Distributions.jl icon indicating copy to clipboard operation
Distributions.jl copied to clipboard

Add fit mle weighted laplace

Open dmetivie opened this issue 2 years ago • 3 comments

I added fit_mle(Laplace, x, w) method using the weighted median plus a test in the test section of Laplace fit.

dmetivie avatar Feb 07 '23 12:02 dmetivie

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      +/-   ##
==========================================
+ Coverage   83.60%   85.60%   +1.99%     
==========================================
  Files         130      130              
  Lines        6642     8189    +1547     
==========================================
+ Hits         5553     7010    +1457     
- Misses       1089     1179      +90     
Impacted Files Coverage Δ
src/univariate/continuous/laplace.jl 94.52% <88.88%> (-0.03%) :arrow_down:
src/genericfit.jl 66.66% <0.00%> (-8.34%) :arrow_down:
src/univariate/continuous/rician.jl 94.87% <0.00%> (-1.85%) :arrow_down:
src/univariate/discrete/bernoullilogit.jl 12.00% <0.00%> (-1.64%) :arrow_down:
src/univariate/continuous/arcsine.jl 88.88% <0.00%> (-1.44%) :arrow_down:
src/samplers/poisson.jl 90.78% <0.00%> (-1.40%) :arrow_down:
src/multivariate/mvlognormal.jl 93.02% <0.00%> (-0.73%) :arrow_down:
src/multivariates.jl 44.82% <0.00%> (-0.63%) :arrow_down:
src/univariates.jl 74.54% <0.00%> (-0.59%) :arrow_down:
src/matrix/matrixnormal.jl 94.11% <0.00%> (-0.53%) :arrow_down:
... and 113 more

Help us with your feedback. Take ten seconds to tell us how you rate us. Have a feature suggestion? Share it here.

:umbrella: View full report at Codecov.
:loudspeaker: Do you have feedback about the report comment? Let us know in this issue.

codecov-commenter avatar Feb 07 '23 13:02 codecov-commenter

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.

dmetivie avatar Sep 07 '23 07:09 dmetivie

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).

ParadaCarleton avatar Sep 07 '23 17:09 ParadaCarleton