SampleMaximumLikelihoodFit Method

Performs a maximum likelihood fit.

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

Syntax

public DistributionFitResult<ContinuousDistribution> MaximumLikelihoodFit(
	Func<IReadOnlyList<double>, ContinuousDistribution> factory,
	IReadOnlyList<double> start
)

Public Function MaximumLikelihoodFit ( 
	factory As Func(Of IReadOnlyList(Of Double), ContinuousDistribution),
	start As IReadOnlyList(Of Double)
) As DistributionFitResult(Of ContinuousDistribution)

public:
DistributionFitResult<ContinuousDistribution^>^ MaximumLikelihoodFit(
	Func<IReadOnlyList<double>^, ContinuousDistribution^>^ factory, 
	IReadOnlyList<double>^ start
)

member MaximumLikelihoodFit : 
        factory : Func<IReadOnlyList<float>, ContinuousDistribution> * 
        start : IReadOnlyList<float> -> DistributionFitResult<ContinuousDistribution>

Parameters

factory: Type: SystemFuncIReadOnlyListDouble, ContinuousDistribution
A function that returns a distribution when given its defining parameters.
start: Type: System.Collections.GenericIReadOnlyListDouble
An initial guess for the defining parameters.

Return Value

Type: DistributionFitResultContinuousDistribution
The result of the fit, containing the parameters that result in the best fit, covariance matrix among those parameters, and a test of the goodness of fit.

Reference

Sample Class

Meta.Numerics.Statistics Namespace

Other Resources

http://en.wikipedia.org/wiki/Maximum_likelihood

SampleAddLanguageSpecificTextSet("LSTA77BEC25_0?cpp=::|nu=.");MaximumLikelihoodFit Method

Parameters

Return Value

Reference

Other Resources

SampleMaximumLikelihoodFit Method