The Pearson Type III SPI runs at least a magnitude slower than does the SPI using a Gamma transform/fitting. Profile using the Kern profiler and/or other tools (Understand?) to identify the "hot" functions so these can be rewritten in C or optimized in other ways.
We previously added code to compute Pearson fitting using a scipy module, this can be revisited to see if it will improve performance while providing equivalent computations.
The Pearson Type III SPI runs at least a magnitude slower than does the SPI using a Gamma transform/fitting. Profile using the Kern profiler and/or other tools (Understand?) to identify the "hot" functions so these can be rewritten in C or optimized in other ways.