Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void GammaFit(TVec *X, double &A, double &B, int MaxIter = 500, double Tolerance = 1E-8); | Calculate parameters for Gamma distributed values using MLE. |
| 2 | void GammaFit(TVec *X, double &A, double &B, DewArray<double> &PCIA, DewArray<double> &PCIB, int MaxIter = 500, double Tolerance = 1E-8, double Alpha = 0.05); | Calculate parameters for Gamma distributed values. |
Overload 1: void GammaFit(TVec *X, double &A, double &B, int MaxIter = 500, double Tolerance = 1E-8);
Calculate parameters for Gamma distributed values using MLE.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | X | TVec * | |
| 2 | A | double & | |
| 3 | B | double & | |
| 4 | MaxIter = 500 | int | |
| 5 | Tolerance = 1E-8 | double |
Examples
#include "MtxExpr.h"
#include "Units.StatRandom.h"
#include "Units.Statistics.h"
using namespace Dew;
using namespace Dew::Math;
using namespace Dew::Stats;
using namespace Dew::Stats::Units::StatRandom;
using namespace Dew::Stats::Units::Statistics;
void Example()
{
Vector vec1;
double resA, resB;
DewArray<double> CIA(2), CIB(2);
// first, generate 1000 randomly gamma distributed
// numbers with parameters a=0.5 and b =1.2
vec1.Size(1000);
RandomGamma(0.5,1.2,vec1);
// Now extract the a,b and their 95% confidence intervals.
// Use at max 400 iterations and tolerance 0.0001
GammaFit(vec1,resA,resB,CIA,CIB,400,1e-4);
}Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler
Overload 2: void GammaFit(TVec *X, double &A, double &B, DewArray<double> &PCIA, DewArray<double> &PCIB, int MaxIter = 500, double Tolerance = 1E-8, double Alpha = 0.05);
Calculate parameters for Gamma distributed values.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | X | TVec * | Stores data which is assumed to be Gamma distributed. |
| 2 | A | double & | Return Gamma distribution parameter estimator A. |
| 3 | B | double & | Return Gamma distribution parameter estimator B. |
| 4 | PCIA | DewArray<double> & | A (1-Alpha)*100 percent confidence interval. |
| 5 | PCIB | DewArray<double> & | B (1-Alpha)*100 percent confidence interval. |
| 6 | MaxIter = 500 | int | Maximum number of iterations needed for deriving a and b. |
| 7 | Tolerance = 1E-8 | double | Defines the acceptable tolerance for calculating a and b. |
| 8 | Alpha = 0.05 | double | Confidence interval percentage. |
Examples
#include "MtxExpr.h"
#include "Units.StatRandom.h"
#include "Units.Statistics.h"
using namespace Dew;
using namespace Dew::Math;
using namespace Dew::Stats;
using namespace Dew::Stats::Units::StatRandom;
using namespace Dew::Stats::Units::Statistics;
void Example()
{
Vector vec1(0);
// first, generate 1000 randomly gamma distributed
// numbers with parameters a=0.5 and b =1.2
vec1.Size(1000, false);
RandomGamma(0.5, 1.2, vec1, -1);
// Now extract the a,b and their 95% confidence intervals.
// Use at max 400 iterations and tolerance 0.0001
double resA, resB;
DewArray<double> CIA(2);
DewArray<double> CIB(2);
GammaFit(vec1, resA, resB, CIA, CIB, 400, 1e-4, 0.05);
}See Also: RandomGamma, GammaStat
Declared in Dew::Stats::Units::Statistics · Dew.Stats/Units.Statistics.h · Cross-compiler