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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.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<NormalDistribution> {
/**
* 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<? super NormalDistribution> getDistributionClass() {
return NormalDistribution.class;
}
/**
* Parameterization class.
*
* @author Erich Schubert
*
* @apiviz.exclude
*/
public static class Parameterizer extends AbstractParameterizer {
@Override
protected NormalMOMEstimator makeInstance() {
return STATIC;
}
}
}
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