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.

Linear Supertypes
Error, AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. GoodnessOfFit_CS2
  2. Error
  3. AnyRef
  4. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. Protected

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

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##: Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native() @HotSpotIntrinsicCandidate()
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  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

  8. def equals(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef → Any
  9. 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)

  10. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  11. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  12. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  13. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  14. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  15. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  16. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  17. final def synchronized[T0](arg0: => T0): T0
    Definition Classes
    AnyRef
  18. def toString(): String
    Definition Classes
    AnyRef → Any
  19. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  20. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()
  21. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable]) @Deprecated
    Deprecated

Inherited from Error

Inherited from AnyRef

Inherited from Any

Ungrouped