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) 2014 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.LogGammaDistribution; import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; /** * Robust parameter estimation for the LogGamma distribution. * * A modified algorithm for LogGamma distributions. * * @author Erich Schubert * * @apiviz.has LogGammaDistribution - - estimates */ public class LogGammaLogMADEstimator extends AbstractLogMADEstimator { /** * Static estimator, more robust to outliers by using the median. */ public static final LogGammaLogMADEstimator STATIC = new LogGammaLogMADEstimator(); /** * Private constructor. */ private LogGammaLogMADEstimator() { // Do not instantiate - use static class } @Override public LogGammaDistribution estimateFromLogMedianMAD(double median, double mad, double shift) { if (median < Double.MIN_NORMAL) { throw new ArithmeticException("Cannot estimate Gamma parameters on a distribution with zero median."); } if (mad < Double.MIN_NORMAL) { throw new ArithmeticException("Cannot estimate Gamma parameters on a distribution with zero MAD."); } final double theta = median / (mad * mad); final double k = median * theta; if (!(k > 0.) || !(theta > 0.)) { throw new ArithmeticException("LogGamma estimation produced non-positive parameter values: k=" + k + " theta=" + theta); } return new LogGammaDistribution(k, theta, shift - 1); } @Override public Class getDistributionClass() { return LogGammaDistribution.class; } /** * Parameterization class. * * @author Erich Schubert * * @apiviz.exclude */ public static class Parameterizer extends AbstractParameterizer { @Override protected LogGammaLogMADEstimator makeInstance() { return STATIC; } } }