PearsonsChiSquaredTestUpdate Method (Double, Vector, Vector, Int32)

public void Update(
	double[] sample,
	Vector binEdges,
	Vector hittingProbabilities,
	int parameters
)

Parameters

sample

Type: SystemDouble
Variate samples.

binEdges

Type: FinMath.LinearAlgebraVector
Edges of bins.

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1binEdges

should be sorted in acceding order and should NOT include left edge of the leftmost bin and right edge of the rightmost bin (-∞ and +∞ will be assumed as this two edges correspondingly).

hittingProbabilities

Type: FinMath.LinearAlgebraVector
Probabilities of hitting bins from left to right in supposed distribution. Must have same size as

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1binEdges

. Each element should be in [0, 1].

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1hittingProbabilities[0]

is probability of hitting bin (-∞,

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1binEdges[0]

].

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1hittingProbabilities[i]

for i > 0 is probability of hitting bin (

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1binEdges[i-1]

,

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1binEdges[i]

]. Probability of hitting rightmost bin is computed as 1 - (sum of all elements of

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1hittingProbabilities

).

parameters

Type: SystemInt32
The number of parameters used in fitting the distribution. Must be non-negative.

Reference