)

    calculate the entropy of a distribution given the p_k values
    S = -sum(pk * log(pk), axis=0)

    If qk is not None, then compute a relative entropy
    S = sum(pk * log(pk / qk), axis=0)

    Routine will normalize pk and qk if they don't sum to 1
    """
    pk = arr(pk)
    pk = 1.0* pk / sum(pk,axis=0)
    if qk is None:
        vec = where(pk == 0, 0.0, pk*log(pk))
    else:
        qk = arr(qk)
        if len(qk) != len(pk):
            raise ValueError("qk and pk must have same length.")
        qk = 1.0*qk / sum(qk,axis=0)
        # If qk is zero anywhere, then unless pk is zero at those places
        #   too, the relative entropy is infinite.
        if any(take(pk,nonzero(qk==0.0),axis=0)!=0.0, 0):
            return inf
        vec = where (pk == 0, 0.0, -pk*log(pk / qk))
    return -sum(vec,axis=0)


## Handlers for generic case where xk and pk are given



def _drv_pmf(self, xk, *args):
    try:
        return self.P[xk]
    except KeyError:
        return 0.0

def _drv_cdf(self, xk, *args):
    indx = argmax((self.xk>xk),axis=-1)-1
    return self.F[self.xk[indx]]

def _drv_ppf(self, q, *args):
    indx = argmax((self.qvals>=q),axis=-1)
    return self.Finv[self.qvals[indx]]

def _drv_nonzero(self, k, *args):
    return 1

def _drv_moment(self, n, *args):
    n = arr(n)
    return sum(self.xk**n[newaxis,...] * self.pk, axis=0)

def _drv_moment_gen(self, t, *args):
    t = arr(t)
    return sum(exp(self.xk * t[newaxis,...]) * self.pk, axis=0)

def _drv2_moment(self, n, *args):
    '''non-central moment of discrete distribution'''
    #many changes, originally not even a return
    tot = 0.0
    diff = 1e100
    #pos = self.a
    pos = max(0.0, 1.0*self.a)
    count = 0
    #handle cases with infinite support
    ulimit = max(1000, (min(self.b,1000) + max(self.a,-1000))/2.0 )
    llimit = min(-1000, (min(self.b,1000) + max(self.a,-1000))/2.0 )

    while (pos <= self.b) and ((pos <= ulimit) or \
                               (diff > self.moment_tol)):
        diff = np.power(pos, n) * self.pmf(pos,*args)
        # use pmf because _pmf does not check support in randint
        #     and there might be problems ? with correct self.a, self.b at this stage
        tot += diff
        pos += self.inc
        count += 1

    if self.a < 0: #handle case when self.a = -inf
        diff = 1e100
        pos = -self.inc
        while (pos >= self.a) and ((pos >= llimit) or \
                                   (diff > self.moment_tol)):
            diff = np.power(pos, n) * self.pmf(pos,*args)
            #using pmf instead of _pmf, see above
            tot += diff
            pos -= self.inc
            count += 1
    return tot

def _drv2_ppfsingle(self, q, *args):  # Use basic bisection algorithm
    b = self.invcdf_b
    a = self.invcdf_a
    if isinf(b):            # Be sure ending point is > q
        b = max(100*q,10)
        while 1:
            if b >= self.b: qb = 1.0; break
            qb = self._cdf(b,*args)
            if (qb < q): b += 10
            else: break
    else:
        qb = 1.0
    if isinf(a):    # be sure starting point < q
        a = min(-100*q,-10)
        while 1:
            if a <= self.a: qb = 0.0; break
            qa = self._cdf(a,*args)
            if (qa > q): a -= 10
            else: break
    else:
        qa = self._cdf(a, *args)

    while 1:
        if (qa == q):
            return a
        if (qb == q):
            return b
        if b == a+1:
    #testcase: return wrong number at lower index
    #python -c "from scipy.stats import zipf;print zipf.ppf(0.01,2)" wrong
    #python -c "from scipy.stats import zipf;print zipf.ppf([0.01,0.61,0.77,0.83],2)"
    #python -c "from scipy.stats import logser;print logser.ppf([0.1,0.66, 0.86,0.93],0.6)"
            if qa > q:
                return a
            else:
                return b
        c = int((a+b)/2.0)
        qc = self._cdf(c, *args)
        if (qc < q):
            a = c
            qa = qc
        elif (qc > q):
            b = c
            qb = qc
        else:
            return c

def reverse_dict(dict):
    newdict = {}
    sorted_keys = copy(dict.keys())
    sorted_keys.sort()
    for key in sorted_keys[::-1]:
        newdict[dict[key]] = key
    return newdict

def make_dict(keys, values):
    d = {}
    for key, value in zip(keys, values):
        d[key] = value
    return d

# Must over-ride one of _pmf or _cdf or pass in
#  x_k, p(x_k) lists in initialization

class rv_discrete(rv_generic):
    """
    A generic discrete random variable class meant for subclassing.

    `rv_discrete` is a base class to construct specific distribution classes
    and instances from for discrete random variables. rv_discrete can be used
    to construct an arbitrary distribution with defined by a list of support
    points and the corresponding probabilities.

    Parameters
    ----------
    a : float, optional
        Lower bound of the support of the distribution, default: 0
    b : float, optional
        Upper bound of the support of the distribution, default: plus infinity
    moment_tol : float, optional
        The tolerance for the generic calculation of moments
    values : tuple of two array_like
        (xk, pk) where xk are points (integers) with positive probability pk
        with sum(pk) = 1
    inc : integer
        increment for the support of the distribution, default: 1
        other values have not been tested
    badvalue : object, optional
        The value in (masked) arrays that indicates a value that should be
        ignored.
    name : str, optional
        The name of the instance. This string is used to construct the default
        example for distributions.
    longname : str, optional
        This string is used as part of the first line of the docstring returned
        when a subclass has no docstring of its own. Note: `longname` exists
        for backwards compatibility, do not use for new subclasses.
    shapes : str, optional
        The shape of the distribution. For example ``"m, n"`` for a
        distribution that takes two integers as the first two arguments for all
        its methods.
    extradoc :  str, optional
        This string is used as the last part of the docstring returned when a
        subclass has no docstring of its own. Note: `extradoc` exists for
        backwards compatibility, do not use for new subclasses.


