6.3.3.2.2.9. statsmodels.sandbox.distributions.estimators.logmps¶

statsmodels.sandbox.distributions.estimators.logmps(params, xsorted, dist)[source]¶

calculate negative log of Product-of-Spacings

Parameters:

params : array_like, tuple ?

parameters of the distribution funciton

xsorted : array_like

data that is already sorted

dist : instance of a distribution class

only cdf method is used

Returns:

mps : float

negative log of Product-of-Spacings

Notes

MPS definiton from JKB page 233