diff options
Diffstat (limited to 'src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator')
10 files changed, 53 insertions, 25 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/GammaChoiWetteEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/GammaChoiWetteEstimator.java index d41881f0..9e47e81d 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/GammaChoiWetteEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/GammaChoiWetteEstimator.java @@ -72,7 +72,7 @@ public class GammaChoiWetteEstimator implements DistributionEstimator<GammaDistr meanlogx += deltalogx / (i + 1.); } // Initial approximation - final double logmeanx = Math.log(meanx); + final double logmeanx = (meanx > 0) ? Math.log(meanx) : meanlogx; final double diff = logmeanx - meanlogx; double k = (3 - diff + Math.sqrt((diff - 3) * (diff - 3) + 24 * diff)) / (12 * diff); diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceLMMEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceLMMEstimator.java index 1e31af28..4026fdc5 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceLMMEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceLMMEstimator.java @@ -30,7 +30,7 @@ import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; * * @author Erich Schubert * - * @apiviz.has ExponentialDistribution + * @apiviz.has LaplaceDistribution */ public class LaplaceLMMEstimator extends AbstractLMMEstimator<LaplaceDistribution> { /** diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMADEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMADEstimator.java index d4671362..6fe6da0f 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMADEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMADEstimator.java @@ -38,7 +38,7 @@ import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; * * @author Erich Schubert * - * @apiviz.has ExponentialDistribution + * @apiviz.has LaplaceDistribution */ @Reference(title = "Applied Robust Statistics", authors = "D. J. Olive", booktitle = "Applied Robust Statistics", url="http://lagrange.math.siu.edu/Olive/preprints.htm") public class LaplaceMADEstimator extends AbstractMADEstimator<LaplaceDistribution> { diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMLEEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMLEEstimator.java index f44e2b3a..8d2c5707 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMLEEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/LaplaceMLEEstimator.java @@ -42,7 +42,7 @@ import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; * * @author Erich Schubert * - * @apiviz.has ExponentialDistribution + * @apiviz.has LaplaceDistribution */ @Reference(title = "The Double Exponential Distribution: Using Calculus to Find a Maximum Likelihood Estimator", authors = "R. M. Norton", booktitle = "The American Statistician 38 (2)", url = "http://dx.doi.org/10.2307%2F2683252") public class LaplaceMLEEstimator implements DistributionEstimator<LaplaceDistribution> { diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/UniformMinMaxEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/UniformMinMaxEstimator.java index e9870884..11bb8231 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/UniformMinMaxEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/UniformMinMaxEstimator.java @@ -74,7 +74,8 @@ public class UniformMinMaxEstimator implements DistributionEstimator<UniformDist /** * Estimate parameters from minimum and maximum observed. * - * @param mm Minimum and Maximum + * @param min Minimum + * @param max Maximum * @return Estimation */ public Distribution estimate(double min, double max) { diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/BestFitEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/BestFitEstimator.java index dee3cbb3..8d57e0b7 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/BestFitEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/BestFitEstimator.java @@ -87,11 +87,11 @@ import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; * * @author Erich Schubert * - * @apiviz.composedOf MOMDistributionEstimator - * @apiviz.composedOf MADDistributionEstimator - * @apiviz.composedOf LMMDistributionEstimator - * @apiviz.composedOf LogMOMDistributionEstimator - * @apiviz.composedOf LogMADDistributionEstimator + * @apiviz.uses MOMDistributionEstimator + * @apiviz.uses MADDistributionEstimator + * @apiviz.uses LMMDistributionEstimator + * @apiviz.uses LogMOMDistributionEstimator + * @apiviz.uses LogMADDistributionEstimator */ public class BestFitEstimator implements DistributionEstimator<Distribution> { /** diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/TrimmedEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/TrimmedEstimator.java index 5c1cf448..a78d9760 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/TrimmedEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/TrimmedEstimator.java @@ -31,8 +31,7 @@ import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.ArrayLikeUtil; import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.NumberArrayAdapter; import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; import de.lmu.ifi.dbs.elki.utilities.optionhandling.OptionID; -import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.GreaterConstraint; -import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.LessConstraint; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.CommonConstraints; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.DoubleParameter; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.ObjectParameter; @@ -43,6 +42,8 @@ import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.ObjectParameter; * * @author Erich Schubert * + * @apiviz.uses DistributionEstimator + * * @param <D> Distribution type */ public class TrimmedEstimator<D extends Distribution> implements DistributionEstimator<D> { @@ -75,7 +76,7 @@ public class TrimmedEstimator<D extends Distribution> implements DistributionEst final int cut = ((int) (len * trim)) >> 1; // X positions of samples double[] x = new double[len]; - for (int i = 0; i < len; i++) { + for(int i = 0; i < len; i++) { final double val = adapter.getDouble(data, i); x[i] = val; } @@ -136,14 +137,14 @@ public class TrimmedEstimator<D extends Distribution> implements DistributionEst protected void makeOptions(Parameterization config) { super.makeOptions(config); ObjectParameter<DistributionEstimator<D>> innerP = new ObjectParameter<>(INNER_ID, DistributionEstimator.class); - if (config.grab(innerP)) { + if(config.grab(innerP)) { inner = innerP.instantiateClass(config); } DoubleParameter trimP = new DoubleParameter(TRIM_ID); - trimP.addConstraint(new GreaterConstraint(0.)); - trimP.addConstraint(new LessConstraint(0.5)); - if (config.grab(trimP)) { + trimP.addConstraint(CommonConstraints.GREATER_THAN_ZERO_DOUBLE); + trimP.addConstraint(CommonConstraints.LESS_THAN_HALF_DOUBLE); + if(config.grab(trimP)) { trim = trimP.doubleValue(); } } diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/WinsorisingEstimator.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/WinsorisingEstimator.java index 0ef6318d..47fe427e 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/WinsorisingEstimator.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/WinsorisingEstimator.java @@ -31,8 +31,7 @@ import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.NumberArrayAdapter import de.lmu.ifi.dbs.elki.utilities.documentation.Reference; import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; import de.lmu.ifi.dbs.elki.utilities.optionhandling.OptionID; -import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.GreaterConstraint; -import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.LessConstraint; +import de.lmu.ifi.dbs.elki.utilities.optionhandling.constraints.CommonConstraints; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameterization.Parameterization; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.DoubleParameter; import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.ObjectParameter; @@ -53,6 +52,8 @@ import de.lmu.ifi.dbs.elki.utilities.optionhandling.parameters.ObjectParameter; * * @author Erich Schubert * + * @apiviz.uses DistributionEstimator + * * @param <D> Distribution type */ @Reference(authors = "C. Hastings, F. Mosteller, J. W. Tukey, C. P. Winsor", title = "Low moments for small samples: a comparative study of order statistics", booktitle = "The Annals of Mathematical Statistics, 18(3)", url = "http://dx.doi.org/10.1214/aoms/1177730388") @@ -86,7 +87,7 @@ public class WinsorisingEstimator<D extends Distribution> implements Distributio final int cut = ((int) (len * winsorize)) >> 1; // X positions of samples double[] x = new double[len]; - for (int i = 0; i < len; i++) { + for(int i = 0; i < len; i++) { final double val = adapter.getDouble(data, i); x[i] = val; } @@ -95,7 +96,7 @@ public class WinsorisingEstimator<D extends Distribution> implements Distributio double max = QuickSelect.quickSelect(x, cut, len, len - 1 - cut); // Winsorize by replacing the smallest and largest values. // QuickSelect ensured that these are correctly in place. - for (int i = 0, j = len - 1; i < cut; i++, j--) { + for(int i = 0, j = len - 1; i < cut; i++, j--) { x[i] = min; x[j] = max; } @@ -146,14 +147,14 @@ public class WinsorisingEstimator<D extends Distribution> implements Distributio protected void makeOptions(Parameterization config) { super.makeOptions(config); ObjectParameter<DistributionEstimator<D>> innerP = new ObjectParameter<>(INNER_ID, DistributionEstimator.class); - if (config.grab(innerP)) { + if(config.grab(innerP)) { inner = innerP.instantiateClass(config); } DoubleParameter trimP = new DoubleParameter(WINSORIZE_ID); - trimP.addConstraint(new GreaterConstraint(0.)); - trimP.addConstraint(new LessConstraint(0.5)); - if (config.grab(trimP)) { + trimP.addConstraint(CommonConstraints.GREATER_THAN_ZERO_DOUBLE); + trimP.addConstraint(CommonConstraints.LESS_THAN_HALF_DOUBLE); + if(config.grab(trimP)) { winsorize = trimP.doubleValue(); } } diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/package-info.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/package-info.java index c4b75f2d..c06be5d7 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/package-info.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/meta/package-info.java @@ -3,4 +3,27 @@ * * @author Erich Schubert */ + +/* + 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/>. + */ package de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.meta;
\ No newline at end of file diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/package-info.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/package-info.java index 62c98262..9a9f0993 100644 --- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/package-info.java +++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/estimator/package-info.java @@ -2,6 +2,8 @@ * Estimators for statistical distributions. * * @author Erich Schubert + * + * @apiviz.exclude de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.meta.* */ package de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator; |