NormalMADEstimator (ELKI: Environment for DeveLoping KDD-Applications Supported by Index-Structures)

java.lang.Object
- elki.math.statistics.distribution.estimator.NormalMADEstimator

All Implemented Interfaces:

DistributionEstimator<NormalDistribution>, MADDistributionEstimator<NormalDistribution>
```
@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 NormalMADEstimator
extends java.lang.Object
implements MADDistributionEstimator<NormalDistribution>
```
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. 346
P. 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

Nested Class Summary

Nested Classes
Modifier and Type Class Description

static class NormalMADEstimator.Par
Parameterization class.

Field Summary

Fields
Modifier and Type Field Description

static NormalMADEstimator STATIC
Static estimator, more robust to outliers by using the median.

Constructor Summary

Constructors
Modifier Constructor Description

private NormalMADEstimator()
Constructor.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`NormalDistribution`	`estimateFromMedianMAD(double median, double mad)`	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 elki.math.statistics.distribution.estimator.DistributionEstimator
estimate

Methods inherited from interface elki.math.statistics.distribution.estimator.MADDistributionEstimator
estimate

- Field Detail
  - STATIC
```
public static final NormalMADEstimator STATIC
```
    Static estimator, more robust to outliers by using the median.
- Constructor Detail
  - NormalMADEstimator
```
private NormalMADEstimator()
```
    Constructor. Private: use static instance!
- Method Detail
  - estimateFromMedianMAD
```
public NormalDistribution estimateFromMedianMAD(double median,
                                                double mad)
```
    Description copied from interface: MADDistributionEstimator
    
    General form of the parameter estimation
    
    Specified by:
    
    estimateFromMedianMAD in interface MADDistributionEstimator<NormalDistribution>
    
    Parameters:
    
    median - Median value
    
    mad - Median absolute deviation from median
    
    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