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Diffstat (limited to 'elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/intrinsicdimensionality/LMomentsEstimator.java')
-rw-r--r-- | elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/intrinsicdimensionality/LMomentsEstimator.java | 145 |
1 files changed, 145 insertions, 0 deletions
diff --git a/elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/intrinsicdimensionality/LMomentsEstimator.java b/elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/intrinsicdimensionality/LMomentsEstimator.java new file mode 100644 index 00000000..671b3e36 --- /dev/null +++ b/elki/src/main/java/de/lmu/ifi/dbs/elki/math/statistics/intrinsicdimensionality/LMomentsEstimator.java @@ -0,0 +1,145 @@ +package de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality; + +/* + This file is part of ELKI: + Environment for Developing KDD-Applications Supported by Index-Structures + + Copyright (C) 2015 + 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.ProbabilityWeightedMoments; +import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.NumberArrayAdapter; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; + +/** + * Probability weighted moments based estimator using L-Moments. + * + * Derived from the L-Moments estimation for the exponential distribution. + * + * @author Jonathan von Brünken + * @author Erich Schubert + */ +public class LMomentsEstimator extends AbstractIntrinsicDimensionalityEstimator { + /** + * Static instance. + */ + public static final LMomentsEstimator STATIC = new LMomentsEstimator(); + + @Override + public <A> double estimate(A data, NumberArrayAdapter<?, A> adapter, final int len) { + if(len < 2) { + throw new ArithmeticException("ID estimates require at least 2 non-zero distances"); + } + if(len == 2) { // Fallback to MoM + double v1 = adapter.getDouble(data, 0) / adapter.getDouble(data, 1); + return v1 / (1 - v1); + } + final int k = len - 1; + final double w = adapter.getDouble(data, k); + double[] lmom = ProbabilityWeightedMoments.samLMR(data, new ReverseAdapter<>(adapter, len), 2); + if(lmom[1] == 0) { // Fallback to first moment only. + // TODO: is this the right thing to do? When does this happen? + return -.5 * (lmom[0] * 2) / w * (len + .5) * len; + } + return -.5 * ((lmom[0] * lmom[0] / lmom[1]) - lmom[0]) / w; + } + + /** + * Adapter to process an array in reverse order. + * + * @author Erich Schubert + * + * @param <A> Array type + */ + private static class ReverseAdapter<A> implements NumberArrayAdapter<Double, A> { + /** + * Last element + */ + private int s; + + /** + * Adapter class. + */ + private NumberArrayAdapter<?, A> inner; + + /** + * Constructor. + * + * @param inner Inner adapter + * @param size Size of array. + */ + public ReverseAdapter(NumberArrayAdapter<?, A> inner, int size) { + this.inner = inner; + this.s = size - 1; + } + + @Override + public int size(A array) { + return s + 1; + } + + @Override + public Double get(A array, int off) throws IndexOutOfBoundsException { + return inner.getDouble(array, s - off); + } + + @Override + public double getDouble(A array, int off) throws IndexOutOfBoundsException { + return inner.getDouble(array, s - off); + } + + @Override + public float getFloat(A array, int off) throws IndexOutOfBoundsException { + return inner.getFloat(array, s - off); + } + + @Override + public int getInteger(A array, int off) throws IndexOutOfBoundsException { + return inner.getInteger(array, s - off); + } + + @Override + public short getShort(A array, int off) throws IndexOutOfBoundsException { + return inner.getShort(array, s - off); + } + + @Override + public long getLong(A array, int off) throws IndexOutOfBoundsException { + return inner.getLong(array, s - off); + } + + @Override + public byte getByte(A array, int off) throws IndexOutOfBoundsException { + return inner.getByte(array, s - off); + } + } + + /** + * Parameterization class. + * + * @author Erich Schubert + * + * @apiviz.exclude + */ + public static class Parameterizer extends AbstractParameterizer { + @Override + protected LMomentsEstimator makeInstance() { + return STATIC; + } + } +} |