%feature("docstring") OT::LeastSquaresDistributionFactory "Least squares factory. Parameters ---------- distribution : :class:`~openturns.Distribution` The distribution defining the parametric model :math:`p_{\vect{\theta}}` to be adjusted to data. Notes ----- Implements generic least-squares estimation. Let us denote :math:`(\vect{x}_1, \dots, \vect{x}_n)` the sample, :math:`p_{\vect{\theta}}` the particular distribution of probability density function we want to fit to the sample, and :math:`\vect{\theta} \in \Theta \in \Rset^p` its the parameter vector. The parameters :math:`\vect{\theta}` are numerically optimized so as the parametric :math:`CDF_{\vect{\theta}}` gets close enough to the empirical :math:`\hat{CDF}`: .. math:: \min_{\vect{\theta} \in \Rset} \sum_{i=1}^{n} \left( CDF_{\vect{\theta}}(\vect{x}_i) - \hat{CDF}(\vect{x}_i) \right) ^2 See also -------- DistributionFactory Examples -------- >>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> distribution = ot.Normal(0.9, 1.7) >>> sample = distribution.getSample(10) >>> factory = ot.LeastSquaresDistributionFactory(ot.Normal()) >>> inf_distribution = factory.build(sample)" // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::setOptimizationAlgorithm "Accessor to the solver. Parameters ---------- solver : :class:`~openturns.OptimizationAlgorithm` The solver used for numerical optimization of the likelihood." // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::getOptimizationAlgorithm "Accessor to the solver. Returns ------- solver : :class:`~openturns.OptimizationAlgorithm` The solver used for numerical optimization of the likelihood." // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::setOptimizationBounds "Accessor to the optimization bounds. Parameters ---------- problem : :class:`~openturns.Interval` The bounds used for numerical optimization of the likelihood." // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::getOptimizationBounds "Accessor to the optimization bounds. Returns ------- problem : :class:`~openturns.Interval` The bounds used for numerical optimization of the likelihood." // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::setOptimizationInequalityConstraint "Accessor to the optimization inequality constraint. Parameters ---------- inequalityConstraint : :class:`~openturns.Function` The inequality constraint used for numerical optimization of the likelihood." // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::setKnownParameter "Accessor to the known parameters. Parameters ---------- values : sequence of float Values of fixed parameters. indices : sequence of int Indices of fixed parameters. Examples -------- >>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> distribution = ot.Beta(2.3, 4.5, -1.0, 1.0) >>> sample = distribution.getSample(10) >>> factory = ot.LeastSquaresDistributionFactory(ot.Beta()) >>> # set (a,b) out of (r, t, a, b) >>> factory.setKnownParameter([-1.0, 1.0], [2, 3]) >>> inf_distribution = factory.build(sample)" // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::getKnownParameterValues "Accessor to the known parameters indices. Returns ------- values : :class:`~openturns.Point` Values of fixed parameters." // --------------------------------------------------------------------- %feature("docstring") OT::LeastSquaresDistributionFactory::getKnownParameterIndices "Accessor to the known parameters indices. Returns ------- indices : :class:`~openturns.Indices` Indices of fixed parameters."