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JFIT::JMEstimatorLorentzian Struct Reference

Lorentzian M-estimator. More...

#include <JMEstimator.hh>

Inheritance diagram for JFIT::JMEstimatorLorentzian:
JFIT::JMEstimator

Public Member Functions

virtual double getRho (const double z) const
 Get maximum likelihood estimate. More...
 
virtual double getPsi (const double z) const
 Get derivative of maximum likelihood estimate. More...
 

Detailed Description

Lorentzian M-estimator.

This estimator prouces a logarithmic dependence for large deviations.

Definition at line 65 of file JMEstimator.hh.

Member Function Documentation

◆ getRho()

virtual double JFIT::JMEstimatorLorentzian::getRho ( const double  z) const
inlinevirtual

Get maximum likelihood estimate.

Parameters
zdeviation
Returns
likelihood

Implements JFIT::JMEstimator.

Definition at line 68 of file JMEstimator.hh.

68 { return log (1.0 + 0.5*z*z); }

◆ getPsi()

virtual double JFIT::JMEstimatorLorentzian::getPsi ( const double  z) const
inlinevirtual

Get derivative of maximum likelihood estimate.

Parameters
zdeviation
Returns
derivative

Implements JFIT::JMEstimator.

Definition at line 69 of file JMEstimator.hh.

69 { return z / (1.0 + 0.5*z*z); }

The documentation for this struct was generated from the following file: