How to fit a set of data to generalized gaussian distribution (GGD)?
I need to fit a set of data to GGD and find out the optimal shape parameter but I have no idea how to do it. I searched but find no source code from Internet. Please help.
I need to fit a set of data to GGD and find out the optimal shape parameter but I have no idea how to do it. I searched but find no source code from Internet. Please help.
You can do this numerically, you numerically maximise the likelyhood of your data over the distribution parameter space.