de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator

Class GammaLMMEstimator

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.GammaLMMEstimator

All Implemented Interfaces:

DistributionEstimator<GammaDistribution>, LMMDistributionEstimator<GammaDistribution>

@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 GammaLMMEstimator
extends java.lang.Object
implements LMMDistributionEstimator<GammaDistribution>

Estimate the parameters of a Gamma 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 and Description
static class	GammaLMMEstimator.Parameterizer Parameterization class.

Field Summary

Fields

Modifier and Type	Field and Description
private static double	A1 Coefficients for polynomial approximation
private static double	A2 Coefficients for polynomial approximation
private static double	A3 Coefficients for polynomial approximation
private static double	B1 Coefficients for polynomial approximation
private static double	B2 Coefficients for polynomial approximation
private static double	B3 Coefficients for polynomial approximation
private static double	B4 Coefficients for polynomial approximation
static GammaLMMEstimator	STATIC Static instance.

Constructor Summary

Constructors

Modifier	Constructor and Description
private	GammaLMMEstimator() Constructor.

Method Summary

Modifier and Type	Method and Description
GammaDistribution	estimateFromLMoments(double[] xmom) Estimate from the L-Moments.
java.lang.Class<? super GammaDistribution>	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 de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.LMMDistributionEstimator

estimate

Methods inherited from interface de.lmu.ifi.dbs.elki.math.statistics.distribution.estimator.DistributionEstimator

estimate

Field Detail

STATIC

public static final GammaLMMEstimator STATIC

Static instance.

A1

private static double A1

Coefficients for polynomial approximation

A2

private static double A2

Coefficients for polynomial approximation

A3

private static double A3

Coefficients for polynomial approximation

B1

private static double B1

Coefficients for polynomial approximation

B2

private static double B2

Coefficients for polynomial approximation

B3

private static double B3

Coefficients for polynomial approximation

B4

private static double B4

Coefficients for polynomial approximation

Constructor Detail

GammaLMMEstimator

private GammaLMMEstimator()

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<GammaDistribution>

Returns:

Moments needed.

estimateFromLMoments

public GammaDistribution estimateFromLMoments(double[] xmom)

Description copied from interface: LMMDistributionEstimator

Estimate from the L-Moments.

Specified by:

estimateFromLMoments in interface LMMDistributionEstimator<GammaDistribution>

Parameters:

xmom - L-Moments

Returns:

Distribution

getDistributionClass

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

Description copied from interface: DistributionEstimator

Get the class that is produced by the estimator.

Specified by:

getDistributionClass in interface DistributionEstimator<GammaDistribution>

Returns:

Distribution class

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object