Package elki.math.statistics.intrinsicdimensionality

Class HillEstimator

java.lang.Object

elki.math.statistics.intrinsicdimensionality.HillEstimator

All Implemented Interfaces:

DistanceBasedIntrinsicDimensionalityEstimator, IntrinsicDimensionalityEstimator<java.lang.Object>

@Reference(authors="B. M. Hill",
           title="A simple general approach to inference about the tail of a distribution",
           booktitle="The annals of statistics 3(5)",
           url="https://doi.org/10.1214/aos/1176343247",
           bibkey="doi:10.1214/aos/1176343247")
public class HillEstimator
extends java.lang.Object
implements DistanceBasedIntrinsicDimensionalityEstimator

Hill estimator of the intrinsic dimensionality (maximum likelihood estimator for ID).

Reference:

B. M. Hill
A simple general approach to inference about the tail of a distribution
The annals of statistics 3(5)

Since:

0.7.0

Author:

Jonathan von Brünken, Erich Schubert

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field	Description
static HillEstimator	STATIC	Static instance.

Constructor Summary

Constructors

Constructor	Description
HillEstimator()

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 HillEstimator STATIC

Static instance.

Constructor Detail

HillEstimator

public HillEstimator()

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