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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) 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 <http://www.gnu.org/licenses/>.
*/
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<WaldDistribution> {
/**
* Static instance.
*/
public static final WaldMLEstimator STATIC = new WaldMLEstimator();
@Override
public <A> WaldDistribution estimate(A data, NumberArrayAdapter<?, A> 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<? super WaldDistribution> 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;
}
}
}
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