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Estimator and Result class fix for compatibility #30

@mu373

Description

@mu373

Overview

To maintain interface compatibility with major libraries (i.e., scikit-learn), we'll make modifications in the methods:

  • To get estimated results, use estimator.get_result() instead of estimator.get_parameters()
  • Create new estimator.get_parameters() which returns parameters used for estimation
  • Add underscore (_) in attribute names for estimated values
  • Add estimator in TailEstimatorResult

Usage:

estimator = HillEstimator()
params = estimator.get_params() # Dictionary of parameters

estimator.fit(data)
res = estimator.get_result() #TailEstimatorResult
res.gamma_ # Estimated gamma value (with underscore)
res.estimator # Estimator used. e.g., HillEstimator(). This allows keeping track of the estimators and results in a single object.

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