de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality

Class HillEstimator

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality.HillEstimator

All Implemented Interfaces:

IntrinsicDimensionalityEstimator

@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 IntrinsicDimensionalityEstimator

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 and Description
static class	HillEstimator.Parameterizer Parameterization class.

Field Summary

Fields

Modifier and Type	Field and Description
static HillEstimator	STATIC Static instance.

Constructor Summary

Constructors

Constructor and Description
HillEstimator()

Method Summary

Modifier and Type	Method and 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 de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality.IntrinsicDimensionalityEstimator

countLeadingZeros, 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: IntrinsicDimensionalityEstimator

Estimate from a distance list.

Specified by:

estimate in interface IntrinsicDimensionalityEstimator

Type Parameters:

A - array type

Parameters:

data - Data

adapter - Array adapter

end - Length

Returns:

Estimated intrinsic dimensionality