OpenTURNS
BestModelLilliefors¶
- BestModelLilliefors(sample, factoryCollection)¶
Select the best model according to the Lilliefors goodness-of-fit test.
- Parameters:
- sample2-d sequence of float
Tested sample.
- modelslist of
DistributionFactory Tested distribution factories.
- Returns:
- best_model
Distribution The distribution that fits the sample best according to the test. This may raise a warning if the best model does not perform well.
- best_result
TestResult Best test result.
- best_model
See also
FittingTest.Lilliefors
Examples
>>> import openturns as ot >>> ot.RandomGenerator.SetSeed(0) >>> distribution = ot.Normal() >>> sample = distribution.getSample(30) >>> tested_distributions = [ot.ExponentialFactory(), ot.NormalFactory()] >>> best_model, best_result = ot.FittingTest.BestModelLilliefors(sample, tested_distributions) >>> print(best_model) Normal(mu = -0.0944924, sigma = 0.989808)