Class WinsorizingEstimator<D extends Distribution>
- java.lang.Object
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- elki.math.statistics.distribution.estimator.meta.WinsorizingEstimator<D>
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- Type Parameters:
D
- Distribution type
- All Implemented Interfaces:
DistributionEstimator<D>
@Reference(authors="C. Hastings, F. Mosteller, J. W. Tukey, C. P. Winsor", title="Low moments for small samples: a comparative study of order statistics", booktitle="The Annals of Mathematical Statistics, 18(3)", url="https://doi.org/10.1214/aoms/1177730388", bibkey="doi:10.1214/aoms/1177730388") public class WinsorizingEstimator<D extends Distribution> extends java.lang.Object implements DistributionEstimator<D>
Winsorizing or Georgization estimator. Similar to trimming, this is supposed to be more robust to outliers. However, instead of removing the extreme values, they are instead replaced with the cutoff value. This keeps the quantity of the data the same, and will have a lower impact on variance and similar measures.Reference:
C. Hastings, F. Mosteller, J. W. Tukey, C. P. Winsor
Low moments for small samples: a comparative study of order statistics.
The Annals of Mathematical Statistics, 18(3) *- Since:
- 0.6.0
- Author:
- Erich Schubert
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Field Summary
Fields Modifier and Type Field Description private DistributionEstimator<D>
inner
Distribution estimator to use.private double
winsorize
Amount of data to winsorize.
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Constructor Summary
Constructors Constructor Description WinsorizingEstimator(DistributionEstimator<D> inner, double winsorize)
Constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description <A> D
estimate(A data, NumberArrayAdapter<?,A> adapter)
General form of the parameter estimationjava.lang.Class<? super D>
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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Field Detail
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inner
private DistributionEstimator<D extends Distribution> inner
Distribution estimator to use.
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winsorize
private double winsorize
Amount of data to winsorize.
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Constructor Detail
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WinsorizingEstimator
public WinsorizingEstimator(DistributionEstimator<D> inner, double winsorize)
Constructor.- Parameters:
inner
- Inner estimator.winsorize
- Winsorize parameter.
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Method Detail
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estimate
public <A> D estimate(A data, NumberArrayAdapter<?,A> adapter)
Description copied from interface:DistributionEstimator
General form of the parameter estimation- Specified by:
estimate
in interfaceDistributionEstimator<D extends Distribution>
- Parameters:
data
- Data setadapter
- Number array adapter- Returns:
- Estimated distribution
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getDistributionClass
public java.lang.Class<? super D> getDistributionClass()
Description copied from interface:DistributionEstimator
Get the class that is produced by the estimator.- Specified by:
getDistributionClass
in interfaceDistributionEstimator<D extends Distribution>
- Returns:
- Distribution class
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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