diff options
author | Andrej Shadura <andrewsh@debian.org> | 2019-03-09 22:30:36 +0000 |
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committer | Andrej Shadura <andrewsh@debian.org> | 2019-03-09 22:30:36 +0000 |
commit | 8300861dc4c62c5567a4e654976072f854217544 (patch) | |
tree | 0a148df3698efedd37839f6aca0e21b2f12f1b52 /src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java | |
parent | b7b404fd7a726774d442562d11659d7b5368cdb9 (diff) |
Import Upstream version 0.6.0~beta2
Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java')
-rw-r--r-- | src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java | 85 |
1 files changed, 85 insertions, 0 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java new file mode 100644 index 00000000..16a33f89 --- /dev/null +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java @@ -0,0 +1,85 @@ +package de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator; + +/* + This file is part of ELKI: + Environment for Developing KDD-Applications Supported by Index-Structures + + Copyright (C) 2013 + Ludwig-Maximilians-Universität München + Lehr- und Forschungseinheit für Datenbanksysteme + ELKI Development Team + + This program is free software: you can redistribute it and/or modify + it under the terms of the GNU Affero General Public License as published by + the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU Affero General Public License for more details. + + You should have received a copy of the GNU Affero General Public License + along with this program. If not, see <http://www.gnu.org/licenses/>. + */ +import de.lmu.ifi.dbs.elki.math.statistics.distribution.WaldDistribution; +import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.NumberArrayAdapter; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; + +/** + * Estimate parameter of the Wald distribution. + * + * @author Erich Schubert + * + * @apiviz.has WaldDistribution + */ +public class WaldMLEstimator implements DistributionEstimator<WaldDistribution> { + /** + * Static instance. + */ + public static final WaldMLEstimator STATIC = new WaldMLEstimator(); + + @Override + public <A> WaldDistribution estimate(A data, NumberArrayAdapter<?, A> adapter) { + final int len = adapter.size(data); + double mean = 0.; + for(int i = 0; i < len; i++) { + double v = adapter.getDouble(data, i); + mean += v; + } + mean /= len; + double invmean = 1. / mean; + double invdev = 0.; + for(int i = 0; i < len; i++) { + double v = adapter.getDouble(data, i); + if(v > 0.) { + invdev += 1. / v - invmean; + } + } + return new WaldDistribution(mean, len / invdev); + } + + @Override + public Class<? super WaldDistribution> getDistributionClass() { + return WaldDistribution.class; + } + + @Override + public String toString() { + return this.getClass().getSimpleName(); + } + + /** + * Parameterization class. + * + * @author Erich Schubert + * + * @apiviz.exclude + */ + public static class Parameterizer extends AbstractParameterizer { + @Override + protected WaldMLEstimator makeInstance() { + return STATIC; + } + } +} |