LognormalMLEParameterEstimator

Takes the natural logarithm of the data and then estimates the mean and variance of the associated normal distribution. Then the parameters are converted to the mean and variance of the lognormal distribution. The supplied data must be strictly positive and their must be at least 2 observations.

Properties

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open override val checkRange: Boolean = true

Indicates if the estimator requires that the range of the data be checked for a shift before the estimation process.

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open override val id: Int
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open override var label: String?
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open override val name: String
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open override val names: List<String>

The name to associate with each dimension of the array that is returned by estimate(). The names should be unique. The order of the list of names should match the order of elements in the returned array.

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open override val rvType: RVParametersTypeIfc

The type of random variable for which this estimator estimates parameters.

Functions

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open override fun estimate(data: DoubleArray): DoubleArray

If the estimation process is not successful, then an empty array is returned.

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open override fun estimateParameters(data: DoubleArray, statistics: StatisticIfc): EstimationResult

Estimates the parameters associated with some distribution. The returned EstimationResult needs to be consistent with the intent of the desired distribution. Note the meaning of the fields associated with EstimationResult