Moments method #38
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Moments method #38
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Pull Request Overview
This PR implements the M-step of the EM algorithm using the method of moments for Weibull, Exponential, and Gaussian distributions, providing an alternative to maximum likelihood estimation.
- Implementation of
MomentsMStepclass for parameter estimation using sample moments - Addition of
calc_moments_paramsmethods to distribution models (Weibull, Gaussian, Exponential) - Comprehensive test suite covering single distributions, same distribution mixtures, and mixed distribution scenarios
Reviewed Changes
Copilot reviewed 18 out of 18 changed files in this pull request and generated 3 comments.
Show a summary per file
| File | Description |
|---|---|
mpest/em/methods/moments_method.py |
Core implementation of moments-based M-step algorithm |
mpest/models/weibull.py |
Addition of moments-based parameter calculation for Weibull distribution |
mpest/models/gaussian.py |
Addition of moments-based parameter calculation for Gaussian distribution |
mpest/models/exponential.py |
Addition of moments-based parameter calculation for Exponential distribution |
tests/tests_moments/moments_utils.py |
Utility functions for moments method testing |
tests/tests_moments/test_*.py |
Comprehensive test suite for moments method validation |
examples/*.py |
Minor import ordering adjustments for consistency |
Comments suppressed due to low confidence (3)
tests/tests_moments/test_two_same_distributions_complex.py:103
- Function name
test_two_same_distributions_simpleis misleading as this test handles complex scenarios with custom prior probabilities, not simple ones.
def test_two_same_distributions_simple(
tests/tests_moments/test_any_distributions_simple.py:67
- Function name
testis too generic and doesn't describe what the test is actually testing. It should be renamed to something more descriptive liketest_any_distributions_simple.
def test(
tests/tests_moments/test_any_distributions_complex.py:78
- Function name
testis too generic and doesn't describe what the test is actually testing. It should be renamed to something more descriptive liketest_any_distributions_complex.
def test(
iraedeus
requested changes
Jul 26, 2025
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iraedeus
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iraedeus
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Critical error in tests, you have tested LMoments method, not Moments method.
iraedeus
requested changes
Jul 26, 2025
added 2 commits
July 27, 2025 14:11
iraedeus
approved these changes
Jul 27, 2025
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Implementation of the M step of the EM algorithm using the method of moments for Weibull, Exponential and Gaussian distributions