@Reference(authors="F. R. Hampel", title="The Influence Curve and Its Role in Robust Estimation", booktitle="Journal of the American Statistical Association, June 1974, Vol. 69, No. 346", url="http://www.jstor.org/stable/10.2307/2285666") public class LogNormalLogMADEstimator extends AbstractLogMADEstimator<LogNormalDistribution>
F. R. Hampel
The Influence Curve and Its Role in Robust Estimation
in: Journal of the American Statistical Association, June 1974, Vol. 69, No.
346
P. J. Rousseeuw, C. Croux
Alternatives to the Median Absolute Deviation
in: Journal of the American Statistical Association, December 1993, Vol. 88,
No. 424, Theory and Methods
Modifier and Type | Class and Description |
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static class |
LogNormalLogMADEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and Description |
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static LogNormalLogMADEstimator |
STATIC
Static estimator, more robust to outliers by using the median.
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Modifier | Constructor and Description |
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private |
LogNormalLogMADEstimator()
Constructor.
|
Modifier and Type | Method and Description |
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LogNormalDistribution |
estimateFromLogMedianMAD(double median,
double mad,
double shift)
General form of the parameter estimation
|
Class<? super LogNormalDistribution> |
getDistributionClass()
Get the class that is produced by the estimator.
|
computeMAD, estimate, toString
public static LogNormalLogMADEstimator STATIC
private LogNormalLogMADEstimator()
public LogNormalDistribution estimateFromLogMedianMAD(double median, double mad, double shift)
LogMADDistributionEstimator
estimateFromLogMedianMAD
in interface LogMADDistributionEstimator<LogNormalDistribution>
estimateFromLogMedianMAD
in class AbstractLogMADEstimator<LogNormalDistribution>
median
- Median lof log values.mad
- Median absolute deviation from median (in logspace).shift
- Shift offset that was used to avoid negative values.public Class<? super LogNormalDistribution> getDistributionClass()
DistributionEstimator
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