    Methods
    -------

    generic.rvs(<shape(s)>, loc=0, size=1)
        random variates

    generic.pmf(x, <shape(s)>, loc=0)
        probability mass function

    logpmf(x, <shape(s)>, loc=0)
        log of the probability density function

    generic.cdf(x, <shape(s)>, loc=0)
        cumulative density function

    generic.logcdf(x, <shape(s)>, loc=0)
        log of the cumulative density function

    generic.sf(x, <shape(s)>, loc=0)
        survival function (1-cdf --- sometimes more accurate)

    generic.logsf(x, <shape(s)>, loc=0, scale=1)
        log of the survival function

    generic.ppf(q, <shape(s)>, loc=0)
        percent point function (inverse of cdf --- percentiles)

    generic.isf(q, <shape(s)>, loc=0)
        inverse survival function (inverse of sf)

    generic.moment(n, <shape(s)>, loc=0)
        non-central n-th moment of the distribution.  May not work for array arguments.

    generic.stats(<shape(s)>, loc=0, moments='mv')
        mean('m', axis=0), variance('v'), skew('s'), and/or kurtosis('k')

    generic.entropy(<shape(s)>, loc=0)
        entropy of the RV

    generic.fit(data, <shape(s)>, loc=0)
        Parameter estimates for generic data

    generic.expect(func=None, args=(), loc=0, lb=None, ub=None, conditional=False)
        Expected value of a function with respect to the distribution.
        Additional kwd arguments passed to integrate.quad

    generic.median(<shape(s)>, loc=0)
        Median of the distribution.

    generic.mean(<shape(s)>, loc=0)
        Mean of the distribution.

    generic.std(<shape(s)>, loc=0)
        Standard deviation of the distribution.

    generic.var(<shape(s)>, loc=0)
        Variance of the distribution.

    generic.interval(alpha, <shape(s)>, loc=0)
        Interval that with `alpha` percent probability contains a random
        realization of this distribution.

    generic(<shape(s)>, loc=0)
        calling a distribution instance returns a frozen distribution

    Notes
    -----

    Alternatively, the object may be called (as a function) to fix
    the shape and location parameters returning a
    "frozen" discrete RV object:

    myrv = generic(<shape(s)>, loc=0)
        - frozen RV object with the same methods but holding the given shape
          and location fixed.

    You can construct an aribtrary discrete rv where P{X=xk} = pk
    by passing to the rv_discrete initialization method (through the
    values=keyword) a tuple of sequences (xk, pk) which describes only those
    values of X (xk) that occur with nonzero probability (pk).

    To create a new discrete distribution, we would do the following::

        class poisson_gen(rv_continuous):
            #"Poisson distribution"
            def _pmf(self, k, mu):
                ...

    and create an instance

    poisson = poisson_gen(name="poisson", shapes="mu", longname='A Poisson')

    The docstring can be created from a template.


    Examples
    --------

    >>> import matplotlib.pyplot as plt
    >>> numargs = generic.numargs
    >>> [ <shape(s)> ] = ['Replace with resonable value', ]*numargs

    Display frozen pmf:

    >>> rv = generic(<shape(s)>)
    >>> x = np.arange(0, np.min(rv.dist.b, 3)+1)
    >>> h = plt.plot(x, rv.pmf(x))

    Check accuracy of cdf and ppf:

    >>> prb = generic.cdf(x, <shape(s)>)
    >>> h = plt.semilogy(np.abs(x-generic.ppf(prb, <shape(s)>))+1e-20)

    Random number generation:

    >>> R = generic.rvs(<shape(s)>, size=100)

    Custom made discrete distribution:

    >>> vals = [arange(7), (0.1, 0.2, 0.3, 0.1, 0.1, 0.1, 0.1)]
    >>> custm = rv_discrete(name='custm', values=vals)
    >>> h = plt.plot(vals[0], custm.pmf(vals[0]))

    """

    def __init__(self, a=0, b=inf, name=None, badvalue=None,
                 moment_tol=1e-8,values=None,inc=1,longname=None,
                 shapes=None, extradoc=None):

        super(rv_generic,self).__init__()

        if badvalue is None:
            badvalue = nan
        if name is None:
            name = 'Distribution'
        self.badvalue = badvalue
        self.a = a
        self.b = b
        self.invcdf_a = a   # what's the difference to self.a, .b
        self.invcdf_b = b
        self.name = name
        self.moment_tol = moment_tol
        self.inc = inc
        self._cdfvec = sgf(self._cdfsingle,otypes='d')
        self.return_integers = 1
        self.vecentropy = vectorize(self._entropy)
        self.shapes = shapes
        self.extradoc = extradoc

        if values is not None:
            self.xk, self.pk = values
            self.return_integers = 0
            indx = argsort(ravel(self.xk))
            self.xk = take(ravel(self.xk),indx, 0)
            self.pk = take(ravel(self.pk),indx, 0)
            self.a = self.xk[0]
            self.b = self.xk[-1]
            self.P = make_dict(self.xk, self.pk)
            self.qvals = numpy.cumsum(self.pk,axis=0)
            self.F = make_dict(self.xk, self.qvals)
            self.Finv = reverse_dict(self.F)
            self._ppf = instancemethod(sgf(_drv_ppf,otypes='d'),
                                       self, rv_discrete)
            self._pmf = instancemethod(sgf(_drv_pmf,otypes='d'),
                                       self, rv_discrete)
            self._cdf = instancemethod(sgf(_drv_cdf,otypes='d'),
                                       self, rv_discrete)
            self._nonzero = instancemethod(_drv_nonzero, self, rv_discrete)
            self.generic_moment = instancemethod(_drv_moment,
                                                 self, rv_discrete)
            self.moment_gen = instancemethod(_drv_moment_gen,
                                             self, rv_discrete)
            self.numargs=0
        else:
            cdf_signature = inspect.getargspec(self._cdf.im_func)
            numargs1 = len(cdf_signature[0]) - 2
            pmf_signature = inspect.getargspec(self._pmf.im_func)
            numargs2 = len(pmf_signature[0]) - 2
            self.numargs = max(numargs1, numargs2)

            #nin correction needs to be after we know numargs
            #correct nin for generic moment vectorization
            self.vec_generic_moment = sgf(_drv2_moment, otypes='d')
            self.vec_generic_moment.nin = self.numargs + 2
            self.generic_moment = instancemethod(self.vec_generic_moment,
                                                 self, rv_discrete)

            #correct nin for ppf vectorization
            _vppf = sgf(_drv2_ppfsingle,otypes='d')
            _vppf.nin = self.numargs + 2 # +1 is for self
            self._vecppf = instancemethod(_vppf,
                                          self, rv_discrete)

        #now that self.numargs is defined, we can adjust nin
        self._cdfvec.nin = self.numargs + 1

        # generate docstring for subclass instances
        if longname is None:
            if name[0] in ['aeiouAEIOU']:
                hstr = "An "
            else:
                hstr = "A "
            longname = hstr + name
        if self.__doc__ is None:
            self._construct_default_doc(longname=longname, extradoc=extradoc)
        else:
            self._construct_doc()

