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 getDistributionClass() { return LaplaceDistribution.class; } /** * Parameterization class. * * @author Erich Schubert * * @apiviz.exclude */ public static class Parameterizer extends AbstractParameterizer { @Override protected LaplaceMADEstimator makeInstance() { return STATIC; } } }