Distributions.jl
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Add fit mle weighted laplace
I added fit_mle(Laplace, x, w)
method using the weighted median plus a test in the test section of Laplace fit.
Codecov Report
Base: 83.60% // Head: 85.60% // Increases project coverage by +1.99%
:tada:
Coverage data is based on head (
d5e4f6c
) compared to base (c431d20
). Patch coverage: 88.88% of modified lines in pull request are covered.
Additional details and impacted files
@@ Coverage Diff @@
## master #1676 +/- ##
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+ Coverage 83.60% 85.60% +1.99%
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Files 130 130
Lines 6642 8189 +1547
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+ Hits 5553 7010 +1457
- Misses 1089 1179 +90
Impacted Files | Coverage Δ | |
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src/univariate/continuous/laplace.jl | 94.52% <88.88%> (-0.03%) |
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src/genericfit.jl | 66.66% <0.00%> (-8.34%) |
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src/univariate/continuous/rician.jl | 94.87% <0.00%> (-1.85%) |
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src/univariate/discrete/bernoullilogit.jl | 12.00% <0.00%> (-1.64%) |
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src/univariate/continuous/arcsine.jl | 88.88% <0.00%> (-1.44%) |
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src/samplers/poisson.jl | 90.78% <0.00%> (-1.40%) |
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src/multivariate/mvlognormal.jl | 93.02% <0.00%> (-0.73%) |
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src/multivariates.jl | 44.82% <0.00%> (-0.63%) |
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src/univariates.jl | 74.54% <0.00%> (-0.59%) |
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src/matrix/matrixnormal.jl | 94.11% <0.00%> (-0.53%) |
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... and 113 more |
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Thanks for the review, I'll do your suggestion and test, when I find some time.
Do you have a citation for this being equivalent to the MLE of a Laplace distribution?
I was going to write down the proof because I don't see it written explicitly anywhere.
I was going to write down the proof because I don't see it written explicitly anywhere.
Yeah, I think it's a well-known enough result that we can use it. (The proof should be identical to the one for the unweighted case).