        ## This only works for old-style classes...
        # self.__class__.__doc__ = self.__doc__

    def _construct_default_doc(self, longname=None, extradoc=None):
        """Construct instance docstring from the rv_discrete template."""
        if extradoc is None:
            extradoc = ''
        if extradoc.startswith('\n\n'):
            extradoc = extradoc[2:]
        self.__doc__ = ''.join(['%s discrete random variable.'%longname,
                                '\n\n%(before_notes)s\n', docheaders['notes'],
                                extradoc, '\n%(example)s'])
        self._construct_doc()

    def _construct_doc(self):
        """Construct the instance docstring with string substitutions."""
        tempdict = docdict_discrete.copy()
        tempdict['name'] = self.name or 'distname'
        tempdict['shapes'] = self.shapes or ''

        if self.shapes is None:
            # remove shapes from call parameters if there are none
            for item in ['callparams', 'default', 'before_notes']:
                tempdict[item] = tempdict[item].replace(\
                        "\n%(shapes)s : array_like\n    shape parameters", "")
        for i in range(2):
            if self.shapes is None:
                # necessary because we use %(shapes)s in two forms (w w/o ", ")
                self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
            self.__doc__ = doccer.docformat(self.__doc__, tempdict)


    def _rvs(self, *args):
        return self._ppf(mtrand.random_sample(self._size),*args)

    def _nonzero(self, k, *args):
        return floor(k)==k

    def _argcheck(self, *args):
        cond = 1
        for arg in args:
            cond &= (arg > 0)
        return cond

    def _pmf(self, k, *args):
        return self._cdf(k,*args) - self._cdf(k-1,*args)

    def _logpmf(self, k, *args):
        return log(self._pmf(k, *args))

    def _cdfsingle(self, k, *args):
        m = arange(int(self.a),k+1)
        return sum(self._pmf(m,*args),axis=0)

    def _cdf(self, x, *args):
        k = floor(x)
        return self._cdfvec(k,*args)

    def _logcdf(self, x, *args):
        return log(self._cdf(x, *args))

    def _sf(self, x, *args):
        return 1.0-self._cdf(x,*args)

    def _logsf(self, x, *args):
        return log(self._sf(x, *args))

    def _ppf(self, q, *args):
        return self._vecppf(q, *args)

    def _isf(self, q, *args):
        return self._ppf(1-q,*args)

    def _stats(self, *args):
        return None, None, None, None

    def _munp(self, n, *args):
        return self.generic_moment(n, *args)


    def rvs(self, *args, **kwargs):
        """
        Random variates of given type.

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        size : int or tuple of ints, optional
            defining number of random variates (default=1)

        Returns
        -------
        rvs : array_like
            random variates of given `size`

        """
        kwargs['discrete'] = True
        return super(rv_discrete, self).rvs(*args, **kwargs)

    def pmf(self, k,*args, **kwds):
        """
        Probability mass function at k of the given RV.

        Parameters
        ----------
        k : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)

        Returns
        -------
        pmf : array_like
            Probability mass function evaluated at k

        """
        loc = kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        k,loc = map(arr,(k,loc))
        args = tuple(map(arr,args))
        k = arr((k-loc))
        cond0 = self._argcheck(*args)
        cond1 = (k >= self.a) & (k <= self.b) & self._nonzero(k,*args)
        cond = cond0 & cond1
        output = zeros(shape(cond),'d')
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        if any(cond):
            goodargs = argsreduce(cond, *((k,)+args))
            place(output,cond,self._pmf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def logpmf(self, k,*args, **kwds):
        """
        Log of the probability mass function at k of the given RV.

        Parameters
        ----------
        k : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            Location parameter. Default is 0.

        Returns
        -------
        logpmf : array_like
            Log of the probability mass function evaluated at k

        """
        loc = kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        k,loc = map(arr,(k,loc))
        args = tuple(map(arr,args))
        k = arr((k-loc))
        cond0 = self._argcheck(*args)
        cond1 = (k >= self.a) & (k <= self.b) & self._nonzero(k,*args)
        cond = cond0 & cond1
        output = empty(shape(cond),'d')
        output.fill(NINF)
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        if any(cond):
            goodargs = argsreduce(cond, *((k,)+args))
            place(output,cond,self._logpmf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def cdf(self, k, *args, **kwds):
        """
        Cumulative distribution function at k of the given RV

        Parameters
        ----------
        k : array_like, int
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)

        Returns
        -------
        cdf : array_like
            Cumulative distribution function evaluated at k

        """
        loc = kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        k,loc = map(arr,(k,loc))
        args = tuple(map(arr,args))
        k = arr((k-loc))
        cond0 = self._argcheck(*args)
        cond1 = (k >= self.a) & (k < self.b)
        cond2 = (k >= self.b)
        cond = cond0 & cond1
        output = zeros(shape(cond),'d')
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2*(cond0==cond0), 1.0)

        if any(cond):
            goodargs = argsreduce(cond, *((k,)+args))
            place(output,cond,self._cdf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def logcdf(self, k, *args, **kwds):
        """
        Log of the cumulative distribution function at k of the given RV

        Parameters
        ----------
        k : array_like, int
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)

        Returns
        -------
        logcdf : array_like
            Log of the cumulative distribution function evaluated at k

        """
        loc = kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        k,loc = map(arr,(k,loc))
        args = tuple(map(arr,args))
        k = arr((k-loc))
        cond0 = self._argcheck(*args)
        cond1 = (k >= self.a) & (k < self.b)
        cond2 = (k >= self.b)
        cond = cond0 & cond1
        output = empty(shape(cond),'d')
        output.fill(NINF)
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2*(cond0==cond0), 0.0)

        if any(cond):
            goodargs = argsreduce(cond, *((k,)+args))
            place(output,cond,self._logcdf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def sf(self,k,*args,**kwds):
        """
        Survival function (1-cdf) at k of the given RV

        Parameters
        ----------
        k : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)

        Returns
        -------
        sf : array_like
            Survival function evaluated at k

        """
        loc= kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        k,loc = map(arr,(k,loc))
        args = tuple(map(arr,args))
        k = arr(k-loc)
        cond0 = self._argcheck(*args)
        cond1 = (k >= self.a) & (k <= self.b)
        cond2 = (k < self.a) & cond0
        cond = cond0 & cond1
        output = zeros(shape(cond),'d')
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2,1.0)
        if any(cond):
            goodargs = argsreduce(cond, *((k,)+args))
            place(output,cond,self._sf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def logsf(self,k,*args,**kwds):
        """
        Log of the survival function (1-cdf) at k of the given RV

        Parameters
        ----------
        k : array_like
            quantiles
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)

        Returns
        -------
        sf : array_like
            Survival function evaluated at k

        """
        loc= kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        k,loc = map(arr,(k,loc))
        args = tuple(map(arr,args))
        k = arr(k-loc)
        cond0 = self._argcheck(*args)
        cond1 = (k >= self.a) & (k <= self.b)
        cond2 = (k < self.a) & cond0
        cond = cond0 & cond1
        output = empty(shape(cond),'d')
        output.fill(NINF)
        place(output,(1-cond0)*(cond1==cond1),self.badvalue)
        place(output,cond2,0.0)
        if any(cond):
            goodargs = argsreduce(cond, *((k,)+args))
            place(output,cond,self._logsf(*goodargs))
        if output.ndim == 0:
            return output[()]
        return output

    def ppf(self,q,*args,**kwds):
        """
        Percent point function (inverse of cdf) at q of the given RV

        Parameters
        ----------
        q : array_like
            lower tail probability
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        scale: array_like, optional
            scale parameter (default=1)

        Returns
        -------
        k : array_like
            quantile corresponding to the lower tail probability, q.

