Statistics.GammaFit Method ([In] TVec, out double, out double, double[], double[], int, double, double)

Calculate parameters for Gamma distributed values.

Syntax

Visual Basic

public static void GammaFit([In] TVec X, out double A, out double B, ref double[] PCIA, ref double[] PCIB, int MaxIter, double Tolerance, double Alpha);

Parameters

Parameters	Description
[In] TVec X	Stores data which is assumed to be Gamma distributed.
out double A	Return Gamma distribution parameter estimator A.
out double B	Return Gamma distribution parameter estimator B.
ref double[] PCIA	A (1-Alpha)*100 percent confidence interval.
ref double[] PCIB	B (1-Alpha)*100 percent confidence interval.
int MaxIter	Maximum number of iterations needed for deriving a and b.
double Tolerance	Defines the acceptable tolerance for calculating a and b.
double Alpha	Confidence interval percentage.

See Also

RandomGamma, GammaStat

Example

The following example generates 100 random Gamma distributed values and then uses GammaFit routine to extract used a and b parameters

using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples; { private void Example() { Vector vec1 = new Vector(0); // first, generate 1000 randomly gamma distributed // numbers with parameters a=0.5 and b =1.2 vec1.Size(1000, false); StatRandom.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; double[] CIA = new double[2]; double[] CIB = new double[2]; Statistics.GammaFit(vec1, out resA, out resB, out CIA, out CIB, 400, 1e-4, 0.05); } }

Group

GammaFit Method

Links

Statistics Class, Statistics Members, Dew.Stats.Units Namespace, GammaFit Method, Example, See Also

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