pythonprobability-distribution

How to find a best fit distribution function for a list of data?


I am aware of many probabilistic functions builted-in Python, with the random module.

I'd like to know if, given a list of floats, it would be possible to find the distribution equation that best fits the list?

I don't know if numpy does it, but this function could be compared (not equal, but similar) with the Excel's "Trend" function.

How would I do that?


Solution

  • Look at numpy.polyfit

    numpy.polyfit(x, y, deg, rcond=None, full=False)
    

    Least squares polynomial fit.

    Fit a polynomial p(x) = p[0] * x**deg + ... + p[deg] of degree deg to points (x, y). Returns a vector of coefficients p that minimises the squared error.