moa.core

Class GaussianEstimator

java.lang.Object

moa.AbstractMOAObject

moa.core.GaussianEstimator

All Implemented Interfaces:

Serializable, MOAObject

public class GaussianEstimator
extends AbstractMOAObject

Gaussian incremental estimator that uses incremental method that is more resistant to floating point imprecision. for more info see Donald Knuth's "The Art of Computer Programming, Volume 2: Seminumerical Algorithms", section 4.2.2.

Version:

$Revision: 7 $

Author:

Richard Kirkby (rkirkby@cs.waikato.ac.nz)

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected double	mean
static double	NORMAL_CONSTANT
protected double	varianceSum
protected double	weightSum

Constructor Summary

Constructors

Constructor and Description
GaussianEstimator()

Method Summary

Methods

Modifier and Type	Method and Description
void	addObservation(double value, double weight)
void	addObservations(GaussianEstimator obs)
double[]	estimatedWeight_LessThan_EqualTo_GreaterThan_Value(double value)
void	getDescription(StringBuilder sb, int indent) Returns a string representation of this object.
double	getMean()
double	getStdDev()
double	getTotalWeightObserved()
double	getVariance()
double	probabilityDensity(double value)

Methods inherited from class moa.AbstractMOAObject

copy, copy, measureByteSize, measureByteSize, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

weightSum

protected double weightSum

mean

protected double mean

varianceSum

protected double varianceSum

NORMAL_CONSTANT

public static final double NORMAL_CONSTANT

Constructor Detail

GaussianEstimator

public GaussianEstimator()

Method Detail

addObservation

public void addObservation(double value,
                  double weight)

addObservations

public void addObservations(GaussianEstimator obs)

getTotalWeightObserved

public double getTotalWeightObserved()

getMean

public double getMean()

getStdDev

public double getStdDev()

getVariance

public double getVariance()

probabilityDensity

public double probabilityDensity(double value)

estimatedWeight_LessThan_EqualTo_GreaterThan_Value

public double[] estimatedWeight_LessThan_EqualTo_GreaterThan_Value(double value)

getDescription

public void getDescription(StringBuilder sb,
                  int indent)

Description copied from interface: MOAObject

Returns a string representation of this object. Used in AbstractMOAObject.toString to give a string representation of the object.

Parameters:

sb - the stringbuilder to add the description

indent - the number of characters to indent