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) 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 .
*/
import de.lmu.ifi.dbs.elki.math.statistics.distribution.LaplaceDistribution;
import de.lmu.ifi.dbs.elki.utilities.documentation.Reference;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer;
/**
* Estimate Laplace distribution parameters using Median and MAD.
*
* Reference:
*
* D. J. Olive
* Applied Robust Statistics
* Preprint of an upcoming book, University of Minnesota
*
*
* @author Erich Schubert
* @since 0.6.0
*
* @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 {
/**
* Static instance.
*/
public static final LaplaceMADEstimator STATIC = new LaplaceMADEstimator();
/**
* Private constructor, use static instance!
*/
private LaplaceMADEstimator() {
// Do not instantiate
}
@Override
public LaplaceDistribution estimateFromMedianMAD(double median, double mad) {
final double location = median;
final double scale = 1.443 * mad;
return new LaplaceDistribution(1. / scale, location);
}
@Override
public Class super LaplaceDistribution> getDistributionClass() {
return LaplaceDistribution.class;
}
/**
* Parameterization class.
*
* @author Erich Schubert
*
* @apiviz.exclude
*/
public static class Parameterizer extends AbstractParameterizer {
@Override
protected LaplaceMADEstimator makeInstance() {
return STATIC;
}
}
}