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authorAndrej Shadura <andrewsh@debian.org>2019-03-09 22:30:36 +0000
committerAndrej Shadura <andrewsh@debian.org>2019-03-09 22:30:36 +0000
commit8300861dc4c62c5567a4e654976072f854217544 (patch)
tree0a148df3698efedd37839f6aca0e21b2f12f1b52 /src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java
parentb7b404fd7a726774d442562d11659d7b5368cdb9 (diff)
Import Upstream version 0.6.0~beta2
Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java')
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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
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+++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/WaldMLEstimator.java
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+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;
+ }
+ }
+}