ENH:stats:Use explicit formula for gamma.fit('mm')

scipy/stats/_continuous_distns.py

@@ -3393,8 +3393,8 @@ def fit(self, data, *args, **kwds):
         floc = kwds.get('floc', None)
         method = kwds.get('method', 'mle')
 
-        if (isinstance(data, CensoredData) or floc is None
-                or method.lower() == 'mm'):
+        if (isinstance(data, CensoredData) or
+                floc is None and method.lower() != 'mm'):
             # loc is not fixed or we're not doing standard MLE.
             # Use the default fit method.
             return super().fit(data, *args, **kwds)
@@ -3407,9 +3407,7 @@ def fit(self, data, *args, **kwds):
 
         _remove_optimizer_parameters(kwds)
 
-        # Special case: loc is fixed.
-
-        if f0 is not None and fscale is not None:
+        if f0 is not None and floc is not None and fscale is not None:
             # This check is for consistency with `rv_continuous.fit`.
             # Without this check, this function would just return the
             # parameters that were given.
@@ -3422,6 +3420,34 @@ def fit(self, data, *args, **kwds):
         if not np.isfinite(data).all():
             raise ValueError("The data contains non-finite values.")
 
+        # Use explicit formulas for mm (gh-19884)
+        if method.lower() == 'mm':
+            m1 = np.mean(data)
+            m2 = np.var(data)
+            m3 = np.mean((data - m1) ** 3)
+            a, loc, scale = f0, floc, fscale
+            # Three unknowns
+            if a is None and loc is None and scale is None:
+                scale = m3 / (2 * m2)
+            # Two unknowns
+            if loc is None and scale is None:
+                scale = np.sqrt(m2 / a)
+            if a is None and scale is None:
+                scale = m2 / (m1 - loc)
+            if a is None and loc is None:
+                a = m2 / (scale ** 2)
+            # One unknown
+            if a is None:
+                a = (m1 - loc) / scale
+            if loc is None:
+                loc = m1 - a * scale
+            if scale is None:
+                scale = (m1 - loc) / a
+            return a, loc, scale
+
+        # Special case: loc is fixed.
+
+        # NB: data == loc is ok if a >= 1; the below check is more strict.
         if np.any(data <= floc):
             raise FitDataError("gamma", lower=floc, upper=np.inf)
 

scipy/stats/tests/test_distributions.py

@@ -4672,6 +4672,41 @@ def test_entropy(self, a, ref, rtol):
 
         assert_allclose(stats.gamma.entropy(a), ref, rtol=rtol)
 
+    @pytest.mark.parametrize("a", [1e-2, 1, 1e2])
+    @pytest.mark.parametrize("loc", [1e-2, 0, 1e2])
+    @pytest.mark.parametrize('scale', [1e-2, 1, 1e2])
+    @pytest.mark.parametrize('fix_a', [True, False])
+    @pytest.mark.parametrize('fix_loc', [True, False])
+    @pytest.mark.parametrize('fix_scale', [True, False])
+    def test_fit_mm(self, a, loc, scale, fix_a, fix_loc, fix_scale):
+        rng = np.random.default_rng(6762668991392531563)
+        data = stats.gamma.rvs(a, loc=loc, scale=scale, size=100,
+                               random_state=rng)
+
+        kwds = {}
+        if fix_a:
+            kwds['fa'] = a
+        if fix_loc:
+            kwds['floc'] = loc
+        if fix_scale:
+            kwds['fscale'] = scale
+        nfree = 3 - len(kwds)
+
+        if nfree == 0:
+            error_msg = "All parameters fixed. There is nothing to optimize."
+            with pytest.raises(ValueError, match=error_msg):
+                stats.halfcauchy.fit(data, method='mm', **kwds)
+            return
+
+        theta = stats.gamma.fit(data, method='mm', **kwds)
+        dist = stats.gamma(*theta)
+        if nfree >= 1:
+            assert_allclose(dist.mean(), np.mean(data))
+        if nfree >= 2:
+            assert_allclose(dist.moment(2), np.mean(data**2))
+        if nfree >= 3:
+            assert_allclose(dist.moment(3), np.mean(data**3))
+
 def test_pdf_overflow_gh19616():
     # Confirm that gh19616 (intermediate over/underflows in PDF) is resolved
     # Reference value from R GeneralizedHyperbolic library