JohnsonDistributionFit Method

Fits a Johnson distribution to the given data.

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

Syntax

public static JohnsonDistribution Fit(
	DoubleVector data
)

Public Shared Function Fit ( 
	data As DoubleVector
) As JohnsonDistribution

public:
static JohnsonDistribution^ Fit(
	DoubleVector^ data
)

static member Fit : 
        data : DoubleVector -> JohnsonDistribution

Parameters

data DoubleVector: A vector of data

Return Value

JohnsonDistribution
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.

Reference

JohnsonDistribution Class

CenterSpace.NMath.Core Namespace