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

Class AggregatedHillEstimator

java.lang.Object

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

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

All Implemented Interfaces:

IntrinsicDimensionalityEstimator

@Reference(authors="R. Huisman and K. G. Koedijk and C. J. M. Kool and F. Palm",
           title="Tail-Index Estimates in Small Samples",
           booktitle="Journal of Business & Economic Statistics",
           url="http://dx.doi.org/10.1198/073500101316970421")
public class AggregatedHillEstimator
extends AbstractIntrinsicDimensionalityEstimator

Estimator using the weighted average of multiple hill estimators. Reference:

R. Huisman and K. G. Koedijk and C. J. M. Kool and F. Palm
Tail-Index Estimates in Small Samples
Journal of Business & Economic Statistics

TODO: possible to improve numerical precision via log1p?

Author:

Jonathan von Brünken, Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	AggregatedHillEstimator.Parameterizer Parameterization class.

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor and Description
AggregatedHillEstimator()

Method Summary

Methods

Modifier and Type	Method and Description
<A> double	estimate(A data, NumberArrayAdapter<?,A> adapter, int len) Estimate from a distance list.

Methods inherited from class de.lmu.ifi.dbs.elki.math.statistics.intrinsicdimensionality.AbstractIntrinsicDimensionalityEstimator

estimate, estimate, estimate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

STATIC

public static final AggregatedHillEstimator STATIC

Static instance.

Constructor Detail

AggregatedHillEstimator

public AggregatedHillEstimator()

Method Detail

estimate

public <A> double estimate(A data,
                  NumberArrayAdapter<?,A> adapter,
                  int len)

Description copied from interface: IntrinsicDimensionalityEstimator

Estimate from a distance list.

Type Parameters:

A - array type

Parameters:

data - Data

adapter - Array adapter

len - Length

Returns:

Estimated intrinsic dimensionality