JFIT::JMEstimatorLorentzian Struct Reference

Lorentzian M-estimator. More...

#include <JMEstimator.hh>

Inheritance diagram for JFIT::JMEstimatorLorentzian:

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

z

deviation

Returns

likelihood

Implements JFIT::JMEstimator.

Definition at line 68 of file JMEstimator.hh.

{ 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

z

deviation

Returns

derivative

Implements JFIT::JMEstimator.

Definition at line 69 of file JMEstimator.hh.

{ return z / (1.0 + 0.5*z*z); }

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

• JMEstimator.hh