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Added mle for weibull distribution #1342

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merged 7 commits into from
Jun 17, 2021

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rory-humphries
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I added an implementation that solves for the Weibull maximum likelihood estimators using newtons method. Included some basic tests as sanity checks and updated the docs.

I noticed that there was some discussion in #1267 on whether or not use a generic newtons method and wondering if that's been decided on.

Merging this can close #702.

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Thank you! I added some comments and suggestions.

src/univariate/continuous/weibull.jl Outdated Show resolved Hide resolved
src/univariate/continuous/weibull.jl Outdated Show resolved Hide resolved
src/univariate/continuous/weibull.jl Outdated Show resolved Hide resolved
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codecov-commenter commented Jun 12, 2021

Codecov Report

Merging #1342 (e22ba10) into master (5cafbcd) will increase coverage by 0.06%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master    #1342      +/-   ##
==========================================
+ Coverage   82.16%   82.23%   +0.06%     
==========================================
  Files         116      116              
  Lines        6604     6635      +31     
==========================================
+ Hits         5426     5456      +30     
- Misses       1178     1179       +1     
Impacted Files Coverage Δ
src/univariate/continuous/weibull.jl 93.40% <100.00%> (+2.78%) ⬆️
src/common.jl 65.71% <0.00%> (-1.86%) ⬇️
src/univariates.jl 61.71% <0.00%> (-0.49%) ⬇️
src/univariate/locationscale.jl 92.30% <0.00%> (+0.47%) ⬆️
src/univariate/discrete/dirac.jl 94.44% <0.00%> (+0.69%) ⬆️

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Looks good now, also the formulas seem to be correct 👍 I added two additional minor suggestions.

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Thanks a lot!

@devmotion devmotion merged commit eeeb8c0 into JuliaStats:master Jun 17, 2021
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Feature request: fit(Weibull, rand(100))
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