Class NormalLevenbergMarquardtKDEEstimator

  • All Implemented Interfaces:
    DistributionEstimator<NormalDistribution>

    public class NormalLevenbergMarquardtKDEEstimator
    extends java.lang.Object
    implements DistributionEstimator<NormalDistribution>
    Distribution parameter estimation using Levenberg-Marquardt iterative optimization and a kernel density estimation.

    Note: this estimator is rather expensive, and needs optimization in the KDE phase, which currently is O(n²)!

    This estimator is primarily attractive when only part of the distribution was observed.

    Since:
    0.6.0
    Author:
    Erich Schubert