Class GammaEstimator

Estimates a Gamma distribution from samples.

Inheritance
Object
GammaEstimator
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Distributions
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public class GammaEstimator : Estimator<Gamma>, Accumulator<Gamma>, Accumulator<double>, SettableTo<GammaEstimator>, ICloneable
Remarks
    The distribution is estimated via moment matching (not maximum-likelihood).
    In the one-dimensional case,
    E[x] = (a+1)/b
    var(x) = (a+1)/b^2
    b = E[x]/var(x)
    a = E[x]^2/var(x) - 1

Fields

mva

Where to accumulate means and variances

Declaration
public MeanVarianceAccumulator mva
Field Value
Type Description
MeanVarianceAccumulator

Methods

Add(Gamma)

Adds a Gamma distribution item to the estimator

Declaration
public void Add(Gamma distribution)
Parameters
Type Name Description
Gamma distribution

The distribution instance to add

Add(Gamma, Double)

Adds a Gamma distribution item to the estimator

Declaration
public void Add(Gamma distribution, double weight)
Parameters
Type Name Description
Gamma distribution

The distribution instance to add
Double weight

The weight of the sample

Add(Double)

Adds a sample to the estimator

Declaration
public void Add(double value)
Parameters
Type Name Description
Double value

The sample to add

Add(Double, Double)

Adds a sample with a given weight to the estimator

Declaration
public void Add(double value, double weight)
Parameters
Type Name Description
Double value

The sample to add
Double weight

The weight of the sample

Clear()

Clears the estimator

Declaration
public void Clear()

Clone()

Returns a clone of this Gamma estimator.

Declaration
public object Clone()
Returns
Type Description
Object

GetDistribution(Gamma)

Retrieves the estimated Gamma

Declaration
public Gamma GetDistribution(Gamma result)
Parameters
Type Name Description
Gamma result

Where to put the result
Returns
Type Description
Gamma

The resulting distribution

SetTo(GammaEstimator)

Sets the state of this estimator from the supplied estimator.

Declaration
public void SetTo(GammaEstimator value)
Parameters
Type Name Description
GammaEstimator value

Implements