Calculate parameter for Student-T distributed values.
procedure StudentFit(const X: TVec; out Nu: Integer; MaxIter: Integer = 500; Tolerance: double = 1e-8);
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Parameters |
Description |
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X |
Stores data which is assumed to follow Student-T distribution. |
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Nu |
Return Student-T distribution parameter estimator Nu. |
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MaxIter |
Maximum number of iterations needed for deriving a, b and d. |
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Tolerance |
Defines the acceptable tolerance for calculating a and b. |
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