        """
        loc = kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        q,loc  = map(arr,(q,loc))
        args = tuple(map(arr,args))
        cond0 = self._argcheck(*args) & (loc == loc)
        cond1 = (q > 0) & (q < 1)
        cond2 = (q==1) & cond0
        cond = cond0 & cond1
        output = valarray(shape(cond),value=self.badvalue,typecode='d')
        #output type 'd' to handle nin and inf
        place(output,(q==0)*(cond==cond), self.a-1)
        place(output,cond2,self.b)
        if any(cond):
            goodargs = argsreduce(cond, *((q,)+args+(loc,)))
            loc, goodargs = goodargs[-1], goodargs[:-1]
            place(output,cond,self._ppf(*goodargs) + loc)

        if output.ndim == 0:
            return output[()]
        return output

    def isf(self,q,*args,**kwds):
        """
        Inverse survival function (1-sf) at q of the given RV

        Parameters
        ----------
        q : array_like
            upper tail probability
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)

        Returns
        -------
        k : array_like
            quantile corresponding to the upper tail probability, q.

        """

        loc = kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        q,loc  = map(arr,(q,loc))
        args = tuple(map(arr,args))
        cond0 = self._argcheck(*args) & (loc == loc)
        cond1 = (q > 0) & (q < 1)
        cond2 = (q==1) & cond0
        cond = cond0 & cond1
        #old:
##        output = valarray(shape(cond),value=self.b,typecode='d')
##        #typecode 'd' to handle nin and inf
##        place(output,(1-cond0)*(cond1==cond1), self.badvalue)
##        place(output,cond2,self.a-1)

        #same problem as with ppf
        # copied from ppf and changed
        output = valarray(shape(cond),value=self.badvalue,typecode='d')
        #output type 'd' to handle nin and inf
        place(output,(q==0)*(cond==cond), self.b)
        place(output,cond2,self.a-1)

        # call place only if at least 1 valid argument
        if any(cond):
            goodargs = argsreduce(cond, *((q,)+args+(loc,)))
            loc, goodargs = goodargs[-1], goodargs[:-1]
            place(output,cond,self._isf(*goodargs) + loc) #PB same as ticket 766

        if output.ndim == 0:
            return output[()]
        return output

    def stats(self, *args, **kwds):
        """
        Some statistics of the given discrete RV

        Parameters
        ----------
        arg1, arg2, arg3,... : array_like
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)
        loc : array_like, optional
            location parameter (default=0)
        moments : string, optional
            composed of letters ['mvsk'] defining which moments to compute:
            'm' = mean,
            'v' = variance,
            's' = (Fisher's) skew,
            'k' = (Fisher's) kurtosis.
            (default='mv')

        Returns
        -------
        stats : sequence
            of requested moments.

        """
        loc,moments=map(kwds.get,['loc','moments'])
        N = len(args)
        if N > self.numargs:
            if N == self.numargs + 1 and loc is None:  # loc is given without keyword
                loc = args[-1]
            if N == self.numargs + 2 and moments is None: # loc, scale, and moments
                loc, moments = args[-2:]
            args = args[:self.numargs]
        if loc is None: loc = 0.0
        if moments is None: moments = 'mv'

        loc = arr(loc)
        args = tuple(map(arr,args))
        cond = self._argcheck(*args) & (loc==loc)

        signature = inspect.getargspec(self._stats.im_func)
        if (signature[2] is not None) or ('moments' in signature[0]):
            mu, mu2, g1, g2 = self._stats(*args,**{'moments':moments})
        else:
            mu, mu2, g1, g2 = self._stats(*args)
        if g1 is None:
            mu3 = None
        else:
            mu3 = g1*(mu2**1.5)
        default = valarray(shape(cond), self.badvalue)
        output = []

        # Use only entries that are valid in calculation
        goodargs = argsreduce(cond, *(args+(loc,)))
        loc, goodargs = goodargs[-1], goodargs[:-1]

        if 'm' in moments:
            if mu is None:
                mu = self._munp(1.0,*goodargs)
            out0 = default.copy()
            place(out0,cond,mu+loc)
            output.append(out0)

        if 'v' in moments:
            if mu2 is None:
                mu2p = self._munp(2.0,*goodargs)
                if mu is None:
                    mu = self._munp(1.0,*goodargs)
                mu2 = mu2p - mu*mu
            out0 = default.copy()
            place(out0,cond,mu2)
            output.append(out0)

        if 's' in moments:
            if g1 is None:
                mu3p = self._munp(3.0,*goodargs)
                if mu is None:
                    mu = self._munp(1.0,*goodargs)
                if mu2 is None:
                    mu2p = self._munp(2.0,*goodargs)
                    mu2 = mu2p - mu*mu
                mu3 = mu3p - 3*mu*mu2 - mu**3
                g1 = mu3 / mu2**1.5
            out0 = default.copy()
            place(out0,cond,g1)
            output.append(out0)

        if 'k' in moments:
            if g2 is None:
                mu4p = self._munp(4.0,*goodargs)
                if mu is None:
                    mu = self._munp(1.0,*goodargs)
                if mu2 is None:
                    mu2p = self._munp(2.0,*goodargs)
                    mu2 = mu2p - mu*mu
                if mu3 is None:
                    mu3p = self._munp(3.0,*goodargs)
                    mu3 = mu3p - 3*mu*mu2 - mu**3
                mu4 = mu4p - 4*mu*mu3 - 6*mu*mu*mu2 - mu**4
                g2 = mu4 / mu2**2.0 - 3.0
            out0 = default.copy()
            place(out0,cond,g2)
            output.append(out0)

        if len(output) == 1:
            return output[0]
        else:
            return tuple(output)

    def moment(self, n, *args, **kwds):   # Non-central moments in standard form.
        """
        n'th non-central moment of the distribution

        Parameters
        ----------
        n: int, n>=1
            order of moment
        arg1, arg2, arg3,...: float
            The shape parameter(s) for the distribution (see docstring of the
            instance object for more information)

        loc : float, optional
            location parameter (default=0)
        scale : float, optional
            scale parameter (default=1)

        """
        loc = kwds.get('loc', 0)
        scale = kwds.get('scale', 1)
        if not (self._argcheck(*args) and (scale > 0)):
            return nan
        if (floor(n) != n):
            raise ValueError("Moment must be an integer.")
        if (n < 0): raise ValueError("Moment must be positive.")
        mu, mu2, g1, g2 = None, None, None, None
        if (n > 0) and (n < 5):
            signature = inspect.getargspec(self._stats.im_func)
            if (signature[2] is not None) or ('moments' in signature[0]):
                dict = {'moments':{1:'m',2:'v',3:'vs',4:'vk'}[n]}
            else:
                dict = {}
            mu, mu2, g1, g2 = self._stats(*args,**dict)
        val = _moment_from_stats(n, mu, mu2, g1, g2, self._munp, args)

