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) 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 . */ import de.lmu.ifi.dbs.elki.math.statistics.distribution.WaldDistribution; import de.lmu.ifi.dbs.elki.utilities.datastructures.arraylike.NumberArrayAdapter; import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer; /** * Estimate parameter of the Wald distribution. * * @author Erich Schubert * * @apiviz.has WaldDistribution */ public class WaldMLEstimator implements DistributionEstimator { /** * Static instance. */ public static final WaldMLEstimator STATIC = new WaldMLEstimator(); @Override public WaldDistribution estimate(A data, NumberArrayAdapter adapter) { final int len = adapter.size(data); double mean = 0.; for(int i = 0; i < len; i++) { double v = adapter.getDouble(data, i); mean += v; } mean /= len; double invmean = 1. / mean; double invdev = 0.; for(int i = 0; i < len; i++) { double v = adapter.getDouble(data, i); if(v > 0.) { invdev += 1. / v - invmean; } } return new WaldDistribution(mean, len / invdev); } @Override public Class getDistributionClass() { return WaldDistribution.class; } @Override public String toString() { return this.getClass().getSimpleName(); } /** * Parameterization class. * * @author Erich Schubert * * @apiviz.exclude */ public static class Parameterizer extends AbstractParameterizer { @Override protected WaldMLEstimator makeInstance() { return STATIC; } } }