HTTPS SSH

STATX

This library implements several MLE estimators for various statistical distributions as well as useful statistical functions.

Installation

To build and install this library CMake (http://www.cmake.org) is required. The following steps can be used to build the library:

  1. Invoke Cmake $ cmake -DCMAKE_INSTALL_PREFIX=<DESTINATION> .

The <DESTINATION> is the installation path, e.g., /opt/local/.

  1. Compile $ make

  2. Make install $ make install

Make sure that you have the right permissions to write in the DESTINATION directory for the installation.

Dependencies

  1. Eigen: http://eigen.tuxfamily.org/

  2. Google Flags: https://code.google.com/p/gflags/

  3. Google Glog: https://code.google.com/p/google-glog/

  4. Optimo: https://bitbucket.org/vfragoso/optimo

Optional dependencies

  1. ceres-solver: https://code.google.com/p/ceres-solver/

Unit Tests

  1. Invoke CMake: $ cmake -DBUILD_TESTING=TRUE .

  2. Invoke Makefile: $ make

  3. Run tests $ ./bin/<component>_tests

Contact: vfragoso@cs.ucsb.edu

RELEASE NOTES:

  • The parameter estimation for the generalized Pareto distribution is not yet implemented.