ppidest 0.1.0__tar.gz

ppidest-0.1.0/PKG-INFO

@@ -0,0 +1,195 @@
+Metadata-Version: 2.4
+Name: ppidest
+Version: 0.1.0
+Summary: Plotting Position-Information Divergence framework for parameter estimation of univariate distributions
+Keywords: statistics,parameter-estimation,information-divergence,plotting-positions,extremes
+Author: Takuya Kawanishi
+Author-email: Takuya Kawanishi <takuya@exanalytics.sakura.ne.jp>
+License-Expression: MIT
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Dist: numpy>=2.5.3
+Requires-Dist: scipy>=1.18.1
+Requires-Python: >=3.13
+Project-URL: Repository, https://codeberg.org/takuya_kawanishi/ppidest
+Project-URL: Homepage, https://codeberg.org/takuya_kawanishi/ppidest
+Description-Content-Type: text/markdown
+
+# ppidest
+
+**Plotting Position — Information Divergence** framework for parameter
+estimation of univariate distributions.
+
+The empirical cumulative distribution function of a sample is discretized
+using *plotting positions*, and a parametric distribution is fitted by
+minimizing an *information divergence* between the empirical gaps and the
+gaps implied by the candidate CDF.
+
+## Installation
+
+Requires Python ≥ 3.13.
+
+```bash
+uv sync          # create the environment and install the package
+uv run python -m unittest discover -s tests   # run the test suite
+```
+
+Dependencies: `numpy`, `scipy`.  The package is also installable from a
+source checkout with `pip install .` or `uv pip install .`, and the
+distributions on PyPI ship a `ppidest` console script (see
+[Command line](#command-line)).
+
+## Quick start
+
+Fit a GEV model to a small sample using the default (Kullback-Leibler)
+divergence:
+
+```python
+import numpy as np
+import ppidest
+
+xs = np.array([0.38, 0.51, 1.44, 2.14])
+
+# Plotting Position – Information Divergence estimator
+res = ppidest.find_ppid_min(xs, ppidest.gev_cdf, [0.0, 1.0, 0.25])
+print(res.x)   # fitted (loc, scale, shape)   -> [0.5600, 0.3639, 1.0585]
+print(res.fun) # minimized divergence         -> 0.17543
+
+# Compute a return level from the fitted model
+ppidest.gev_return_level(100.0, res.x)
+```
+
+Comparison across estimation methods (`scipy.stats` is used only to
+generate the data / provide the density here):
+
+```python
+import scipy.stats
+
+xs = np.sort(scipy.stats.norm.rvs(loc=1.0, scale=2.0, size=8))
+
+# Density/CDF callables must use the (x, par) convention
+def norm_pdf(x, par):
+    return scipy.stats.norm.pdf(x, loc=par[0], scale=par[1])
+
+# Maximum likelihood from the PDF
+ml = ppidest.ML(xs, norm_pdf).find_mle([1.0, 2.0])
+
+# PPID with a different divergence and plot position
+ppid = ppidest.PPID(xs, ppidest.normal_cdf, plotposition="Weibull")
+res = ppid.find_min_div([1.0, 2.0], divergence="Jensen-Shannon")
+
+# Forward extra positional arguments to the CDF callable
+def norm_cdf_given_mu(x, par, mu):
+    return ppidest.normal_cdf(x, [mu, par[0]])
+
+ppid = ppidest.PPID(xs, norm_cdf_given_mu)
+res = ppid.find_min_div([1.0, 2.0], args=(0.0,))   # scale only, mu fixed
+```
+```
+
+## Background
+
+For a sorted sample `x_(1) <= ... <= x_(n)` a plotting position assigns a
+probability to the i-th order statistic:
+
+```
+p_i = (i - alpha) / (n + 1 - alpha - beta)
+```
+
+`alpha` and `beta` are fixed by the chosen scheme:
+
+| Scheme       | alpha | beta |
+|--------------|-------|------|
+| Weibull      | 0.0   | 0.0  |
+| median       | 0.3   | 0.3  |
+| Gringorten   | 0.44  | 0.44 |
+| Hazen        | 0.5   | 0.5  |
+
+Ties are aggregated so each unique value carries the summed probability
