Package jdistlib.finance

Class DistributionFit

java.lang.Object

jdistlib.finance.DistributionFit

public final class DistributionFit
extends Object

Bounded MLE/MAP fitting with censored and interval observations.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	DistributionFit.CalibrationLoss
static interface	DistributionFit.LogPrior
static final class	DistributionFit.Observation
static interface	DistributionFit.ParametricFamily
static final class	DistributionFit.Result

Method Summary

Modifier and Type	Method	Description
static DistributionFit.Result	fit(DistributionFit.Observation[] observations, DistributionFit.ParametricFamily family, double[] initial, DistributionFit.LogPrior prior, DistributionFit.CalibrationLoss calibrationLoss, int maximumIterations, double tolerance)
static DistributionFit.Result	maximumLikelihood(DistributionFit.Observation[] observations, DistributionFit.ParametricFamily family, double[] initial)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

maximumLikelihood

public static DistributionFit.Result maximumLikelihood(DistributionFit.Observation[] observations,
 DistributionFit.ParametricFamily family,
 double[] initial)

fit

public static DistributionFit.Result fit(DistributionFit.Observation[] observations,
 DistributionFit.ParametricFamily family,
 double[] initial,
 DistributionFit.LogPrior prior,
 DistributionFit.CalibrationLoss calibrationLoss,
 int maximumIterations,
 double tolerance)