[mle] Replace np.sum with @, fix typos, and use gammaln for stable Poisson log-likelihood#473
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mmcky merged 3 commits intoQuantEcon:mainfrom Jul 21, 2025
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…ve numerical stability using scipy.special.gammaln
oyamad
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Is the code of (the original version of) ProbitRegression correct? y = self.y seems to be missing in the methods logL, G, H.
lectures/mle.md
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| y = self.y | ||
| μ = self.μ() | ||
| return np.sum(y * np.log(μ) - μ - np.log(factorial(y))) | ||
| return np.sum(y * np.log(μ) - μ - scipy.special.gammaln(y + 1)) |
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- Add
gammalntofrom scipy.special import factorial. - I second this change, but an explanation should be given in the text, why
gammaln(y + 1)is preferred tonp.log(factorial(y)).
HumphreyYang
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Thanks @suda-yuga @oyamad and @mmcky! This looks great to me.
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Thanks @suda-yuga and @HumphreyYang |
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Replace np.sum(a * b) with a @ b
#463
Fix typos in Tex
Replaced np.log(factorial(y)) with scipy.special.gammaln(y + 1) for improved numerical stability and accuracy, especially for large values of y.