+of the order statistics sharing it, and the support is augmented with two
+boundary bins at `0` and `1`.  The result is an empirical probability
+vector `d*` (the "empirical gaps").  A candidate distribution with
+parameters `θ` gives model gaps
+
+```
+dd_j(θ) = F(x_j; θ) - F(x_{j-1}; θ),   with x_0 = -inf, x_{k+1} = +inf
+```
+
+The estimator minimizes an information divergence `D(d* || dd(θ))` over
+`θ`:
+
+- **Kullback-Leibler** —
+  `Σ d* log(d*/dd)`
+- **generalized KL** —
+  `Σ d* log(d*/dd) - d* + dd`
+- **symmetric KL** —
+  `Σ (dd - d*) log(dd/d*)`
+- **Jensen-Shannon** —
+  `½ Σ d* log(d*/m) + dd log(dd/m)`, `m = (d* + dd)/2`
+- **beta** (order `β`) —
+  `Σ d*(d*^(β-1) - dd^(β-1))/(β-1) - (d*^β - dd^β)/β`
+- **power** (index `λ`) —
+  `1/(λ(λ+1)) Σ d*[(d*/dd)^λ - 1]`
+- **Rényi** (order `α`) —
+  `1/(α-1) log Σ d*^α dd^(1-α)`
+
+## Package layout
+
+```
+src/ppidest/
+  distributions.py   distribution cdf/pdf/quantile functions
+                     (normal, GEV, three-parameter Weibull)
+  plotting.py        plotting-position schemes and empirical gaps
+  divergences.py     information divergences between probability vectors
+  estimators.py      ML, PPID estimators
+  __init__.py        public API and legacy calc_* aliases
+```
+
+### Distributions
+
+All distribution functions share the signature `f(x, par)` with
+`par = (loc, scale, shape)` (normal and Weibull parameters differ, see
+their docstrings):
+
+- `normal_cdf`, `normal_pdf`
+- `gev_cdf`, `gev_pdf`, `gev_quantile`, `gev_return_level`
+  (GEV shape `ξ` uses the convention `ξ > 0` → heavy tail)
+- `weibull_cdf`, `weibull_pdf`
+
+### Divergences
+
+`ppidest.kl_divergence`, `kl_generalized_divergence`,
+`kl_symmetric_divergence`, `jensen_shannon_divergence`,
+`beta_divergence(das, ddas, beta)`, `power_divergence(das, ddas, lmbd)`,
+`renyi_divergence(das, ddas, alpha)` — all take the empirical gaps
+`das` and model gaps `ddas` as 1-D arrays.
+
+### Estimators
+
+| Estimator | Objective | Fit method |
+|-----------|-----------|------------|
+| `ML(xs, pdf)`     | negative log-likelihood             | `find_mle`    |
+| `PPID(xs, cdf)`   | chosen information divergence       | `find_min_div` |
+
+Every `find_*` method mirrors the keyword arguments of
+`scipy.optimize.minimize` (`method`, `jac`, `hess`, `bounds`, ...).
+`PPID.find_min_div` accepts `divergence` and, for the parametric
+divergences, `pdiv`.  The parametric divergence arguments are passed as
+singular floats (the pre-1.0 API required a length-one list).
+
+The legacy `calc_gev_cdf`, ... names are exported from the package root as
+aliases for backward compatibility, e.g. `ppidest.calc_gev_cdf` is the
+same object as `ppidest.gev_cdf`.
+
+## Notes on optimization
+
+Nelder–Mead is the default solver because the objective only needs
+CDF evaluation.  During the search the parameters may leave the support
+of the distribution, producing `NaN`; these evaluations are harmless and
+the corresponding warnings are suppressed inside the distribution and
+divergence functions.  Careful initial values (e.g. from the method of
+moments) are recommended for the scale and shape parameters.

ppidest-0.1.0/README.md

@@ -0,0 +1,174 @@
+# ppidest
+
+**Plotting Position — Information Divergence** framework for parameter
+estimation of univariate distributions.
+
+The empirical cumulative distribution function of a sample is discretized
+using *plotting positions*, and a parametric distribution is fitted by
+minimizing an *information divergence* between the empirical gaps and the
+gaps implied by the candidate CDF.
