EstimationResult

class EstimationResult(val originalData: DoubleArray, var statistics: StatisticIfc, var shiftedData: ShiftedData? = null, val parameters: RVParameters? = null, var message: String? = null, var success: Boolean, val estimator: MVBSEstimatorIfc)

A data class to hold information from a parameter estimation algorithm. In general the algorithm may fail due to data or numerical computation issues. The parameters may be null because of such issues; however, there may be cases where the parameters are produced but the algorithm still considers the process a failure as indicated in the success field. The string message allows a general diagnostic explanation of success, failure, or other information about the estimation process. In the case of uni-variate distributions, there may be a shift parameter estimated on shiftedData in order to handle data that has a lower range of domain that does not match well with the distribution. The algorithm may compute statistics on the supplied data.

Constructors

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constructor(originalData: DoubleArray, statistics: StatisticIfc, shiftedData: ShiftedData? = null, parameters: RVParameters? = null, message: String? = null, success: Boolean, estimator: MVBSEstimatorIfc)

Properties

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If the original data has been shifted, this returns the shifted data. If the original data has not been shifted, this returns the original data.

Functions

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fun bootstrapParameters(numBootstrapSamples: Int = 399, stream: RNStreamIfc = KSLRandom.nextRNStream()): Map<String, BootstrapEstimate>

Performs the bootstrap sampling of the parameters associated with the estimation result.

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Returns a map containing the double and integer valued parameters from the estimation result.

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Returns an array containing the double and integer valued parameters. The elements of the array are the parameter values based on the order of their names in doubleParameterNames and integerParameterNames. If the parameter is integer value, it is converted to a double value.

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fun percentileBootstrapCI(numBootstrapSamples: Int = 399, level: Double = 0.95, stream: RNStreamIfc = KSLRandom.nextRNStream()): Map<String, Interval>

Returns a map containing the percentile bootstrap confidence intervals for the parameters associated with the estimation result.

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open override fun toString(): String