Package-level declarations

Types

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data class BootStrapResults(val totalMSE: Double, val totalBias: Double, val totalVariance: Double, val estimates: Map<String, BootstrapEstimate>)

Holds information from the parameter bootstrapping process.

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class ContinuousCDFGoodnessOfFit(data: DoubleArray, val distribution: ContinuousDistributionIfc, numEstimatedParameters: Int = 1, breakPoints: DoubleArray = suggestBreakPoints(data, distribution)) : DistributionGOF
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open class DiscretePMFGoodnessOfFit(data: DoubleArray, val distribution: DiscretePMFInRangeDistributionIfc, numEstimatedParameters: Int = 1, breakPoints: DoubleArray = PMFModeler.makeZeroToInfinityBreakPoints(data.size, distribution)) : DistributionGOF, DiscreteDistributionGOFIfc
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abstract class DistributionGOF(val data: DoubleArray, val numEstimatedParameters: Int = 1, breakPoints: DoubleArray) : DistributionGOFIfc
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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.

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Can be used to indicate if the recommended distribution should be based on the MODA scoring model or the first rank frequency across metrics.

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interface PDFData

The sample-level data a continuous distribution-fitting report needs for its exploratory-data sections (statistics, box plot, histogram, shift analysis).

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interface PDFFitData

The per-fitted-distribution data a continuous fitting report needs: identity and scoring summary, the fitted distribution and the (possibly shifted) data used for goodness-of-fit, the fit-diagnostic plot bundle, and the bootstrap parameter-estimate summaries.

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class PDFModeler(observations: DoubleArray, scoringModels: Set<PDFScoringModel> = defaultScoringModels) : PDFData
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data class PDFModelingResults(val estimationResults: List<EstimationResult>, val scoringResults: List<ScoringResult>, val evaluationModel: AdditiveMODAModel)

Holds all the results from the PDF modeling process.

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interface PMFData

The sample-level data a discrete distribution-fitting report needs for its exploratory-data sections (statistics, integer-frequency distribution, dispersion analysis).

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interface PMFFitData

The per-fit data a discrete fitting report needs: the chi-squared goodness-of-fit object and the integer data used for the empirical-vs- theoretical PMF comparison plot.

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class PMFModeler(data: IntArray) : PMFData
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data class PoissonDispersionResult(val indexOfDispersion: Double, val testStatistic: Double, val degreesOfFreedom: Int, val upperPValue: Double, val lowerPValue: Double, val twoSidedPValue: Double)

The result of a Poisson dispersion test (see DiscretePMFGoodnessOfFit.poissonDispersionTest): the index of dispersion, the test statistic T, its degrees of freedom (n−1), and the upper, lower, and two-sided p-values referred to a chi-squared distribution.

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class PoissonGoodnessOfFit(data: DoubleArray, mean: Double, numEstimatedParameters: Int = 1, breakPoints: DoubleArray = PMFModeler.makeZeroToInfinityBreakPoints(data.size, Poisson(mean))) : DiscretePMFGoodnessOfFit
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data class ScoringResult(val name: String, val distribution: ContinuousDistributionIfc, val estimationResult: EstimationResult, val rvType: RVParametersTypeIfc, val scores: List<Score>) : Comparable<ScoringResult>

The natural ordering is descending by weighted value. That is scoring results with higher weighted value are considered better (more value is better). The weighted value will be a number within 0,1. Thus, a natural sort will cause elements with higher value to be first in the list. If there are no values, then the weighted value will be zero. The weighting is determined by the scoring method.

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data class ShiftedData(val shift: Double, val shiftedData: DoubleArray)

Functions

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fun main()
fun main()
fun main()
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