Package elki.math.statistics.intrinsicdimensionality

Class AggregatedHillEstimator

java.lang.Object

elki.math.statistics.intrinsicdimensionality.AggregatedHillEstimator

All Implemented Interfaces:

DistanceBasedIntrinsicDimensionalityEstimator, IntrinsicDimensionalityEstimator<java.lang.Object>

@Reference(authors="R. Huisman, K. G. Koedijk, C. J. M. Kool, F. Palm",
           title="Tail-Index Estimates in Small Samples",
           booktitle="Journal of Business & Economic Statistics",
           url="https://doi.org/10.1198/073500101316970421",
           bibkey="doi:10.1198/073500101316970421")
public class AggregatedHillEstimator
extends java.lang.Object
implements DistanceBasedIntrinsicDimensionalityEstimator

Estimator using the weighted average of multiple hill estimators.

Reference:

R. Huisman, K. G. Koedijk, C. J. M. Kool, F. Palm
Tail-Index Estimates in Small Samples
Journal of Business and Economic Statistics

Since:

0.7.0

Author:

Jonathan von Brünken, Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field	Description
static AggregatedHillEstimator	STATIC	Static instance.

Constructor Summary

Constructors

Constructor	Description
AggregatedHillEstimator()

Method Summary

Modifier and Type	Method	Description
<A> double	estimate(A data, NumberArrayAdapter<?,? super A> adapter, int end)	Estimate from a distance list.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface elki.math.statistics.intrinsicdimensionality.DistanceBasedIntrinsicDimensionalityEstimator

estimate, estimate, estimate, estimate, estimate

Field Detail

STATIC

public static final AggregatedHillEstimator STATIC

Static instance.

Constructor Detail

AggregatedHillEstimator

public AggregatedHillEstimator()

Method Detail

estimate

public <A> double estimate(A data,
                           NumberArrayAdapter<?,? super A> adapter,
                           int end)

Description copied from interface: DistanceBasedIntrinsicDimensionalityEstimator

Estimate from a distance list.

Specified by:

estimate in interface DistanceBasedIntrinsicDimensionalityEstimator

Type Parameters:

A - array type

Parameters:

data - Data

adapter - Array adapter

end - Length

Returns:

Estimated intrinsic dimensionality