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Subject: CVS commit: wip/myfitter
From: Kamel Derouiche
Date: 2012-08-31 20:23:40
Message id: E1T7Vss-0006EB-4M@sfs-ml-2.v29.ch3.sourceforge.com
Log Message:
Import myfitter-0.1 as wip/myfitter.
myFitter is a C++ class library for maximum likelihood fits and the numerical
computation of p-values in likelihood ratio tests.
In some situations the statistical significance (p-value) of a likelihood ratio
test can not be computed analytically. This is, for example, the case when some
parameters of the model are only allowed to float within a certain range or when
the models being compared are not nested, meaning that neither model can be
obtained from the other by fixing some of its parameters.
myFitter implements a method for efficient numerical computation of p-values.
This method is also applicable in the case of non-nested models
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