jorenham / Lmo

Trimmed L-moments and L-comoments for robust statistics.
https://jorenham.github.io/Lmo/
BSD 3-Clause "New" or "Revised" License
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Exact L-moments of several distributions #307

Closed jorenham closed 2 months ago

jorenham commented 2 months ago

Not part of the public API. This will result in better L-moments for several scipy.stats distributions. These distributions will also see a significant performance increase when fitted with l_fit.

The relevant distributions are:

All other scipy.stats distributions will also see a performance increase in the l_fit, due to some arbitrary optimizations.

towards #5