WeightedCovarianceMatrixBuilder
See: Description
Interface  Description 

WeightFunction 
WeightFunction interface that allows the use of various distancebased weight
functions.

Class  Description 

ConstantWeight 
Constant Weight function
The result is always 1.0

ErfcStddevWeight 
Gaussian Error Function Weight function, scaled using stddev.

ErfcWeight 
Gaussian Error Function Weight function, scaled such that the result it 0.1
at distance == max
erfc(1.1630871536766736 * distance / max)
The value of 1.1630871536766736 is erfcinv(0.1), to achieve the intended
scaling.

ExponentialStddevWeight 
Exponential Weight function, scaled such that the result it 0.1 at distance
== max
stddev * exp(.5 * distance/stddev)
This is similar to the Gaussian weight function, except distance/stddev is
not squared.

ExponentialWeight 
Exponential Weight function, scaled such that the result it 0.1 at distance
== max
exp(2.3025850929940455 * distance/max)
This is similar to the Gaussian weight function, except distance/max is not
squared

GaussStddevWeight 
Gaussian weight function, scaled using standard deviation
\( 1/\sqrt(2\pi) \exp(\frac{\text{dist}^2}{2\sigma^2}) \)

GaussWeight 
Gaussian weight function, scaled such that the result it 0.1 at distance ==
max, using \( \exp(2.3025850929940455 \frac{\text{dist}^2}{\max^2}) \).

InverseLinearWeight 
Inverse Linear Weight Function.

InverseProportionalStddevWeight 
Inverse proportional weight function, scaled using the standard deviation.
1 / (1 + distance/stddev)

InverseProportionalWeight 
Inverse proportional weight function, scaled using the maximum.
1 / (1 + distance/max)

LinearWeight 
Linear weight function, scaled using the maximum such that it goes from 1.0
to 0.1
1  0.9 * (distance/max)

QuadraticStddevWeight 
Quadratic weight function, scaled using the standard deviation.

QuadraticWeight 
Quadratic weight function, scaled using the maximum to reach 0.1 at that
point.

WeightedCovarianceMatrixBuilder
Copyright © 2019 ELKI Development Team. License information.