Class ZipfEstimator
- java.lang.Object
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- elki.math.statistics.intrinsicdimensionality.ZipfEstimator
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- All Implemented Interfaces:
DistanceBasedIntrinsicDimensionalityEstimator
,IntrinsicDimensionalityEstimator<java.lang.Object>
@Reference(authors="M. Kratz, S. I. Resnick",title="The QQ-estimator and heavy tails",booktitle="Communications in Statistics. Stochastic Models 12(4)",url="https://doi.org/10.1080/15326349608807407",bibkey="doi:10.1080/15326349608807407") @Reference(authors="J. Schultze, J. Steinebach",title="On Least Squares Estimates of an Exponential Tail Coefficient",booktitle="Statistics & Risk Modeling 14(4)",url="https://doi.org/10.1524/strm.1996.14.4.353",bibkey="doi:10.1524/strm.1996.14.4.353") @Reference(authors="J. Beirlant, G. Dierckx, A. Guillou",title="Estimation of the extreme-value index and generalized quantile plots",booktitle="Bernoulli 11(6)",url="https://doi.org/10.3150/bj/1137421635",bibkey="doi:10.3150/bj/1137421635") public class ZipfEstimator extends java.lang.Object implements DistanceBasedIntrinsicDimensionalityEstimator
Zipf estimator (qq-estimator) of the intrinsic dimensionality.Unfortunately, this estimator appears to have a bias. We have empirically modified the plot position such that bias is reduced, but could not find the proper way of removing this bias for small samples.
References:
M. Kratz, S. I. Resnick
The QQ-estimator and heavy tails
Communications in Statistics. Stochastic Models 12(4)J. Schultze, J. Steinebach
On Least Squares Estimates of an Exponential Tail Coefficient
Statistics and Risk Modeling 14(4)J. Beirlant, G. Dierckx, A. Guillou
Estimation of the extreme-value index and generalized quantile plots
Bernoulli 11(6)- Since:
- 0.7.0
- Author:
- Erich Schubert
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ZipfEstimator.Par
Parameterization class.
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Field Summary
Fields Modifier and Type Field Description static ZipfEstimator
STATIC
Static instance.
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Constructor Summary
Constructors Constructor Description ZipfEstimator()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description <A> double
estimate(A data, NumberArrayAdapter<?,? super A> adapter, int end)
Estimate from a distance list.
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Field Detail
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STATIC
public static final ZipfEstimator STATIC
Static instance.
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Method Detail
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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 interfaceDistanceBasedIntrinsicDimensionalityEstimator
- Type Parameters:
A
- array type- Parameters:
data
- Dataadapter
- Array adapterend
- Length- Returns:
- Estimated intrinsic dimensionality
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