@Reference(authors="F. R. Hampel", title="The Influence Curve and Its Role in Robust Estimation", booktitle="Journal of the American Statistical Association, June 1974, Vol. 69, No. 346", url="https://doi.org/10.2307/2285666", bibkey="doi:10.2307/2285666") public class LogNormalLogMADEstimator extends java.lang.Object implements LogMADDistributionEstimator<LogNormalDistribution>
References:
F. R. Hampel
The Influence Curve and Its Role in Robust Estimation
Journal of the American Statistical Association, June 1974, Vol. 69, No. 346
P. J. Rousseeuw, C. Croux
Alternatives to the Median Absolute Deviation
Journal of the American Statistical Association, December 1993, Vol. 88,
No. 424, Theory and Methods
Modifier and Type | Class and Description |
---|---|
static class |
LogNormalLogMADEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and Description |
---|---|
static LogNormalLogMADEstimator |
STATIC
Static estimator, more robust to outliers by using the median.
|
Modifier | Constructor and Description |
---|---|
private |
LogNormalLogMADEstimator()
Constructor.
|
Modifier and Type | Method and Description |
---|---|
LogNormalDistribution |
estimateFromLogMedianMAD(double median,
double mad,
double shift)
General form of the parameter estimation
|
java.lang.Class<? super LogNormalDistribution> |
getDistributionClass()
Get the class that is produced by the estimator.
|
java.lang.String |
toString() |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
estimate
estimate
public static LogNormalLogMADEstimator STATIC
private LogNormalLogMADEstimator()
public LogNormalDistribution estimateFromLogMedianMAD(double median, double mad, double shift)
LogMADDistributionEstimator
estimateFromLogMedianMAD
in interface LogMADDistributionEstimator<LogNormalDistribution>
median
- Median lof log values.mad
- Median absolute deviation from median (in logspace).shift
- Shift offset that was used to avoid negative values.public java.lang.Class<? super LogNormalDistribution> getDistributionClass()
DistributionEstimator
getDistributionClass
in interface DistributionEstimator<LogNormalDistribution>
public java.lang.String toString()
toString
in class java.lang.Object
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