6.3.12.1.2. statsmodels.sandbox.distributions.sppatch.distfitmc

statsmodels.sandbox.distributions.sppatch.distfitmc(sample, distr, nrepl=100, distkwds={})

run Monte Carlo for estimation of distribution parameters

hard coded: only one shape parameter is allowed and estimated,

loc=0 and scale=1 are fixed in the estimation

Parameters:

sample : array

original sample data, in Monte Carlo only used to get nobs,

distr : distribution instance with fit_fr method

nrepl : integer

number of Monte Carlo replications

Returns:

res : array (nrepl,)

parameter estimates for all Monte Carlo replications