KSLCore/ksl.utilities.distributions.fitting.estimators/NegBinomialMOMParameterEstimator

NegBinomialMOMParameterEstimator

object NegBinomialMOMParameterEstimator : ParameterEstimatorIfc, MVBSEstimatorIfc, IdentityIfc

Estimates the probability of success (p) and number of successes (r) until the trials stop for the negative binomial distribution based on the method of moments. The data must not contain negative values. The estimation process assumes that the supplied data are integer valued counts over the range {0,1,2,...}. That is this parameterization represents the number of failures until the rth success. To ensure moment matching, the estimation process does not ensure that r is integer valued.

Properties

Link copied to clipboard
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.

Link copied to clipboard
open override val id: Int
Link copied to clipboard
open override var label: String?
Link copied to clipboard
open override val name: String
Link copied to clipboard
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.

Link copied to clipboard
open override val rvType: RVParametersTypeIfc

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

Functions

Link copied to clipboard
open override fun estimate(data: DoubleArray): DoubleArray

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

Link copied to clipboard
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