generalizedInverseGaussianEstimate

Estimates parameters of the generalized inverse Gaussian distribution.

  1. Tuple!(T, "lambda", T, "chi", T, "psi") generalizedInverseGaussianEstimate(T[] sample, T relTolerance, T absTolerance)
  2. Tuple!(T, "lambda", T, "chi", T, "psi") generalizedInverseGaussianEstimate(T[] sample, T[] weights, T relTolerance, T absTolerance)
  3. Tuple!(T, "lambda", T, "chi", T, "psi") generalizedInverseGaussianEstimate(GeneralizedInverseGaussinStatistic!T stat, T relTolerance, T absTolerance)
    Tuple!(T, "lambda", T, "chi", T, "psi")
    generalizedInverseGaussianEstimate
    (
    T
    )
    (,
    in T relTolerance = sqrt(T.epsilon)
    ,
    in T absTolerance = sqrt(T.epsilon)
    )
    if (
    isFloatingPoint!T
    )

Parameters

stat GeneralizedInverseGaussinStatistic!T

GIG statistica.

relTolerance