Package elki.math.statistics.distribution.estimator

Class GumbelLMMEstimator

java.lang.Object

elki.math.statistics.distribution.estimator.GumbelLMMEstimator

All Implemented Interfaces:

DistributionEstimator<GumbelDistribution>, LMMDistributionEstimator<GumbelDistribution>

@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 GumbelLMMEstimator
extends java.lang.Object
implements LMMDistributionEstimator<GumbelDistribution>

Estimate the parameters of a Gumbel 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	Description
static class	GumbelLMMEstimator.Par	Parameterization class.

Field Summary

Fields

Modifier and Type	Field	Description
static GumbelLMMEstimator	STATIC	Static instance.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	GumbelLMMEstimator()	Constructor.

Method Summary

Modifier and Type	Method	Description
GumbelDistribution	estimateFromLMoments(double[] xmom)	Estimate from the L-Moments.
java.lang.Class<? super GumbelDistribution>	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 elki.math.statistics.distribution.estimator.DistributionEstimator

estimate

Methods inherited from interface elki.math.statistics.distribution.estimator.LMMDistributionEstimator

estimate

Field Detail

STATIC

public static final GumbelLMMEstimator STATIC

Static instance.

Constructor Detail

GumbelLMMEstimator

private GumbelLMMEstimator()

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<GumbelDistribution>

Returns:

Moments needed.

estimateFromLMoments

public GumbelDistribution estimateFromLMoments(double[] xmom)

Description copied from interface: LMMDistributionEstimator

Estimate from the L-Moments.

Specified by:

estimateFromLMoments in interface LMMDistributionEstimator<GumbelDistribution>

Parameters:

xmom - L-Moments

Returns:

Distribution

getDistributionClass

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

Description copied from interface: DistributionEstimator

Get the class that is produced by the estimator.

Specified by:

getDistributionClass in interface DistributionEstimator<GumbelDistribution>

Returns:

Distribution class

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object