        # Convert to transformed  X = L + S*Y
        # so E[X^n] = E[(L+S*Y)^n] = L^n sum(comb(n,k)*(S/L)^k E[Y^k],k=0...n)
        if loc == 0:
            return scale**n * val
        else:
            result = 0
            fac = float(scale) / float(loc)
            for k in range(n):
                valk = _moment_from_stats(k, mu, mu2, g1, g2, self._munp, args)
                result += comb(n,k,exact=True)*(fac**k) * valk
            result += fac**n * val
            return result * loc**n


    def freeze(self, *args, **kwds):
        return rv_frozen(self, *args, **kwds)

    def _entropy(self, *args):
        if hasattr(self,'pk'):
            return entropy(self.pk)
        else:
            mu = int(self.stats(*args, **{'moments':'m'}))
            val = self.pmf(mu,*args)
            if (val==0.0): ent = 0.0
            else: ent = -val*log(val)
            k = 1
            term = 1.0
            while (abs(term) > eps):
                val = self.pmf(mu+k,*args)
                if val == 0.0: term = 0.0
                else: term = -val * log(val)
                val = self.pmf(mu-k,*args)
                if val != 0.0: term -= val*log(val)
                k += 1
                ent += term
            return ent

    def entropy(self, *args, **kwds):
        loc= kwds.get('loc')
        args, loc = self._fix_loc(args, loc)
        loc = arr(loc)
        args = map(arr,args)
        cond0 = self._argcheck(*args) & (loc==loc)
        output = zeros(shape(cond0),'d')
        place(output,(1-cond0),self.badvalue)
        goodargs = argsreduce(cond0, *args)
        place(output,cond0,self.vecentropy(*goodargs))
        return output

    def __call__(self, *args, **kwds):
        return self.freeze(*args,**kwds)

    def expect(self, func=None, args=(), loc=0, lb=None, ub=None, conditional=False):
        """calculate expected value of a function with respect to the distribution
        for discrete distribution

        Parameters
        ----------
        fn : function (default: identity mapping)
               Function for which sum is calculated. Takes only one argument.
        args : tuple
               argument (parameters) of the distribution
        optional keyword parameters
        lb, ub : numbers
               lower and upper bound for integration, default is set to the support
               of the distribution, lb and ub are inclusive (ul<=k<=ub)
        conditional : boolean (False)
               If true then the expectation is corrected by the conditional
               probability of the integration interval. The return value is the
               expectation of the function, conditional on being in the given
               interval (k such that ul<=k<=ub).

        Returns
        -------
        expected value : float

        Notes
        -----
        * function is not vectorized
        * accuracy: uses self.moment_tol as stopping criterium
            for heavy tailed distribution e.g. zipf(4), accuracy for
            mean, variance in example is only 1e-5,
            increasing precision (moment_tol) makes zipf very slow
        * suppnmin=100 internal parameter for minimum number of points to evaluate
            could be added as keyword parameter, to evaluate functions with
            non-monotonic shapes, points include integers in (-suppnmin, suppnmin)
        * uses maxcount=1000 limits the number of points that are evaluated
            to break loop for infinite sums
            (a maximum of suppnmin+1000 positive plus suppnmin+1000 negative integers
            are evaluated)

        """

        #moment_tol = 1e-12 # increase compared to self.moment_tol,
        # too slow for only small gain in precision for zipf

        #avoid endless loop with unbound integral, eg. var of zipf(2)
        maxcount = 1000
        suppnmin = 100  #minimum number of points to evaluate (+ and -)

        if func is None:
            def fun(x):
                #loc and args from outer scope
                return (x+loc)*self._pmf(x, *args)
        else:
            def fun(x):
                #loc and args from outer scope
                return func(x+loc)*self._pmf(x, *args)
        # used pmf because _pmf does not check support in randint
        # and there might be problems(?) with correct self.a, self.b at this stage
        # maybe not anymore, seems to work now with _pmf

        self._argcheck(*args) # (re)generate scalar self.a and self.b
        if lb is None:
            lb = (self.a)
        else:
            lb = lb - loc   #convert bound for standardized distribution
        if ub is None:
            ub = (self.b)
        else:
            ub = ub - loc   #convert bound for standardized distribution
        if conditional:
            if np.isposinf(ub)[()]:
                #work around bug: stats.poisson.sf(stats.poisson.b, 2) is nan
                invfac = 1 - self.cdf(lb-1,*args)
            else:
                invfac = 1 - self.cdf(lb-1,*args) - self.sf(ub,*args)
        else:
            invfac = 1.0

        tot = 0.0
        low, upp = self._ppf(0.001, *args), self._ppf(0.999, *args)
        low = max(min(-suppnmin, low), lb)
        upp = min(max(suppnmin, upp), ub)
        supp = np.arange(low, upp+1, self.inc) #check limits
        #print 'low, upp', low, upp
        tot = np.sum(fun(supp))
        diff = 1e100
        pos = upp + self.inc
        count = 0

        #handle cases with infinite support

        while (pos <= ub) and (diff > self.moment_tol) and count <= maxcount:
            diff = fun(pos)
            tot += diff
            pos += self.inc
            count += 1

        if self.a < 0: #handle case when self.a = -inf
            diff = 1e100
            pos = low - self.inc
            while (pos >= lb) and (diff > self.moment_tol) and count <= maxcount:
                diff = fun(pos)
                tot += diff
                pos -= self.inc
                count += 1
        if count > maxcount:
            # fixme: replace with proper warning
            print 'sum did not converge'
        return tot/invfac


# Binomial

class binom_gen(rv_discrete):
    def _rvs(self, n, pr):
        return mtrand.binomial(n,pr,self._size)
    def _argcheck(self, n, pr):
        self.b = n
        return (n>=0) & (pr >= 0) & (pr <= 1)
    def _logpmf(self, x, n, pr):
        k = floor(x)
        combiln = (gamln(n+1) - (gamln(k+1) +
                                           gamln(n-k+1)))
        return combiln + k*np.log(pr) + (n-k)*np.log(1-pr)
    def _pmf(self, x, n, pr):
        return exp(self._logpmf(x, n, pr))
    def _cdf(self, x, n, pr):
        k = floor(x)
        vals = special.bdtr(k,n,pr)
        return vals
    def _sf(self, x, n, pr):
        k = floor(x)
        return special.bdtrc(k,n,pr)
    def _ppf(self, q, n, pr):
        vals = ceil(special.bdtrik(q,n,pr))
        vals1 = vals-1
        temp = special.bdtr(vals1,n,pr)
        return where(temp >= q, vals1, vals)
    def _stats(self, n, pr):
        q = 1.0-pr
        mu = n * pr
        var = n * pr * q
        g1 = (q-pr) / sqrt(n*pr*q)
        g2 = (1.0-6*pr*q)/(n*pr*q)
        return mu, var, g1, g2
    def _entropy(self, n, pr):
        k = r_[0:n+1]
        vals = self._pmf(k,n,pr)
        lvals = where(vals==0,0.0,log(vals))
        return -sum(vals*lvals,axis=0)
binom = binom_gen(name='binom',shapes="n, pr",extradoc="""

