Fits a Johnson distribution to the given data.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public static JohnsonDistribution Fit(
	DoubleVector data
)
Visual Basic (Declaration)
Public Shared Function Fit ( _
	data As DoubleVector _
) As JohnsonDistribution
Visual C++
public:
static JohnsonDistribution^ Fit(
	DoubleVector^ data
)

Parameters

data
Type: CenterSpace.NMath.Core..::.DoubleVector
A vector of data

Return Value

A JohnsonDistribution object with the estimate parameters.

Remarks

Estimation of the Johnson parameters is done from quantiles that correspond to the cumulative probabilities [0.05, 0.206, 0.5, 0.794, 0.95]. The method used is that of Wheeler, R.E. (1980). Quantile estimators of Johnson curve parameters. Biometrika. 67-3 725-728.

See Also