Class LogNormalLogMADEstimator
- java.lang.Object
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- elki.math.statistics.distribution.estimator.LogNormalLogMADEstimator
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- All Implemented Interfaces:
DistributionEstimator<LogNormalDistribution>
,LogMADDistributionEstimator<LogNormalDistribution>
@Reference(authors="F. R. Hampel", title="The Influence Curve and Its Role in Robust Estimation", booktitle="Journal of the American Statistical Association, June 1974, Vol. 69, No. 346", url="https://doi.org/10.2307/2285666", bibkey="doi:10.2307/2285666") public class LogNormalLogMADEstimator extends java.lang.Object implements LogMADDistributionEstimator<LogNormalDistribution>
Estimator using Medians. More robust to outliers, and just slightly more expensive (needs to copy the data for partial sorting to find the median).References:
F. R. Hampel
The Influence Curve and Its Role in Robust Estimation
Journal of the American Statistical Association, June 1974, Vol. 69, No. 346P. J. Rousseeuw, C. Croux
Alternatives to the Median Absolute Deviation
Journal of the American Statistical Association, December 1993, Vol. 88, No. 424, Theory and Methods- Since:
- 0.6.0
- Author:
- Erich Schubert
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
LogNormalLogMADEstimator.Par
Parameterization class.
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Field Summary
Fields Modifier and Type Field Description static LogNormalLogMADEstimator
STATIC
Static estimator, more robust to outliers by using the median.
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Constructor Summary
Constructors Modifier Constructor Description private
LogNormalLogMADEstimator()
Constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description LogNormalDistribution
estimateFromLogMedianMAD(double median, double mad, double shift)
General form of the parameter estimationjava.lang.Class<? super LogNormalDistribution>
getDistributionClass()
Get the class that is produced by the estimator.java.lang.String
toString()
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface elki.math.statistics.distribution.estimator.DistributionEstimator
estimate
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Methods inherited from interface elki.math.statistics.distribution.estimator.LogMADDistributionEstimator
estimate
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Field Detail
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STATIC
public static final LogNormalLogMADEstimator STATIC
Static estimator, more robust to outliers by using the median.
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Method Detail
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estimateFromLogMedianMAD
public LogNormalDistribution estimateFromLogMedianMAD(double median, double mad, double shift)
Description copied from interface:LogMADDistributionEstimator
General form of the parameter estimation- Specified by:
estimateFromLogMedianMAD
in interfaceLogMADDistributionEstimator<LogNormalDistribution>
- Parameters:
median
- Median lof log values.mad
- Median absolute deviation from median (in logspace).shift
- Shift offset that was used to avoid negative values.- Returns:
- Estimated distribution
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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 interfaceDistributionEstimator<LogNormalDistribution>
- Returns:
- Distribution class
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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