import std.range; import std.random; import atmosphere.random; import atmosphere.likelihood; auto length = 1000; auto lambda = -2.0, eta = 1.4, omega = 2.3; auto rng = Random(1234); auto sample = ProperGeneralizedInverseGaussianSRNG!double(rng, lambda, eta, omega).take(length).array; auto omega1 = properGeneralizedInverseGaussianFixedLambdaEtaEstimate!double(lambda, eta, sample); auto lh0 = properGeneralizedInverseGaussianLikelihood(lambda, eta, omega , sample); auto lh1 = properGeneralizedInverseGaussianLikelihood(lambda, eta, omega1, sample); assert(lh0 <= lh1);
import std.range; import std.random; import atmosphere.random; import atmosphere.likelihood; auto length = 1000; auto lambda = -2.0, eta = 1.4, omega = 2.3; auto rng = Random(1234); auto sample = ProperGeneralizedInverseGaussianSRNG!double(rng, lambda, eta, omega).take(length).array; auto weights = iota(1.0, length + 1.0).array; auto omega1 = properGeneralizedInverseGaussianFixedLambdaEtaEstimate!double(lambda, eta, sample, weights); auto lh0 = properGeneralizedInverseGaussianLikelihood(lambda, eta, omega , sample, weights); auto lh1 = properGeneralizedInverseGaussianLikelihood(lambda, eta, omega1, sample, weights); assert(lh0 <= lh1);
atmosphere.params
Estimates parameter omega of the proper generalized inverse Gaussian distribution for fixed lambda and eta.