+
+## Installation
+
+Requires Python ≥ 3.13.
+
+```bash
+uv sync          # create the environment and install the package
+uv run python -m unittest discover -s tests   # run the test suite
+```
+
+Dependencies: `numpy`, `scipy`.  The package is also installable from a
+source checkout with `pip install .` or `uv pip install .`, and the
+distributions on PyPI ship a `ppidest` console script (see
+[Command line](#command-line)).
+
+## Quick start
+
+Fit a GEV model to a small sample using the default (Kullback-Leibler)
+divergence:
+
+```python
+import numpy as np
+import ppidest
+
+xs = np.array([0.38, 0.51, 1.44, 2.14])
+
+# Plotting Position – Information Divergence estimator
+res = ppidest.find_ppid_min(xs, ppidest.gev_cdf, [0.0, 1.0, 0.25])
+print(res.x)   # fitted (loc, scale, shape)   -> [0.5600, 0.3639, 1.0585]
+print(res.fun) # minimized divergence         -> 0.17543
+
+# Compute a return level from the fitted model
+ppidest.gev_return_level(100.0, res.x)
+```
+
+Comparison across estimation methods (`scipy.stats` is used only to
+generate the data / provide the density here):
+
+```python
+import scipy.stats
+
+xs = np.sort(scipy.stats.norm.rvs(loc=1.0, scale=2.0, size=8))
+
+# Density/CDF callables must use the (x, par) convention
+def norm_pdf(x, par):
+    return scipy.stats.norm.pdf(x, loc=par[0], scale=par[1])
+
+# Maximum likelihood from the PDF
+ml = ppidest.ML(xs, norm_pdf).find_mle([1.0, 2.0])
+
+# PPID with a different divergence and plot position
+ppid = ppidest.PPID(xs, ppidest.normal_cdf, plotposition="Weibull")
+res = ppid.find_min_div([1.0, 2.0], divergence="Jensen-Shannon")
+
+# Forward extra positional arguments to the CDF callable
+def norm_cdf_given_mu(x, par, mu):
+    return ppidest.normal_cdf(x, [mu, par[0]])
+
+ppid = ppidest.PPID(xs, norm_cdf_given_mu)
+res = ppid.find_min_div([1.0, 2.0], args=(0.0,))   # scale only, mu fixed
+```
+```
+
+## Background
+
+For a sorted sample `x_(1) <= ... <= x_(n)` a plotting position assigns a
+probability to the i-th order statistic:
+
+```
+p_i = (i - alpha) / (n + 1 - alpha - beta)
+```
+
+`alpha` and `beta` are fixed by the chosen scheme:
+
+| Scheme       | alpha | beta |
+|--------------|-------|------|
+| Weibull      | 0.0   | 0.0  |
+| median       | 0.3   | 0.3  |
+| Gringorten   | 0.44  | 0.44 |
+| Hazen        | 0.5   | 0.5  |
+
+Ties are aggregated so each unique value carries the summed probability
+of the order statistics sharing it, and the support is augmented with two
+boundary bins at `0` and `1`.  The result is an empirical probability
+vector `d*` (the "empirical gaps").  A candidate distribution with
+parameters `θ` gives model gaps
+
+```
+dd_j(θ) = F(x_j; θ) - F(x_{j-1}; θ),   with x_0 = -inf, x_{k+1} = +inf
+```
+
+The estimator minimizes an information divergence `D(d* || dd(θ))` over
+`θ`:
+
+- **Kullback-Leibler** —
+  `Σ d* log(d*/dd)`
+- **generalized KL** —
+  `Σ d* log(d*/dd) - d* + dd`
+- **symmetric KL** —
+  `Σ (dd - d*) log(dd/d*)`
+- **Jensen-Shannon** —
+  `½ Σ d* log(d*/m) + dd log(dd/m)`, `m = (d* + dd)/2`
+- **beta** (order `β`) —
+  `Σ d*(d*^(β-1) - dd^(β-1))/(β-1) - (d*^β - dd^β)/β`
+- **power** (index `λ`) —
+  `1/(λ(λ+1)) Σ d*[(d*/dd)^λ - 1]`
+- **Rényi** (order `α`) —
+  `1/(α-1) log Σ d*^α dd^(1-α)`
+
+## Package layout
+
+```
+src/ppidest/
+  distributions.py   distribution cdf/pdf/quantile functions
+                     (normal, GEV, three-parameter Weibull)
+  plotting.py        plotting-position schemes and empirical gaps
+  divergences.py     information divergences between probability vectors
+  estimators.py      ML, PPID estimators
+  __init__.py        public API and legacy calc_* aliases
+```
+
+### Distributions
+
+All distribution functions share the signature `f(x, par)` with
+`par = (loc, scale, shape)` (normal and Weibull parameters differ, see
+their docstrings):
