de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator

Class NormalLevenbergMarquardtKDEEstimator

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.NormalLevenbergMarquardtKDEEstimator

All Implemented Interfaces:

DistributionEstimator<NormalDistribution>

public class NormalLevenbergMarquardtKDEEstimator
extends java.lang.Object
implements DistributionEstimator<NormalDistribution>

Distribution parameter estimation using Levenberg-Marquardt iterative optimization and a kernel density estimation.

Note: this estimator is rather expensive, and needs optimization in the KDE phase, which currently is O(n²)!

This estimator is primarily attractive when only part of the distribution was observed.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	NormalLevenbergMarquardtKDEEstimator.Parameterizer Parameterization class.

Field Summary

Fields

Modifier and Type	Field and Description
static NormalLevenbergMarquardtKDEEstimator	STATIC Static estimator for small sample sizes and partial data.

Constructor Summary

Constructors

Modifier	Constructor and Description
private	NormalLevenbergMarquardtKDEEstimator() Constructor.

Method Summary

Modifier and Type	Method and Description
<A> NormalDistribution	estimate(A data, NumberArrayAdapter<?,A> adapter) General form of the parameter estimation
java.lang.Class<? super NormalDistribution>	getDistributionClass() Get the class that is produced by the estimator.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.DistributionEstimator

estimate

Field Detail

STATIC

public static final NormalLevenbergMarquardtKDEEstimator STATIC

Static estimator for small sample sizes and partial data.

Constructor Detail

NormalLevenbergMarquardtKDEEstimator

private NormalLevenbergMarquardtKDEEstimator()

Constructor. Private: use static instance.

Method Detail

estimate

public <A> NormalDistribution estimate(A data,
                                       NumberArrayAdapter<?,A> adapter)

Description copied from interface: DistributionEstimator

General form of the parameter estimation

Specified by:

estimate in interface DistributionEstimator<NormalDistribution>

Parameters:

data - Data set

adapter - Number array adapter

Returns:

Estimated distribution

getDistributionClass

public java.lang.Class<? super NormalDistribution> getDistributionClass()

Description copied from interface: DistributionEstimator

Get the class that is produced by the estimator.

Specified by:

getDistributionClass in interface DistributionEstimator<NormalDistribution>

Returns:

Distribution class

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object