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chi2fit

1.0.0
3.1.0 3.0.1 3.0.0 2.1.7 2.1.6 2.1.5 retired 2.1.4 retired 2.1.3 retired 2.1.2 retired 2.1.1 retired 2.1.0 retired 2.0.2 2.0.1 2.0.0 1.3.0 1.1.0 1.0.3 1.0.2 1.0.1 1.0.0 1.0.0-beta.11 1.0.0-beta.10 1.0.0-beta.9 1.0.0-beta.8 1.0.0-beta.7 1.0.0-beta.6 1.0.0-beta.5 1.0.0-beta.4 1.0.0-beta.3 1.0.0-beta.2 1.0.0-beta.1 1.0.0-beta 1.0.0-alpha 0.9.5 0.9.4 0.9.3 0.9.2 0.9.1 0.9.0 0.8.11 0.8.10 0.8.9 0.8.8 0.8.7-alpha.2 0.8.7-alpha 0.8.6 0.8.5 0.8.4 0.8.3 0.8.2 0.8.1 0.8.0 0.7.8 0.7.7 0.7.6 0.7.5 0.7.4 0.7.3 0.7.3-1 0.7.2 0.7.1 0.7.0 0.6.7 0.6.6 0.6.5 0.6.3 0.6.0 0.5.2 0.5.1 0.5.0 0.4.0 0.3.1 0.3.0 0.2.0

Provides functions for fast matrix inversion, creation of empirical CDF from sample data including handling of asymmetric errors, and fitting to a funtion using chi-squared. The fitting procedure return the full covariance matrix describing the fitted parameters.

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chi2fit lib distributions distribution.ex
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lib/distributions/distribution.ex 

defprotocol Distribution do



  # Copyright 2019 Pieter Rijken

  #

  # Licensed under the Apache License, Version 2.0 (the "License");

  # you may not use this file except in compliance with the License.

  # You may obtain a copy of the License at

  #

  #     http://www.apache.org/licenses/LICENSE-2.0

  #

  # Unless required by applicable law or agreed to in writing, software

  # distributed under the License is distributed on an "AS IS" BASIS,

  # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

  # See the License for the specific language governing permissions and

  # limitations under the License.



  defmodule FunctionNotSupportedError do

    defexception message: "Unsupported distribution function"

  end



  @spec skewness(t) :: number

  def skewness(distrib)

  

  @spec kurtosis(t) :: number

  def kurtosis(distrib)

  

  @spec size(t) :: number

  def size(distrib)

  

  @spec cdf(t) :: number

  def cdf(distrib)

  

  @spec pdf(t) :: number

  def pdf(distrib)

  

  @spec random(t) :: number

  def random(distrib)



end



defimpl Enumerable, for: [

  Distribution.Constant,

  Distribution.Coin,

  Distribution.Dice,

  Distribution.Uniform,

  Distribution.Bernoulli,

  Distribution.Exponential,

  Distribution.Poisson,

  Distribution.Erlang,

  Distribution.Normal,

  Distribution.Wald,

  Distribution.Weibull,

  Distribution.Frechet,

  Distribution.Nakagami,

  Distribution.SEP] do



  alias Distribution, as: D



  def count(_lazy), do: {:error, __MODULE__}



  def member?(_lazy, _value), do: {:error, __MODULE__}



  def slice(_lazy), do: {:error, __MODULE__}



  def reduce(_distrib, {:halt, acc}, _fun), do: {:halted, acc}

  def reduce(distrib, {:suspend, acc}, fun), do: {:suspended, acc, &reduce(distrib, &1, fun)}

  def reduce(distrib, {:cont, acc}, fun), do: reduce(distrib, fun.(D.random(distrib), acc), fun)

end