WeibullDistributionFit Method

Fits a Weibull distribution to observed data. The scale and shape parameters for the Weibull distribution are estimated and the corresponding Weibull distribution object returned. If the fit is not successful null is returned.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public static WeibullDistribution Fit(
	double[] data,
	IOneVariableDRootFinder rootFinder = null
)

Public Shared Function Fit ( 
	data As Double(),
	Optional rootFinder As IOneVariableDRootFinder = Nothing
) As WeibullDistribution

public:
static WeibullDistribution^ Fit(
	array<double>^ data, 
	IOneVariableDRootFinder^ rootFinder = nullptr
)

static member Fit : 
        data : float[] * 
        ?rootFinder : IOneVariableDRootFinder 
(* Defaults:
        let _rootFinder = defaultArg rootFinder null
*)
-> WeibullDistribution

Parameters

data Double: Observed data.
rootFinder IOneVariableDRootFinder (Optional): An object which implements the IOneVariableDRootFinder interface used to find the scale parameter estimate. This parameter is optional and may be null. In this case an instance of NewtonRaphsonRootFinder is used.

Return Value

WeibullDistribution

Remarks

The shape and scale parameters are computed using Maximum Likelihood Estimates. This involves finding the maximum value of the likelihood function for the distribution. This is achieved by finding the roots of the derivative of the likelihood function. A root finding method is used to find the shape parameter and the scale parameter is computed from this shape parameter. The user may provide a root finding algorithm in the form of an object which implements the IOneVariableDRootFinder interface. If none is provided an instance of NewtonRaphsonRootFinder is used.

Reference

WeibullDistribution Class

CenterSpace.NMath.Core Namespace