get_parameters_for_distribution

MonteCarlo.get_parameters_for_distribution()

Resolve and return fully specified parameters for the current distribution.

This method combines user-provided parameters (which may contain None values) with parameters estimated from the historical returns to produce a complete set of arguments for the selected distribution.

Returns:
tuple

A tuple of finalized parameters suitable for random variate generation and density/quantile calculations. The structure depends on the distribution:

  • ‘norm’: (mu, sigma)

  • ‘lognorm’: (shape, loc, scale) where loc is fixed at -1

  • ‘t’: (df, loc, scale)

Raises:
ValueError

If the distribution is unknown.