fitdistr.core — generateme/fitdistr 1.0.4

Distribution fitting using MLE, MGE and QME methods.

->distribution clj

(->distribution distr)

Return distribution object

->seq clj

(->seq d)

(->seq d n)

Return sequence of random values

bootstrap clj

(bootstrap method distribution data)

(bootstrap method
           distribution
           data
           {:keys [size samples ci-type all-params? assert?]
            :or {samples 100
                 size (m/constrain (* 0.1 (count data)) 100 5000)
                 ci-type :mad-median
                 all-params? false
                 assert? true}
            :as all})

Bootstrapped version of fitting.

Parameters are the same as fit

Additional parameters:

• :samples - number of bootstrapped sequences (default: 100)
• :size - number of samples in each sequence (default: 10% of data, minimum 100, maximum 5000 samples)
• :ci-type - confidence interval type (default: :mad-median)
• :all-params? - fitted parameters for each sequence (default: false)

cdf clj

(cdf d v)

(cdf d v1 v2)

Cumulative probability.

distribution clj multimethod

distribution-id clj

(distribution-id d)

Distribution identifier as keyword.

distribution-parameters clj

(distribution-parameters d)

(distribution-parameters d all?)

Distribution highest supported value. When all? is true, technical parameters are included, ie: :rng and :inverser-cumm-accuracy.

drandom clj

(drandom d)

Return random double

fit clj

(fit method distribution data)

(fit method distribution data {:keys [assert?] :or {assert? true} :as all})

Fit distribution using given method

• :mle - log likelihood
• :ad - Anderson-Darling
• :adr, :adl, :ad2r, :ad2l and :ad2 - Anderson-Darling variants
• :ks - Kolmogorov-Smirnov
• :cvm - Cramer-von-Mises
• :qme - quantile matching estimation.
• :mme - method of moments (modified)
• :mps - maximum product of spacing estimation

For QME additional parameters can be provided:

• quantiles - list of quantiles used to match or number of uniformly distributed (default: 50).
• strategy - quantile calculation strategy (default: :legacy).

More about strategies:

• https://generateme.github.io/fastmath/fastmath.stats.html#var-estimation-strategies-list
• http://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/org/apache/commons/math3/stat/descriptive/rank/Percentile.EstimationType.html

Other parameters and distribution names see README

icdf clj

(icdf d v)

Inverse cumulative probability

infer clj

(infer distribution data)

(infer distribution data {:keys [assert?] :or {assert? true} :as params})

Infer parameters computationally

irandom clj

(irandom d)

Return random integer

likelihood clj

(likelihood d vs)

Likelihood of samples

log-likelihood clj

(log-likelihood d vs)

Log likelihood of samples

lower-bound clj

(lower-bound d)

Distribution lowest supported value

lpdf clj

(lpdf d v)

Log density

lrandom clj

(lrandom d)

Return random long

mean clj

(mean d)

Distribution mean

observe clj macro

(observe d vs)

Log likelihood of samples. Alias for log-likelihood.

observe1 clj

(observe1 d v)

Log of probability/density of the value. Alias for lpdf.

pdf clj

(pdf d v)

Density

probability clj

(probability d v)

Probability (PMF)

sample clj

(sample d)

Random sample

set-seed! clj

(set-seed! d seed)

Set seed of the distribution, returns distribution object

upper-bound clj

(upper-bound d)

Distribution highest supported value

variance clj

(variance d)

Distribution variance