Binomial distribution

   Counts the number of successes in *n* independent
   trials when the probability of success each time is *pr*.

   binom.pmf(k,n,p) = choose(n,k)*p**k*(1-p)**(n-k)
   for k in {0,1,...,n}
""")

# Bernoulli distribution

class bernoulli_gen(binom_gen):
    def _rvs(self, pr):
        return binom_gen._rvs(self, 1, pr)
    def _argcheck(self, pr):
        return (pr >=0 ) & (pr <= 1)
    def _logpmf(self, x, pr):
        return binom._logpmf(x, 1, pr)
    def _pmf(self, x, pr):
        return binom._pmf(x, 1, pr)
    def _cdf(self, x, pr):
        return binom._cdf(x, 1, pr)
    def _sf(self, x, pr):
        return binom._sf(x, 1, pr)
    def _ppf(self, q, pr):
        return binom._ppf(q, 1, pr)
    def _stats(self, pr):
        return binom._stats(1, pr)
    def _entropy(self, pr):
        return -pr*log(pr)-(1-pr)*log(1-pr)
bernoulli = bernoulli_gen(b=1,name='bernoulli',shapes="pr",extradoc="""

Bernoulli distribution

   1 if binary experiment succeeds, 0 otherwise.  Experiment
   succeeds with probabilty *pr*.

   bernoulli.pmf(k,p) = 1-p  if k = 0
                      = p    if k = 1
   for k = 0,1
"""
)

# Negative binomial
class nbinom_gen(rv_discrete):
    """A negative binomial discrete random variable.

    %(before_notes)s

    Notes
    -----
    Probability mass function, given by
    ``np.choose(k+n-1, n-1) * p**n * (1-p)**k`` for ``k >= 0``.

    %(example)s
    """
    def _rvs(self, n, pr):
        return mtrand.negative_binomial(n, pr, self._size)
    def _argcheck(self, n, pr):
        return (n >= 0) & (pr >= 0) & (pr <= 1)
    def _pmf(self, x, n, pr):
        coeff = exp(gamln(n+x) - gamln(x+1) - gamln(n))
        return coeff * power(pr,n) * power(1-pr,x)
    def _logpmf(self, x, n, pr):
        coeff = gamln(n+x) - gamln(x+1) - gamln(n)
        return coeff + n*log(pr) + x*log(1-pr)
    def _cdf(self, x, n, pr):
        k = floor(x)
        return special.betainc(n, k+1, pr)
    def _sf_skip(self, x, n, pr):
        #skip because special.nbdtrc doesn't work for 0<n<1
        k = floor(x)
        return special.nbdtrc(k,n,pr)
    def _ppf(self, q, n, pr):
        vals = ceil(special.nbdtrik(q,n,pr))
        vals1 = (vals-1).clip(0.0, np.inf)
        temp = self._cdf(vals1,n,pr)
        return where(temp >= q, vals1, vals)
    def _stats(self, n, pr):
        Q = 1.0 / pr
        P = Q - 1.0
        mu = n*P
        var = n*P*Q
        g1 = (Q+P)/sqrt(n*P*Q)
        g2 = (1.0 + 6*P*Q) / (n*P*Q)
        return mu, var, g1, g2
nbinom = nbinom_gen(name='nbinom', shapes="n, pr", extradoc="""

Negative binomial distribution

nbinom.pmf(k,n,p) = choose(k+n-1,n-1) * p**n * (1-p)**k
for k >= 0.
"""
                    )


## Geometric distribution

class geom_gen(rv_discrete):
    def _rvs(self, pr):
        return mtrand.geometric(pr,size=self._size)
    def _argcheck(self, pr):
        return (pr<=1) & (pr >= 0)
    def _pmf(self, k, pr):
        return (1-pr)**(k-1) * pr
    def _logpmf(self, k, pr):
        return (k-1)*log(1-pr) + pr
    def _cdf(self, x, pr):
        k = floor(x)
        return (1.0-(1.0-pr)**k)
    def _sf(self, x, pr):
        k = floor(x)
        return (1.0-pr)**k
    def _ppf(self, q, pr):
        vals = ceil(log(1.0-q)/log(1-pr))
        temp = 1.0-(1.0-pr)**(vals-1)
        return where((temp >= q) & (vals > 0), vals-1, vals)
    def _stats(self, pr):
        mu = 1.0/pr
        qr = 1.0-pr
        var = qr / pr / pr
        g1 = (2.0-pr) / sqrt(qr)
        g2 = numpy.polyval([1,-6,6],pr)/(1.0-pr)
        return mu, var, g1, g2
geom = geom_gen(a=1,name='geom', longname="A geometric",
                shapes="pr", extradoc="""

Geometric distribution

geom.pmf(k,p) = (1-p)**(k-1)*p
for k >= 1
"""
                )

## Hypergeometric distribution

class hypergeom_gen(rv_discrete):
    """A hypergeometric discrete random variable.

    The hypergeometric distribution models drawing objects from a bin.
    M is the total number of objects, n is total number of Type I objects.
    The random variate represents the number of Type I objects in N drawn
    without replacement from the total population.

    %(before_notes)s

    Notes
    -----
    The probability mass function is defined as::

        pmf(k, M, n, N) = choose(n, k) * choose(M - n, N - k) / choose(M, N),
                                               for N - (M-n) <= k <= min(m,N)

    %(example)s

    """

    def _rvs(self, M, n, N):
        return mtrand.hypergeometric(n,M-n,N,size=self._size)
    def _argcheck(self, M, n, N):
        cond = rv_discrete._argcheck(self,M,n,N)
        cond &= (n <= M) & (N <= M)
        self.a = N-(M-n)
        self.b = min(n,N)
        return cond
    def _logpmf(self, k, M, n, N):
        tot, good = M, n
        bad = tot - good
        return gamln(good+1) - gamln(good-k+1) - gamln(k+1) + gamln(bad+1) \
            - gamln(bad-N+k+1) - gamln(N-k+1) - gamln(tot+1) + gamln(tot-N+1) \
            + gamln(N+1)
    def _pmf(self, k, M, n, N):
        #same as the following but numerically more precise
        #return comb(good,k) * comb(bad,N-k) / comb(tot,N)
        return exp(self._logpmf(k, M, n, N))
    def _stats(self, M, n, N):
        tot, good = M, n
        n = good*1.0
        m = (tot-good)*1.0
        N = N*1.0
        tot = m+n
        p = n/tot
        mu = N*p
        var = m*n*N*(tot-N)*1.0/(tot*tot*(tot-1))
        g1 = (m - n)*(tot-2*N) / (tot-2.0)*sqrt((tot-1.0)/(m*n*N*(tot-N)))
        m2, m3, m4, m5 = m**2, m**3, m**4, m**5
        n2, n3, n4, n5 = n**2, n**2, n**4, n**5
        g2 = m3 - m5 + n*(3*m2-6*m3+m4) + 3*m*n2 - 12*m2*n2 + 8*m3*n2 + n3 \
             - 6*m*n3 + 8*m2*n3 + m*n4 - n5 - 6*m3*N + 6*m4*N + 18*m2*n*N \
             - 6*m3*n*N + 18*m*n2*N - 24*m2*n2*N - 6*n3*N - 6*m*n3*N \
             + 6*n4*N + N*N*(6*m2 - 6*m3 - 24*m*n + 12*m2*n + 6*n2 + \
                             12*m*n2 - 6*n3)
        return mu, var, g1, g2
    def _entropy(self, M, n, N):
        k = r_[N-(M-n):min(n,N)+1]
        vals = self.pmf(k,M,n,N)
        lvals = where(vals==0.0,0.0,log(vals))
        return -sum(vals*lvals,axis=0)
    def _sf(self, k, M, n, N):
        """More precise calculation, 1 - cdf doesn't cut it."""
        # This for loop is needed because `k` can be an array. If that's the
        # case, the sf() method makes M, n and N arrays of the same shape. We
        # therefore unpack all inputs args, so we can do the manual integration.
        res = []
        for quant, tot, good, draw in zip(k, M, n, N):
            # Manual integration over probability mass function. More accurate
            # than integrate.quad.
            k2 = np.arange(quant + 1, draw + 1)
            res.append(np.sum(self._pmf(k2, tot, good, draw)))
        return np.asarray(res)

