Packages

c

scalation.stat

GoodnessOfFit_CS2

class GoodnessOfFit_CS2 extends Error

The GoodnessOfFit_CS2 class is used to fit data to probability distributions. Suggestions: each interval should have 'E_i = n*p_i >= 5' and intervals >= sqrt (n). It uses the Chi-square goodness of fit test with equal probability intervals.

See also

www.eg.bucknell.edu/~xmeng/Course/CS6337/Note/master/node66.html Compute the following for each interval and sum over all intervals. (O_i - E_i)^2 / E_i where O_i and E_i are the observed and expected counts for interval 'i', respectively.

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Instance Constructors

  1. new GoodnessOfFit_CS2(d: VectorD, dmin: Double, dmax: Double, iCDF: Distribution, parms: Parameters = null, intervals: Int = 10, makeStandard: Boolean = true)

    d

    the sample data points

    dmin

    the minimum value for d

    dmax

    the maximum value for d

    iCDF

    the inverse Cumulative Distribution Function

    parms

    the parameters for the ICDF

    intervals

    the number of intervals for the data's histogram

    makeStandard

    whether to transform the data to zero mean and unit standard deviation

Value Members

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  7. def equalProbabilityInterval(intervals: Int): VectorD

    Determine the interval end-point values for the "equal probability" interval case.

    Determine the interval end-point values for the "equal probability" interval case.

    intervals

    the number of intervals

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  10. def fit(met: Metric = pearson): Boolean

    Perform a Chi-square goodness of fit test, matching the histogram of the given data 'd' with the random variable's probability function pf (pdf).

    Perform a Chi-square goodness of fit test, matching the histogram of the given data 'd' with the random variable's probability function pf (pdf).

    met

    the discrepancy metric to use (defaults to pearson)

  11. final def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

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