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.MeanVariance; import de.lmu.ifi.dbs.elki.math.statistics.distribution.NormalDistribution; import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; /** * Naive maximum-likelihood estimations for the normal distribution using mean * and sample variance. * * While this is the most commonly used estimator, it is not very robust against * extreme values. * * @author Erich Schubert * * @apiviz.has NormalDistribution - - estimates */ public class NormalMOMEstimator extends AbstractMeanVarianceEstimator { /** * Static estimator, using mean and variance. */ public static NormalMOMEstimator STATIC = new NormalMOMEstimator(); /** * Private constructor, use static instance! */ private NormalMOMEstimator() { // Do not instantiate } @Override public NormalDistribution estimateFromMeanVariance(MeanVariance mv) { return new NormalDistribution(mv.getMean(), Math.max(mv.getSampleStddev(), Double.MIN_NORMAL)); } @Override public Class getDistributionClass() { return NormalDistribution.class; } /** * Parameterization class. * * @author Erich Schubert * * @apiviz.exclude */ public static class Parameterizer extends AbstractParameterizer { @Override protected NormalMOMEstimator makeInstance() { return STATIC; } } }