Adding Methods To Scipy.stats.rv_continuous, Problems With Rv_frozen

I would like to add a method to all of the distribution in scipy.stats.rv_continuous. The method would return the cumulative counts, ie the product of an extra parameter nu (the t

Solution 1:

The immediate issue you're seeing is that rv2.cntsCumul(xx, 3) creates a so-called frozen distribution, which has shapes and loc/scale fixed --- this way, e.g. norm(loc=0, scale=2).pdf(x) is equivalent to norm.pdf(x, loc=0, scale=2) etc. In the source code, see rv_continuous.__call__ etc. Now, a frozen distribution (an rv_frozen instance) creates a fresh instance of the underlying rv_continuous subclass (which is stored as a self.dist attribute of an rv_frozen instance), and that one does not know about your monkey-patching.

Note also that what you are doing does not account for the shape parameters: e.g. gamma has shape a, so that the signature is scipy.stats.gamma.pdf(x, a, loc, scale). loc and scale have default values, but shapes do not.

On a side note, like I said in the comments, what you're doing is, to put it mildly, somewhat non-standard. And certainly very error-prone. If you need several distributions, just subclass their _gen classes or monkey-patch the instances if you really must.