Package elki.math.statistics.distribution.estimator

Class SkewGNormalLMMEstimator

java.lang.Object

elki.math.statistics.distribution.estimator.SkewGNormalLMMEstimator

All Implemented Interfaces:

DistributionEstimator<SkewGeneralizedNormalDistribution>, LMMDistributionEstimator<SkewGeneralizedNormalDistribution>

@Reference(authors="J. R. M. Hosking",
           title="Fortran routines for use with the method of L-moments Version 3.03",
           booktitle="IBM Research Technical Report",
           bibkey="tr/ibm/Hosking00")
public class SkewGNormalLMMEstimator
extends java.lang.Object
implements LMMDistributionEstimator<SkewGeneralizedNormalDistribution>

Estimate the parameters of a skew Normal Distribution (Hoskin's Generalized Normal Distribution), using the methods of L-Moments (LMM).

Reference:

J. R. M. Hosking
Fortran routines for use with the method of L-moments Version 3.03
IBM Research.

Since:

0.6.0

Author:

Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field	Description
private static double	A0	Polynomial approximation
private static double	A1	Polynomial approximation
private static double	A2	Polynomial approximation
private static double	A3	Polynomial approximation
private static double	B1	Polynomial approximation
private static double	B2	Polynomial approximation
private static double	B3	Polynomial approximation
static SkewGNormalLMMEstimator	STATIC	Static instance.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	SkewGNormalLMMEstimator()	Constructor.

Method Summary

Modifier and Type	Method	Description
SkewGeneralizedNormalDistribution	estimateFromLMoments(double[] xmom)	Estimate from the L-Moments.
java.lang.Class<? super SkewGeneralizedNormalDistribution>	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 SkewGNormalLMMEstimator STATIC

Static instance.

A0

private static final double A0

Polynomial approximation

See Also:

Constant Field Values

A1

private static final double A1

Polynomial approximation

See Also:

Constant Field Values

A2

private static final double A2

Polynomial approximation

See Also:

Constant Field Values

A3

private static final double A3

Polynomial approximation

See Also:

Constant Field Values

B1

private static final double B1

Polynomial approximation

See Also:

Constant Field Values

B2

private static final double B2

Polynomial approximation

See Also:

Constant Field Values

B3

private static final double B3

Polynomial approximation

See Also:

Constant Field Values

Constructor Detail

SkewGNormalLMMEstimator

private SkewGNormalLMMEstimator()

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<SkewGeneralizedNormalDistribution>

Returns:

Moments needed.

estimateFromLMoments

public SkewGeneralizedNormalDistribution estimateFromLMoments(double[] xmom)

Description copied from interface: LMMDistributionEstimator

Estimate from the L-Moments.

Specified by:

estimateFromLMoments in interface LMMDistributionEstimator<SkewGeneralizedNormalDistribution>

Parameters:

xmom - L-Moments

Returns:

Distribution

getDistributionClass

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

Description copied from interface: DistributionEstimator

Get the class that is produced by the estimator.

Specified by:

getDistributionClass in interface DistributionEstimator<SkewGeneralizedNormalDistribution>

Returns:

Distribution class

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object