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FitToPredefinedDistribution Method (BDKInput Object)

Description

Compares a specified distribution to an input data set and returns a BDKResult object, which contains all the information about the goodness-of-fit and other relevant information.

Syntax

object.FitToPredefinedDistribution(dist As Variant)

Arguments

dist (Required Variant) – the distribution to fit to the data set. Either a BDKDistributionObject or a string that defines the function.

Return Value

(BDKResult) - a result object with all the fit information. If the distribution type can not be successfully fit to the data set, an error may be raised.

Example

'Fit a Normal(0,1) to the a data set:
Set fitResult = InputObj.FitToPredefinedDistribution("RiskNormal(0,1)")