Package elki.math.statistics.distribution.estimator

Class LogNormalBilkovaLMMEstimator

java.lang.Object

elki.math.statistics.distribution.estimator.LogNormalBilkovaLMMEstimator

All Implemented Interfaces:

DistributionEstimator<LogNormalDistribution>, LMMDistributionEstimator<LogNormalDistribution>

@Reference(authors="D. B\u00edlkov\u00e1",
           title="Lognormal distribution and using L-moment method for estimating its parameters",
           booktitle="Int. Journal of Mathematical Models and Methods in Applied Sciences (NAUN)",
           url="http://www.naun.org/multimedia/NAUN/m3as/17-079.pdf",
           bibkey="journals/naun/Bilkova12")
public class LogNormalBilkovaLMMEstimator
extends java.lang.Object
implements LMMDistributionEstimator<LogNormalDistribution>

Alternate estimate the parameters of a log Gamma Distribution, using the methods of L-Moments (LMM) for the Generalized Normal Distribution.

Reference:

D. Bílková
Lognormal distribution and using L-moment method for estimating its parameters
Int. Journal of Mathematical Models and Methods in Applied Sciences (NAUN)

See also LogNormalLMMEstimator for a similar estimator, based on the generalized normal distribution, as used by Hosking.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	LogNormalBilkovaLMMEstimator.Par	Parameterization class.

Field Summary

Fields

Modifier and Type	Field	Description
private static double	SQRT8_3	Scaling constant.
static LogNormalBilkovaLMMEstimator	STATIC	Static instance.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	LogNormalBilkovaLMMEstimator()	Constructor.

Method Summary

Modifier and Type	Method	Description
LogNormalDistribution	estimateFromLMoments(double[] xmom)	Estimate from the L-Moments.
java.lang.Class<? super LogNormalDistribution>	getDistributionClass()	Get the class that is produced by the estimator.
int	getNumMoments()	The number of moments needed.
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 elki.math.statistics.distribution.estimator.DistributionEstimator

estimate

Methods inherited from interface elki.math.statistics.distribution.estimator.LMMDistributionEstimator

estimate

Field Detail

STATIC

public static final LogNormalBilkovaLMMEstimator STATIC

Static instance.

SQRT8_3

private static final double SQRT8_3

Scaling constant.

Constructor Detail

LogNormalBilkovaLMMEstimator

private LogNormalBilkovaLMMEstimator()

Constructor. Private: use static instance.

Method Detail

getNumMoments

public int getNumMoments()

Description copied from interface: LMMDistributionEstimator

The number of moments needed.

Specified by:

getNumMoments in interface LMMDistributionEstimator<LogNormalDistribution>

Returns:

Moments needed.

estimateFromLMoments

public LogNormalDistribution estimateFromLMoments(double[] xmom)

Description copied from interface: LMMDistributionEstimator

Estimate from the L-Moments.

Specified by:

estimateFromLMoments in interface LMMDistributionEstimator<LogNormalDistribution>

Parameters:

xmom - L-Moments

Returns:

Distribution

getDistributionClass

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

Description copied from interface: DistributionEstimator

Get the class that is produced by the estimator.

Specified by:

getDistributionClass in interface DistributionEstimator<LogNormalDistribution>

Returns:

Distribution class

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object