public void Bug7213()
{
Sample s = new Sample();
s.Add(0.00590056, 0.00654598, 0.0066506, 0.00679065, 0.008826);
WeibullFitResult r = WeibullDistribution.FitToSample(s);
}
public static void FitToDistribution()
{
Random rng = new Random(7);
WeibullDistribution distribution = new WeibullDistribution(3.0, 1.5);
List <double> sample = distribution.GetRandomValues(rng, 500).ToList();
WeibullFitResult weibull = sample.FitToWeibull();
Console.WriteLine($"Best fit scale: {weibull.Scale}");
Console.WriteLine($"Best fit shape: {weibull.Shape}");
Console.WriteLine($"Probability of fit: {weibull.GoodnessOfFit.Probability}");
LognormalFitResult lognormal = sample.FitToLognormal();
Console.WriteLine($"Best fit mu: {lognormal.Mu}");
Console.WriteLine($"Best fit sigma: {lognormal.Sigma}");
Console.WriteLine($"Probability of fit: {lognormal.GoodnessOfFit.Probability}");
var result = sample.MaximumLikelihoodFit(parameters => {
return(new WeibullDistribution(parameters["Scale"], parameters["Shape"]));
},
new Dictionary <string, double>()
{
{ "Scale", 1.0 }, { "Shape", 1.0 }
}
);
foreach (Parameter parameter in result.Parameters)
{
Console.WriteLine($"{parameter.Name} = {parameter.Estimate}");
}
}
public void Bug7953()
{
// Fitting this sample to a Weibull caused a NonconvergenceException in the root finder that was used inside the fit method.
// The underlying problem was that our equation to solve involved x^k and k ~ 2000 and (~12)^(~2000) overflows double
// so all the quantities became Infinity and the root-finder never converged. We changed the algorithm to operate on
// w = log x - <log x> which keeps quantities much smaller.
Sample sample = new Sample(
12.824, 12.855, 12.861, 12.862, 12.863,
12.864, 12.865, 12.866, 12.866, 12.866,
12.867, 12.867, 12.868, 12.868, 12.870,
12.871, 12.871, 12.871, 12.871, 12.872,
12.876, 12.878, 12.879, 12.879, 12.881
);
WeibullFitResult result = WeibullDistribution.FitToSample(sample);
Console.WriteLine("{0} {1}", result.Scale, result.Shape);
Console.WriteLine(result.GoodnessOfFit.Probability);
}