Tukey's Biweight Estimator. More...

Public Member Functions
	TukeyBiweightEstimator (double cutoff=4.685, bool sorted=false)
	Constructor. More...

template<typename RandomAccessIterator >
double	operator() (RandomAccessIterator first, RandomAccessIterator last) const

Detailed Description

Tukey's Biweight Estimator.

Calculates the estimate as a weighted sum $m = \frac{\sum w_i(1-u_i^2)^2x_i}{\sum w_i(1-u_i^2)^2 }$

where the sums run over data points with |u|<1 and u is calculated as

$u_i = \frac{x_i-m}{k*\textrm{mad}}$

As the estimate m also appears on right-hand side, the estimate is calculated in an iterative manner.

Constructor & Destructor Documentation

theplu::yat::statistics::TukeyBiweightEstimator::TukeyBiweightEstimator	(	double	cutoff = `4.685`,
		bool	sorted = `false`
	)

inlineexplicit

Constructor.

Parameters

cutoff	defines how close to the center (estimate) a data point needs to be (in terms of MADs) to influence the estimate.
sorted	if true object presumes input is a sorted range; otherwise object creates a sorted copy of the range and base the computation on that.

template<typename RandomAccessIterator >

double theplu::yat::statistics::TukeyBiweightEstimator::operator()	(	RandomAccessIterator	first,
		RandomAccessIterator	last
	)		const

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