+
+- `normal_cdf`, `normal_pdf`
+- `gev_cdf`, `gev_pdf`, `gev_quantile`, `gev_return_level`
+  (GEV shape `ξ` uses the convention `ξ > 0` → heavy tail)
+- `weibull_cdf`, `weibull_pdf`
+
+### Divergences
+
+`ppidest.kl_divergence`, `kl_generalized_divergence`,
+`kl_symmetric_divergence`, `jensen_shannon_divergence`,
+`beta_divergence(das, ddas, beta)`, `power_divergence(das, ddas, lmbd)`,
+`renyi_divergence(das, ddas, alpha)` — all take the empirical gaps
+`das` and model gaps `ddas` as 1-D arrays.
+
+### Estimators
+
+| Estimator | Objective | Fit method |
+|-----------|-----------|------------|
+| `ML(xs, pdf)`     | negative log-likelihood             | `find_mle`    |
+| `PPID(xs, cdf)`   | chosen information divergence       | `find_min_div` |
+
+Every `find_*` method mirrors the keyword arguments of
+`scipy.optimize.minimize` (`method`, `jac`, `hess`, `bounds`, ...).
+`PPID.find_min_div` accepts `divergence` and, for the parametric
+divergences, `pdiv`.  The parametric divergence arguments are passed as
+singular floats (the pre-1.0 API required a length-one list).
+
+The legacy `calc_gev_cdf`, ... names are exported from the package root as
+aliases for backward compatibility, e.g. `ppidest.calc_gev_cdf` is the
+same object as `ppidest.gev_cdf`.
+
+## Notes on optimization
+
+Nelder–Mead is the default solver because the objective only needs
+CDF evaluation.  During the search the parameters may leave the support
+of the distribution, producing `NaN`; these evaluations are harmless and
+the corresponding warnings are suppressed inside the distribution and
+divergence functions.  Careful initial values (e.g. from the method of
+moments) are recommended for the scale and shape parameters.

ppidest-0.1.0/pyproject.toml

@@ -0,0 +1,41 @@
+[project]
+name = "ppidest"
+version = "0.1.0"
+description = "Plotting Position-Information Divergence framework for parameter estimation of univariate distributions"
+readme = "README.md"
+requires-python = ">=3.13"
+license = "MIT"
+keywords = [
+    "statistics",
+    "parameter-estimation",
+    "information-divergence",
+    "plotting-positions",
+    "extremes",
+]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Science/Research",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Scientific/Engineering :: Mathematics",
+]
+dependencies = [
+    "numpy>=2.5.3",
+    "scipy>=1.18.1",
+]
+
+[[project.authors]]
+name = "Takuya Kawanishi"
+email = "takuya@exanalytics.sakura.ne.jp"
+
+[project.scripts]
+ppidest = "ppidest:main"
+
+[project.urls]
+Repository = "https://codeberg.org/takuya_kawanishi/ppidest"
+Homepage = "https://codeberg.org/takuya_kawanishi/ppidest"
+
+[build-system]
+requires = ["uv_build>=0.12.10,<0.13.0"]
+build-backend = "uv_build"

ppidest-0.1.0/pyproject.toml.orig

@@ -0,0 +1,34 @@
+[project]
+name = "ppidest"
+version = "0.1.0"
+description = "Plotting Position-Information Divergence framework for parameter estimation of univariate distributions"
+readme = "README.md"
+requires-python = ">=3.13"
+license = "MIT"
+authors = [
+    { name = "Takuya Kawanishi", email = "takuya@exanalytics.sakura.ne.jp" },
+]
+keywords = ["statistics", "parameter-estimation", "information-divergence", "plotting-positions", "extremes"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Science/Research",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Scientific/Engineering :: Mathematics",
+]
+dependencies = [
+    "numpy>=2.5.3",
+    "scipy>=1.18.1",
+]
+
+[project.scripts]
+ppidest = "ppidest:main"
+
+[project.urls]
+Repository = "https://codeberg.org/takuya_kawanishi/ppidest"
+Homepage = "https://codeberg.org/takuya_kawanishi/ppidest"
+
+[build-system]
+requires = ["uv_build>=0.12.10,<0.13.0"]
+build-backend = "uv_build"

ppidest-0.1.0/src/ppidest/__init__.py

@@ -0,0 +1,199 @@
+"""Plotting Position-Information Divergence (PPID) framework.
