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https://github.com/tminka/fastfit

Fastfit matlab toolbox
https://github.com/tminka/fastfit

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Fastfit matlab toolbox

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README

        

Fastfit
=======

This toolbox implements efficient maximum-likelihood estimation of various
distributions. It utilizes the technique of generalized Newton iteration,
described in the following papers:

* [Beyond Newton's method](http://tminka.github.io/papers/newton.html)
* [Estimating a Dirichlet distribution](http://tminka.github.io/papers/dirichlet/)
* [Estimating a Gamma distribution](http://tminka.github.io/papers/minka-gamma.pdf)

This toolbox requires the [Lightspeed toolbox](https://github.com/tminka/lightspeed/), so you will need to install both.

See Contents.m for more details.

A python port is available at https://github.com/ericsuh/dirichlet

Tom Minka