Univariate.MaximumLikelihoodFit Method

Finds the parameters that make an arbitrary, parameterized distribution best fit the sample.

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4

Syntax

public static DistributionFitResult<ContinuousDistribution> MaximumLikelihoodFit(
	this IReadOnlyList<double> sample,
	Func<IReadOnlyDictionary<string, double>, ContinuousDistribution> factory,
	IReadOnlyDictionary<string, double> start
)

<ExtensionAttribute>
Public Shared Function MaximumLikelihoodFit ( 
	sample As IReadOnlyList(Of Double),
	factory As Func(Of IReadOnlyDictionary(Of String, Double), ContinuousDistribution),
	start As IReadOnlyDictionary(Of String, Double)
) As DistributionFitResult(Of ContinuousDistribution)

public:
[ExtensionAttribute]
static DistributionFitResult<ContinuousDistribution^>^ MaximumLikelihoodFit(
	IReadOnlyList<double>^ sample, 
	Func<IReadOnlyDictionary<String^, double>^, ContinuousDistribution^>^ factory, 
	IReadOnlyDictionary<String^, double>^ start
)

[<ExtensionAttribute>]
static member MaximumLikelihoodFit : 
        sample : IReadOnlyList<float> * 
        factory : Func<IReadOnlyDictionary<string, float>, ContinuousDistribution> * 
        start : IReadOnlyDictionary<string, float> -> DistributionFitResult<ContinuousDistribution>

Parameters

sample: Type: System.Collections.Generic.IReadOnlyList<Double>
The sample.
factory: Type: System.Func<IReadOnlyDictionary<String, Double>, ContinuousDistribution>
A delegate that creates a distribution given its parameters.
start: Type: System.Collections.Generic.IReadOnlyDictionary<String, Double>
An initial guess at the parameter values.

Return Value

Type: DistributionFitResult<ContinuousDistribution>
The best fit parameters.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyList<Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Reference

Univariate Class

Meta.Numerics.Statistics Namespace

Univariate.AddLanguageSpecificTextSet("LST667F1223_0?cpp=::|nu=.");MaximumLikelihoodFit Method

Parameters

Return Value

Usage Note

Reference

Univariate.MaximumLikelihoodFit Method