+
+Parameter estimation for univariate distributions based on discretizing
+the cumulative distribution function with plotting positions and
+minimizing information divergences against the empirical gaps.
+
+Public API
+----------
+- Distributions: :func:`normal_cdf`, :func:`normal_pdf`, :func:`gev_cdf`,
+  :func:`gev_pdf`, :func:`gev_quantile`, :func:`gev_return_level`,
+  :func:`weibull_cdf`, :func:`weibull_pdf`.
+- Plotting positions: :func:`plotting_positions`.
+- Divergences: :func:`kl_divergence`, :func:`kl_generalized_divergence`,
+  :func:`kl_symmetric_divergence`, :func:`jensen_shannon_divergence`,
+  :func:`beta_divergence`, :func:`power_divergence`,
+  :func:`renyi_divergence`.
+- Estimators: :class:`ML`, :class:`PPID`
+  and the convenience wrapper :func:`find_ppid_min`.
+
+The ``calc_*`` names from earlier releases are re-exported here as
+backward-compatible aliases (e.g. :data:`calc_gev_cdf`).
+
+Command line
+------------
+The ``ppidest`` console script fits a distribution to sample values given
+on the command line::
+
+    ppidest 0.38 0.51 1.44 2.14
+    ppidest 0.38 0.51 1.44 2.14 --distribution normal
+    ppidest 0.38 0.51 1.44 2.14 --plotting-position Weibull \\
+        --information-divergence "Jensen-Shannon"
+"""
+
+import argparse
+
+import numpy as np
+
+from .distributions import (
+    gev_cdf,
+    gev_pdf,
+    gev_quantile,
+    gev_return_level,
+    normal_cdf,
+    normal_pdf,
+    weibull_cdf,
+    weibull_pdf,
+    calc_gev_cdf,
+    calc_gev_pdf,
+    calc_gev_quantile,
+    calc_norm_cdf,
+    calc_norm_pdf,
+    calc_return_level_gev,
+    calc_weibull_cdf,
+    calc_weibull_pdf,
+)
+from .divergences import (
+    beta_divergence,
+    jensen_shannon_divergence,
+    kl_divergence,
+    kl_generalized_divergence,
+    kl_symmetric_divergence,
+    power_divergence,
+    renyi_divergence,
+)
+from .estimators import (
+    ML,
+    PPID,
+    DIVERGENCE_NAMES,
+    find_ppid_min,
+)
+from .plotting import (
+    PLOTTING_POSITIONS,
+    plotting_position_coefficients,
+    plotting_positions,
+)
+
+__version__ = "0.1.0"
+
+__all__ = [
+    # distributions
+    "normal_cdf", "normal_pdf",
+    "gev_cdf", "gev_pdf", "gev_quantile", "gev_return_level",
+    "weibull_cdf", "weibull_pdf",
+    # plotting positions
+    "PLOTTING_POSITIONS", "plotting_position_coefficients",
+    "plotting_positions",
+    # divergences
+    "kl_divergence", "kl_generalized_divergence", "kl_symmetric_divergence",
+    "jensen_shannon_divergence", "beta_divergence", "power_divergence",
+    "renyi_divergence",
+    # estimators
+    "ML", "PPID", "find_ppid_min",
+    # legacy aliases
+    "calc_norm_cdf", "calc_norm_pdf",
+    "calc_gev_cdf", "calc_gev_pdf", "calc_gev_quantile",
+    "calc_return_level_gev", "calc_weibull_cdf", "calc_weibull_pdf",
+]
+
+
+#: Name of the parameter vector entry for each supported distribution.
