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 override
	Get maximum likelihood estimate. More...
virtual double	getPsi (const double z) const override
	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

inlineoverridevirtual

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

inlineoverridevirtual

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