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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 <http://www.gnu.org/licenses/>.
*/
import de.lmu.ifi.dbs.elki.math.statistics.distribution.GeneralizedLogisticAlternateDistribution;
import de.lmu.ifi.dbs.elki.utilities.documentation.Reference;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer;
/**
* Estimate the parameters of a Generalized Logistic Distribution, using the
* methods of L-Moments (LMM).
*
* Reference:
* <p>
* J. R. M. Hosking<br />
* Fortran routines for use with the method of L-moments Version 3.03<br />
* IBM Research.
* </p>
*
* @author Erich Schubert
* @since 0.6.0
*
* @apiviz.has GeneralizedLogisticAlternateDistribution
*/
@Reference(authors = "J.R.M. Hosking", title = "Fortran routines for use with the method of L-moments Version 3.03", booktitle = "IBM Research Technical Report")
public class GeneralizedLogisticAlternateLMMEstimator extends AbstractLMMEstimator<GeneralizedLogisticAlternateDistribution> {
/**
* Static instance.
*/
public static final GeneralizedLogisticAlternateLMMEstimator STATIC = new GeneralizedLogisticAlternateLMMEstimator();
/**
* Constructor. Private: use static instance.
*/
private GeneralizedLogisticAlternateLMMEstimator() {
super();
}
@Override
public int getNumMoments() {
return 3;
}
@Override
public GeneralizedLogisticAlternateDistribution estimateFromLMoments(double[] xmom) {
double shape = -xmom[2];
if (!(shape >= -1 && shape <= 1)) {
throw new ArithmeticException("Invalid moment estimation.");
}
if (Math.abs(shape) < 1e-6) {
// Effectively zero, so non-generalized.
return new GeneralizedLogisticAlternateDistribution(xmom[0], xmom[1], 0.);
}
double tmp = shape * Math.PI / Math.sin(shape * Math.PI);
double scale = xmom[1] / tmp;
double location = xmom[0] - scale * (1. - tmp) / shape;
return new GeneralizedLogisticAlternateDistribution(location, scale, shape);
}
@Override
public Class<? super GeneralizedLogisticAlternateDistribution> getDistributionClass() {
return GeneralizedLogisticAlternateDistribution.class;
}
/**
* Parameterization class.
*
* @author Erich Schubert
*
* @apiviz.exclude
*/
public static class Parameterizer extends AbstractParameterizer {
@Override
protected GeneralizedLogisticAlternateLMMEstimator makeInstance() {
return STATIC;
}
}
}
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