hypergeom = hypergeom_gen(name='hypergeom', shapes="M, n, N")


## Logarithmic (Log-Series), (Series) distribution
# FIXME: Fails _cdfvec
class logser_gen(rv_discrete):
    def _rvs(self, pr):
        # looks wrong for pr>0.5, too few k=1
        # trying to use generic is worse, no k=1 at all
        return mtrand.logseries(pr,size=self._size)
    def _argcheck(self, pr):
        return (pr > 0) & (pr < 1)
    def _pmf(self, k, pr):
        return -pr**k * 1.0 / k / log(1-pr)
    def _stats(self, pr):
        r = log(1-pr)
        mu = pr / (pr - 1.0) / r
        mu2p = -pr / r / (pr-1.0)**2
        var = mu2p - mu*mu
        mu3p = -pr / r * (1.0+pr) / (1.0-pr)**3
        mu3 = mu3p - 3*mu*mu2p + 2*mu**3
        g1 = mu3 / var**1.5

        mu4p = -pr / r * (1.0/(pr-1)**2 - 6*pr/(pr-1)**3 + \
                          6*pr*pr / (pr-1)**4)
        mu4 = mu4p - 4*mu3p*mu + 6*mu2p*mu*mu - 3*mu**4
        g2 = mu4 / var**2 - 3.0
        return mu, var, g1, g2
logser = logser_gen(a=1,name='logser', longname='A logarithmic',
                    shapes='pr', extradoc="""

Logarithmic (Log-Series, Series) distribution

logser.pmf(k,p) = - p**k / (k*log(1-p))
for k >= 1
"""
                    )

## Poisson distribution

class poisson_gen(rv_discrete):
    def _rvs(self, mu):
        return mtrand.poisson(mu, self._size)
    def _pmf(self, k, mu):
        Pk = k*log(mu)-gamln(k+1) - mu
        return exp(Pk)
    def _cdf(self, x, mu):
        k = floor(x)
        return special.pdtr(k,mu)
    def _sf(self, x, mu):
        k = floor(x)
        return special.pdtrc(k,mu)
    def _ppf(self, q, mu):
        vals = ceil(special.pdtrik(q,mu))
        vals1 = vals-1
        temp = special.pdtr(vals1,mu)
        return where((temp >= q), vals1, vals)
    def _stats(self, mu):
        var = mu
        g1 = 1.0/arr(sqrt(mu))
        g2 = 1.0 / arr(mu)
        return mu, var, g1, g2
poisson = poisson_gen(name="poisson", longname='A Poisson',
                      shapes="mu", extradoc="""

Poisson distribution

poisson.pmf(k, mu) = exp(-mu) * mu**k / k!
for k >= 0
"""
                      )

## (Planck) Discrete Exponential

class planck_gen(rv_discrete):
    def _argcheck(self, lambda_):
        if (lambda_ > 0):
            self.a = 0
            self.b = inf
            return 1
        elif (lambda_ < 0):
            self.a = -inf
            self.b = 0
            return 1
        return 0  # lambda_ = 0
    def _pmf(self, k, lambda_):
        fact = (1-exp(-lambda_))
        return fact*exp(-lambda_*k)
    def _cdf(self, x, lambda_):
        k = floor(x)
        return 1-exp(-lambda_*(k+1))
    def _ppf(self, q, lambda_):
        vals = ceil(-1.0/lambda_ * log1p(-q)-1)
        vals1 = (vals-1).clip(self.a, np.inf)
        temp = self._cdf(vals1, lambda_)
        return where(temp >= q, vals1, vals)
    def _stats(self, lambda_):
        mu = 1/(exp(lambda_)-1)
        var = exp(-lambda_)/(expm1(-lambda_))**2
        g1 = 2*cosh(lambda_/2.0)
        g2 = 4+2*cosh(lambda_)
        return mu, var, g1, g2
    def _entropy(self, lambda_):
        l = lambda_
        C = (1-exp(-l))
        return l*exp(-l)/C - log(C)
planck = planck_gen(name='planck',longname='A discrete exponential ',
                    shapes="lamda",
                    extradoc="""

Planck (Discrete Exponential)

planck.pmf(k,b) = (1-exp(-b))*exp(-b*k)
for k*b >= 0
"""
                      )

class boltzmann_gen(rv_discrete):
    def _pmf(self, k, lambda_, N):
        fact = (1-exp(-lambda_))/(1-exp(-lambda_*N))
        return fact*exp(-lambda_*k)
    def _cdf(self, x, lambda_, N):
        k = floor(x)
        return (1-exp(-lambda_*(k+1)))/(1-exp(-lambda_*N))
    def _ppf(self, q, lambda_, N):
        qnew = q*(1-exp(-lambda_*N))
        vals = ceil(-1.0/lambda_ * log(1-qnew)-1)
        vals1 = (vals-1).clip(0.0, np.inf)
        temp = self._cdf(vals1, lambda_, N)
        return where(temp >= q, vals1, vals)
    def _stats(self, lambda_, N):
        z = exp(-lambda_)
        zN = exp(-lambda_*N)
        mu = z/(1.0-z)-N*zN/(1-zN)
        var = z/(1.0-z)**2 - N*N*zN/(1-zN)**2
        trm = (1-zN)/(1-z)
        trm2 = (z*trm**2 - N*N*zN)
        g1 = z*(1+z)*trm**3 - N**3*zN*(1+zN)
        g1 = g1 / trm2**(1.5)
        g2 = z*(1+4*z+z*z)*trm**4 - N**4 * zN*(1+4*zN+zN*zN)
        g2 = g2 / trm2 / trm2
        return mu, var, g1, g2

boltzmann = boltzmann_gen(name='boltzmann',longname='A truncated discrete exponential ',
                    shapes="lamda, N",
                    extradoc="""

