Moments method

[alexmagikov]

Implementation of the M step of the EM algorithm using the method of moments for Weibull, Exponential and Gaussian distributions

[Copilot]

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 MomentsMStep class for parameter estimation using sample moments
• Addition of calc_moments_params methods 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_simple is 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 test is too generic and doesn't describe what the test is actually testing. It should be renamed to something more descriptive like test_any_distributions_simple.

def test(

tests/tests_moments/test_any_distributions_complex.py:78

• Function name test is too generic and doesn't describe what the test is actually testing. It should be renamed to something more descriptive like test_any_distributions_complex.

def test(

[iraedeus]

Critical error in tests, you have tested LMoments method, not Moments method.