| public Fit ( double observations, double weights ) : IDistribution | ||
| observations | double | /// The array of observations to fit the model against. /// |
| weights | double | /// The weight vector containing the weight for each of the samples. /// |
| return | IDistribution | |
public override IDistribution Fit(double[] observations, double[] weights)
{
// Compute weighted mean
double mean = observations.Mean(weights);
// Compute weighted variance
double variance = Tools.Variance(observations, mean, weights);
return new NormalDistribution(mean, variance);
}
/// <summary>
/// Estimates a new Normal distribution from a given set of observations.
/// </summary>
///
public static NormalDistribution Estimate(double[] observations, double[] weights, NormalOptions options)
{
NormalDistribution n = new NormalDistribution();
n.Fit(observations, weights, options);
return(n);
}