Boltzmann (Truncated Discrete Exponential)

boltzmann.pmf(k,b,N) = (1-exp(-b))*exp(-b*k)/(1-exp(-b*N))
for k=0,..,N-1
"""
                      )




## Discrete Uniform

class randint_gen(rv_discrete):
    def _argcheck(self, min, max):
        self.a = min
        self.b = max-1
        return (max > min)
    def _pmf(self, k, min, max):
        fact = 1.0 / (max - min)
        return fact
    def _cdf(self, x, min, max):
        k = floor(x)
        return (k-min+1)*1.0/(max-min)
    def _ppf(self, q, min, max):
        vals = ceil(q*(max-min)+min)-1
        vals1 = (vals-1).clip(min, max)
        temp = self._cdf(vals1, min, max)
        return where(temp >= q, vals1, vals)
    def _stats(self, min, max):
        m2, m1 = arr(max), arr(min)
        mu = (m2 + m1 - 1.0) / 2
        d = m2 - m1
        var = (d-1)*(d+1.0)/12.0
        g1 = 0.0
        g2 = -6.0/5.0*(d*d+1.0)/(d-1.0)*(d+1.0)
        return mu, var, g1, g2
    def _rvs(self, min, max=None):
        """An array of *size* random integers >= min and < max.

        If max is None, then range is >=0  and < min
        """
        return mtrand.randint(min, max, self._size)

    def _entropy(self, min, max):
        return log(max-min)
randint = randint_gen(name='randint',longname='A discrete uniform '\
                      '(random integer)', shapes="min, max",
                      extradoc="""

Discrete Uniform

    Random integers >=min and <max.

    randint.pmf(k,min, max) = 1/(max-min)
    for min <= k < max.
"""
                      )


# Zipf distribution

# FIXME: problems sampling.
class zipf_gen(rv_discrete):
    def _rvs(self, a):
        return mtrand.zipf(a, size=self._size)
    def _argcheck(self, a):
        return a > 1
    def _pmf(self, k, a):
        Pk = 1.0 / arr(special.zeta(a,1) * k**a)
        return Pk
    def _munp(self, n, a):
        return special.zeta(a-n,1) / special.zeta(a,1)
    def _stats(self, a):
        sv = errp(0)
        fac = arr(special.zeta(a,1))
        mu = special.zeta(a-1.0,1)/fac
        mu2p = special.zeta(a-2.0,1)/fac
        var = mu2p - mu*mu
        mu3p = special.zeta(a-3.0,1)/fac
        mu3 = mu3p - 3*mu*mu2p + 2*mu**3
        g1 = mu3 / arr(var**1.5)

        mu4p = special.zeta(a-4.0,1)/fac
        sv = errp(sv)
        mu4 = mu4p - 4*mu3p*mu + 6*mu2p*mu*mu - 3*mu**4
        g2 = mu4 / arr(var**2) - 3.0
        return mu, var, g1, g2
zipf = zipf_gen(a=1,name='zipf', longname='A Zipf',
                shapes="a", extradoc="""

Zipf distribution

zipf.pmf(k,a) = 1/(zeta(a)*k**a)
for k >= 1
"""
                )


# Discrete Laplacian

class dlaplace_gen(rv_discrete):
    def _pmf(self, k, a):
        return tanh(a/2.0)*exp(-a*abs(k))
    def _cdf(self, x, a):
        k = floor(x)
        ind = (k >= 0)
        const = exp(a)+1
        return where(ind, 1.0-exp(-a*k)/const, exp(a*(k+1))/const)
    def _ppf(self, q, a):
        const = 1.0/(1+exp(-a))
        cons2 = 1+exp(a)
        ind = q < const
        vals = ceil(where(ind, log(q*cons2)/a-1, -log((1-q)*cons2)/a))
        vals1 = (vals-1)
        temp = self._cdf(vals1, a)
        return where(temp >= q, vals1, vals)

    def _stats_skip(self, a):
        # variance mu2 does not aggree with sample variance,
        #   nor with direct calculation using pmf
        # remove for now because generic calculation works
        #   except it does not show nice zeros for mean and skew(?)
        ea = exp(-a)
        e2a = exp(-2*a)
        e3a = exp(-3*a)
        e4a = exp(-4*a)
        mu2 = 2* (e2a + ea) / (1-ea)**3.0
        mu4 = 2* (e4a + 11*e3a + 11*e2a + ea) / (1-ea)**5.0
        return 0.0, mu2, 0.0, mu4 / mu2**2.0 - 3
    def _entropy(self, a):
        return a / sinh(a) - log(tanh(a/2.0))
dlaplace = dlaplace_gen(a=-inf,
                        name='dlaplace', longname='A discrete Laplacian',
                        shapes="a", extradoc="""

Discrete Laplacian distribution.

dlaplace.pmf(k,a) = tanh(a/2) * exp(-a*abs(k))
for a > 0.
"""
                        )


class skellam_gen(rv_discrete):
    def _rvs(self, mu1, mu2):
        n = self._size
        return np.random.poisson(mu1, n)-np.random.poisson(mu2, n)
    def _pmf(self, x, mu1, mu2):
        px = np.where(x < 0, ncx2.pdf(2*mu2, 2*(1-x), 2*mu1)*2,
                         ncx2.pdf(2*mu1, 2*(x+1), 2*mu2)*2)
        #ncx2.pdf() returns nan's for extremely low probabilities
        return px
    def _cdf(self, x, mu1, mu2):
        x = np.floor(x)
        px = np.where(x < 0, ncx2.cdf(2*mu2, -2*x, 2*mu1),
                         1-ncx2.cdf(2*mu1, 2*(x+1), 2*mu2))
        return px

# enable later
##    def _cf(self, w, mu1, mu2):
##        # characteristic function
##        poisscf = poisson._cf
##        return poisscf(w, mu1) * poisscf(-w, mu2)

    def _stats(self, mu1, mu2):
        mean = mu1 - mu2
        var = mu1 + mu2
        g1 = mean / np.sqrt((var)**3)
        g2 = 1 / var
        return mean, var, g1, g2
skellam = skellam_gen(a=-np.inf, name="skellam", longname='A Skellam',
                      shapes="mu1,mu2", extradoc="""

Skellam distribution

   Probability distribution of the difference of two correlated or
   uncorrelated Poisson random variables.

   Let k1 and k2 be two Poisson-distributed r.v. with expected values
   lam1 and lam2. Then, k1-k2 follows a Skellam distribution with
   parameters mu1 = lam1 - rho*sqrt(lam1*lam2) and
   mu2 = lam2 - rho*sqrt(lam1*lam2), where rho is the correlation
   coefficient between k1 and k2. If the two Poisson-distributed r.v.
   are independent then rho = 0.

   Parameters mu1 and mu2 must be strictly positive.

   For details see: http://en.wikipedia.org/wiki/Skellam_distribution

"""
                      )
