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Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogisticLMMEstimator.java')
-rw-r--r-- | src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogisticLMMEstimator.java | 90 |
1 files changed, 90 insertions, 0 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogisticLMMEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogisticLMMEstimator.java new file mode 100644 index 00000000..973a91de --- /dev/null +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LogisticLMMEstimator.java @@ -0,0 +1,90 @@ +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.LogisticDistribution; +import de.lmu.ifi.dbs.elki.utilities.documentation.Reference; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; + +/** + * Estimate the parameters of a Logistic Distribution, using the methods of + * L-Moments (LMM). + * + * Reference: + * <p> + * J. R. M. Hosking<br /> + * Fortran routines for use with the method of L-moments Version 3.03<br /> + * IBM Research. + * </p> + * + * @author Erich Schubert + * + * @apiviz.has LogisticDistribution + */ +@Reference(authors = "J.R.M. Hosking", title = "Fortran routines for use with the method of L-moments Version 3.03", booktitle = "IBM Research Technical Report") +public class LogisticLMMEstimator extends AbstractLMMEstimator<LogisticDistribution> { + /** + * Static instance. + */ + public static final LogisticLMMEstimator STATIC = new LogisticLMMEstimator(); + + /** + * Constructor. Private: use static instance. + */ + private LogisticLMMEstimator() { + super(); + } + + @Override + public int getNumMoments() { + return 2; + } + + @Override + public LogisticDistribution estimateFromLMoments(double[] xmom) { + // The original publication would also estimate a shape, but we don't have + // the generalized logistic distribution yet. + // So we continue as if the Type II shape is 0, fairly trivial: + return new LogisticDistribution(xmom[0], xmom[1]); + } + + @Override + public Class<? super LogisticDistribution> getDistributionClass() { + return LogisticDistribution.class; + } + + /** + * Parameterization class. + * + * @author Erich Schubert + * + * @apiviz.exclude + */ + public static class Parameterizer extends AbstractParameterizer { + @Override + protected LogisticLMMEstimator makeInstance() { + return STATIC; + } + } +} |