@Override
double[] aggregate(double[] data) {
double med = QuickSelect.median(data);
double[] devs = new double[data.length];
for (int i = 0; i < data.length; i++) {
devs[i] = Math.abs(data[i] - med);
}
double mad = QuickSelect.median(devs);
return new double[] {med, mad};
}
@Override
double[] aggregate(double[] data) {
double med = QuickSelect.median(data);
double[] devs = new double[data.length];
double min = med, max = med;
for (int i = 0; i < data.length; i++) {
double v = data[i];
min = (v < min) ? v : min;
max = (v > max) ? v : max;
devs[i] = Math.abs(v - med);
}
double mad = QuickSelect.median(devs);
return new double[] {med, mad, min, max};
}
@Override
public <A> D estimate(A data, NumberArrayAdapter<?, A> adapter) {
// TODO: detect pre-sorted data?
final int len = adapter.size(data);
double min = AbstractLogMOMEstimator.min(data, adapter, 0., 1e-10);
// Modifiable copy:
double[] x = new double[len];
for (int i = 0; i < len; i++) {
final double val = adapter.getDouble(data, i) - min;
x[i] = val > 0. ? Math.log(val) : Double.NEGATIVE_INFINITY;
if (Double.isNaN(x[i])) {
throw new ArithmeticException("NaN value.");
}
}
double median = QuickSelect.median(x);
double mad = computeMAD(x, median);
return estimateFromLogMedianMAD(median, mad, min);
}
/**
* Compute the median absolute deviation from median.
*
* @param x Input data <b>will be modified</b>
* @param median Median value.
* @return Median absolute deviation from median.
*/
public static double computeMAD(double[] x, double median) {
// Compute deviations:
for (int i = 0; i < x.length; i++) {
x[i] = Math.abs(x[i] - median);
}
double mad = QuickSelect.median(x);
// Fallback if we have more than 50% ties to next largest.
if (!(mad > 0.)) {
double min = Double.POSITIVE_INFINITY;
for (double xi : x) {
if (xi > 0. && xi < min) {
min = xi;
}
}
if (min < Double.POSITIVE_INFINITY) {
mad = min;
} else {
mad = 1.0; // Maybe all constant. No real value.
}
}
return mad;
}
@Override
double[] aggregate(double[] data) {
double med = QuickSelect.median(data);
return new double[] {med};
}