Metalog
data class MetalogFeasibilityResult(val feasible: Boolean, val minimumDerivative: Double, val worstProbability: Double)(source)
The outcome of a metalog feasibility check.
When the coefficients are not feasible, the worst probability locates where the quantile function was least increasing. That is worth surfacing, because it explains why a parameter estimation failed and indicates which tail is responsible.
Parameters
feasible
true when the quantile derivative was strictly positive everywhere checked
minimum
the smallest quantile derivative found
worst
the probability at which the smallest derivative occurred