UnivariateMaximumLikelihoodFit 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.GenericIReadOnlyListDouble
The sample. - factory
- Type: SystemFuncIReadOnlyDictionaryString, Double, ContinuousDistribution
A delegate that creates a distribution given its parameters. - start
- Type: System.Collections.GenericIReadOnlyDictionaryString, Double
An initial guess at the parameter values.
Return Value
Type:
DistributionFitResultContinuousDistributionThe best fit parameters.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
IReadOnlyListDouble. 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).
See Also