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Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogGammaAlternateExpMADEstimator.java')
-rw-r--r-- | src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogGammaAlternateExpMADEstimator.java | 85 |
1 files changed, 85 insertions, 0 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogGammaAlternateExpMADEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogGammaAlternateExpMADEstimator.java new file mode 100644 index 00000000..7ea0a6be --- /dev/null +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogGammaAlternateExpMADEstimator.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.LogGammaAlternateDistribution; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; + +/** + * Robust parameter estimation for the LogGamma distribution. + * + * A modified algorithm for LogGamma distributions. + * + * @author Erich Schubert + * + * @apiviz.has LogGammaAlternateDistribution - - estimates + */ +public class LogGammaAlternateExpMADEstimator extends AbstractExpMADEstimator<LogGammaAlternateDistribution> { + /** + * Static estimator, more robust to outliers by using the median. + */ + public static final LogGammaAlternateExpMADEstimator STATIC = new LogGammaAlternateExpMADEstimator(); + + /** + * Private constructor. + */ + private LogGammaAlternateExpMADEstimator() { + // Do not instantiate - use static class + } + + @Override + public LogGammaAlternateDistribution estimateFromExpMedianMAD(double median, double mad) { + if (median < Double.MIN_NORMAL) { + throw new ArithmeticException("Cannot estimate Gamma parameters on a distribution with zero median."); + } + if (mad < Double.MIN_NORMAL) { + throw new ArithmeticException("Cannot estimate Gamma parameters on a distribution with zero MAD."); + } + + final double b = median / (mad * mad); + final double k = median * b; + if (!(k > 0.) || !(b > 0.)) { + throw new ArithmeticException("LogGammaAlternate estimation produced non-positive parameter values: k=" + k + " b=" + b + " median=" + median + " mad=" + mad); + } + return new LogGammaAlternateDistribution(k, Math.log(b), 0.); + } + + @Override + public Class<? super LogGammaAlternateDistribution> getDistributionClass() { + return LogGammaAlternateDistribution.class; + } + + /** + * Parameterization class. + * + * @author Erich Schubert + * + * @apiviz.exclude + */ + public static class Parameterizer extends AbstractParameterizer { + @Override + protected LogGammaAlternateExpMADEstimator makeInstance() { + return STATIC; + } + } +} |