MOA 12.03
Real Time Analytics for Data Streams
moa.core.GaussianEstimator Class Reference

Gaussian incremental estimator that uses incremental method that is more resistant to floating point imprecision. More...

Inheritance diagram for moa.core.GaussianEstimator:
Collaboration diagram for moa.core.GaussianEstimator:

List of all members.

Public Member Functions

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

Static Public Attributes

static final double NORMAL_CONSTANT = Math.sqrt(2 * Math.PI)

Protected Attributes

double weightSum
double mean
double varianceSum

Detailed Description

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.

Author:
Richard Kirkby ([email protected])
Version:
Revision:
7

Definition at line 31 of file GaussianEstimator.java.


Member Function Documentation

void moa.core.GaussianEstimator.addObservation ( double  value,
double  weight 
)
void moa.core.GaussianEstimator.addObservations ( GaussianEstimator  obs)

Definition at line 58 of file GaussianEstimator.java.

double [] moa.core.GaussianEstimator.estimatedWeight_LessThan_EqualTo_GreaterThan_Value ( double  value)

Definition at line 97 of file GaussianEstimator.java.

Referenced by moa.classifiers.core.attributeclassobservers.GaussianNumericAttributeClassObserver.getClassDistsResultingFromBinarySplit().

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void moa.core.GaussianEstimator.getDescription ( StringBuilder  sb,
int  indent 
)

Returns a string representation of this object.

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

Parameters:
sbthe stringbuilder to add the description
indentthe number of characters to indent

Implements moa.MOAObject.

Definition at line 113 of file GaussianEstimator.java.

double moa.core.GaussianEstimator.getMean ( )
double moa.core.GaussianEstimator.getStdDev ( )
double moa.core.GaussianEstimator.getTotalWeightObserved ( )
double moa.core.GaussianEstimator.getVariance ( )

Definition at line 79 of file GaussianEstimator.java.

Referenced by moa.core.GaussianEstimator.getStdDev().

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double moa.core.GaussianEstimator.probabilityDensity ( double  value)

Member Data Documentation

final double moa.core.GaussianEstimator.NORMAL_CONSTANT = Math.sqrt(2 * Math.PI) [static]

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