+_PARAMETER_NAMES = {
+    "gev": ("loc", "scale", "shape"),
+    "normal": ("loc", "scale"),
+    "weibull": ("threshold", "scale", "shape"),
+}
+
+#: CDF callable for each supported distribution.
+_DISTRIBUTIONS = {
+    "gev": gev_cdf,
+    "normal": normal_cdf,
+    "weibull": weibull_cdf,
+}
+
+
+def _initial_parameters(name, xs):
+    """Return a sensible parameter guess derived from the sample."""
+    loc = float(np.mean(xs))
+    scale = float(np.std(xs))
+    if name == "normal":
+        return [loc, scale]
+    if name == "gev":
+        return [loc, scale, 0.0]
+    # three-parameter Weibull: threshold below the minimum observation,
+    # scale on the order of the observed range.
+    mn, mx = float(xs.min()), float(xs.max())
+    threshold = mn - 0.1 * (mx - mn) - 1e-9
+    return [threshold, (mx - mn) + 1e-9, 2.0]
+
+
+def main(argv=None):
+    """Console entry point: fit a distribution to command-line sample data.
+
+    The parameters are fitted with the :class:`PPID` estimator using the
+    plotting position and information divergence given by
+    ``--plotting-position`` (default ``Hazen``) and
+    ``--information-divergence`` (default ``Kullback-Leibler``).
+    """
+    parser = argparse.ArgumentParser(
+        prog="ppidest",
+        description="Fit a univariate distribution by minimizing an "
+                    "information divergence between plotting-position "
+                    "empirical gaps and the candidate CDF gaps.")
+    parser.add_argument(
+        "xs", type=float, nargs="+", metavar="x",
+        help="sample values to fit")
+    parser.add_argument(
+        "-d", "--distribution", choices=sorted(_DISTRIBUTIONS),
+        default="gev",
+        help="distribution family to fit (default: gev)")
+    parser.add_argument(
+        "-p", "--plotting-position", choices=sorted(PLOTTING_POSITIONS),
+        default="Hazen",
+        help="plotting-position scheme (default: Hazen)")
+    parser.add_argument(
+        "-i", "--information-divergence", choices=sorted(DIVERGENCE_NAMES),
+        default="Kullback-Leibler",
+        help="information divergence to minimize (default: "
+             "Kullback-Leibler)")
+    parser.add_argument(
+        "--pdiv", type=float, default=0.5, metavar="VALUE",
+        help="order/index parameter for the beta, power or Renyi "
+             "divergences (default: 0.5)")
+    parser.add_argument(
+        "--initial", type=float, nargs="+", metavar="PAR",
+        help="initial parameters, overriding the data-driven defaults "
+             "(e.g. '--initial 0 1 0.25' for GEV)")
+    parser.add_argument(
+        "--version", action="version", version=f"%(prog)s {__version__}")
+    args = parser.parse_args(argv)
+
+    xs = np.asarray(args.xs)
+    if xs.size < 2:
+        parser.error("at least two sample values are required")
+
+    name = args.distribution
+    cdf = _DISTRIBUTIONS[name]
+    par_names = _PARAMETER_NAMES[name]
+    if args.initial is not None:
+        if len(args.initial) != len(par_names):
+            parser.error(
+                f"--initial must provide {len(par_names)} values for "
+                f"{name} ({', '.join(par_names)})")
+        par_0 = list(args.initial)
+    else:
+        par_0 = _initial_parameters(name, xs)
+
+    res = PPID(xs, cdf, plotposition=args.plotting_position,
+               divergence=args.information_divergence).find_min_div(
+                   par_0, pdiv=args.pdiv)
+
+    header = ("distribution", "plotting position", "information divergence")
+    values = (name, args.plotting_position, args.information_divergence)
+    for key, value in zip(header, values):
+        print(f"{key:26s}: {value}")
+    for pname, pvalue in zip(par_names, res.x):
+        print(f"{pname:26s}: {pvalue:.6g}")
+    print(f"{'minimum divergence':26s}: {res.fun:.6g}")
+    print(f"{'converged':26s}: {res.success}")
+    return res