JFIT::JMEstimatorTukey Struct Reference

Tukey's biweight M-estimator. More...

#include <JMEstimator.hh>

Inheritance diagram for JFIT::JMEstimatorTukey:

Public Member Functions
	JMEstimatorTukey (const double __k)
	Constructor. More...
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...

Public Attributes
double	k

Detailed Description

Tukey's biweight M-estimator.

This estimator produces a redescending dependence for large deviations.

Definition at line 105 of file JMEstimator.hh.

Constructor & Destructor Documentation

JFIT::JMEstimatorTukey::JMEstimatorTukey ( const double  __k )

inline

Constructor.

Parameters

__k	standard deviation

Definition at line 113 of file JMEstimator.hh.

                                       :
      k(__k)
    {}

Member Function Documentation

virtual double JFIT::JMEstimatorTukey::getRho ( const double  z ) const

inlinevirtual

Get maximum likelihood estimate.

Parameters

z

deviation

Returns

likelihood

Implements JFIT::JMEstimator.

Definition at line 117 of file JMEstimator.hh.

    { 
      const double w = 0.5 * k*k / 3.0;

      if (fabs(z) < k) {

        const double u = z/k;
        const double v = 1.0 - u*u;
        
        return w * (1.0 - v*v*v);
      }

      return w;
    }

virtual double JFIT::JMEstimatorTukey::getPsi ( const double  z ) const

inlinevirtual

Get derivative of maximum likelihood estimate.

Parameters

z

deviation

Returns

derivative

Implements JFIT::JMEstimator.

Definition at line 132 of file JMEstimator.hh.

    { 
      if (fabs(z) < k) {

        const double u = z/k;
        const double v = 1.0 - u*u;
        
        return z * v*v;
      }

      return 0.0;
    }

Member Data Documentation

double JFIT::JMEstimatorTukey::k

Definition at line 145 of file JMEstimator.hh.

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

• JMEstimator.hh