DistributionAnalysis Class

[SerializableAttribute]
public class DistributionAnalysis

<SerializableAttribute>
Public Class DistributionAnalysis

// Let's say we would like to check from which possible 
// distribution a given sample might have come from. 
double[] x = { -1, 2, 5, 3, 2, 1, 4, 32, 0, 2, 4 };

// Create a distribution analysis
var da = new DistributionAnalysis();

// Learn the analysis
var fit = da.Learn(x);

// Get the most likely distribution amongst the ones that 
// have been tried (by default, only a few are tested)
var mostLikely1 = fit[0].Distribution; // N(x; μ = 4.9, σ² = 83.9)

// Sometimes it might be the case that we would like to
// test against some other distributions than the default
// ones. We can add them to the list of tested distributions:
da.Distributions.Add(new VonMisesDistribution(1.0));

// and re-learn the analysis
fit = da.Learn(x);

var mostLikely2 = fit[0].Distribution; // VonMises(x; μ = 1.92, κ = 0.18)

// it is also possible to specify different sample 
// weights (but not all distributions support it)
double[] w = { 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0, 0.1, 0.1, 0.1 };

// and re-learn the analysis with weights
fit = da.Learn(x, w);

var mostLikely3 = fit[0].Distribution; // VonMises(x; μ = 2.81, κ = 0.25