blob: 2e1b4f994ce4f35ff178e108f935443badff464b (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
|
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.GumbelDistribution;
import de.lmu.ifi.dbs.elki.utilities.documentation.Reference;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer;
/**
* Parameter estimation via median and median absolute deviation from median
* (MAD).
*
* Reference:
* <p>
* D. J. Olive<br />
* Applied Robust Statistics<br />
* Preprint of an upcoming book, University of Minnesota
* </p>
*
* @author Erich Schubert
*
* @apiviz.has GumbelDistribution - - estimates
*/
@Reference(title = "Applied Robust Statistics", authors = "D. J. Olive", booktitle = "Applied Robust Statistics", url="http://lagrange.math.siu.edu/Olive/preprints.htm")
public class GumbelMADEstimator extends AbstractMADEstimator<GumbelDistribution> {
/**
* Static instance.
*/
public static final GumbelMADEstimator STATIC = new GumbelMADEstimator();
/**
* Private constructor, use static instance!
*/
private GumbelMADEstimator() {
// Do not instantiate
}
@Override
public GumbelDistribution estimateFromMedianMAD(double median, double mad) {
// TODO: Work around degenerate cases?
return new GumbelDistribution(median + 0.4778 * mad, 1.3037 * mad);
}
@Override
public Class<? super GumbelDistribution> getDistributionClass() {
return GumbelDistribution.class;
}
/**
* Parameterization class.
*
* @author Erich Schubert
*
* @apiviz.exclude
*/
public static class Parameterizer extends AbstractParameterizer {
@Override
protected GumbelMADEstimator makeInstance() {
return STATIC;
}
}
}
|
