VoseOptimalFit and related functions

See also: VoseCopulaOptimalFit and related functions, VoseTimeOptimalFit and related functions

 

=VoseOptimalFit ({FittedDistributionObjects}, IC,U)

 

 

The VoseOptimalFit function returns a random sample from the optimal fitting distribution amongst a set of fitted distributions.

{FittedDistributionObjects} - an array of fitted distribution objects

IC - the information criteria to be used to determine which distribution fits optimal: 1 = AIC, 2 = SIC, 3 = HQIC.

See   Example model

 

Notes

If any of the distributions fitted are invalid, and therefore the relevant VoseDistributionFit function returns an error message, the VoseOptimalFit and related functions will ignore this distribution.

The VoseOptimalFit and related functions will return an error message if all fitted distributions are invalid.

 

Other related functions

VoseOptimalFitObject({FittedDistributionObjects}, IC)  -  Returns the best fitting distribution object according to the selected information criteria.

VoseOptimalFitLLH ({FittedDistributionObjects})  -   Returns the Log Likelihood of the optimal fitting model.

VoseOptimalFitAIC ({FittedDistributionObjects})   -   Returns the Akaike information criteria of the optimal fitting model.

VoseOptimalFitHQIC ({FittedDistributionObjects})  -  Returns the Hannan-Quinn information criteria of the optimal fitting model.

VoseOptimalFitSIC ({FittedDistributionObjects})   -   Returns the Schwarz information criteria of the best optimal model.

 

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