Robust Least Mean Square estimatorThis algorithm do not request any threshold for model estimation. It has an outlier ratio upper bound at 50% (<50%) More...

#include <LMSRobustEstimator.h>

Inheritance diagram for ipsdk::math::LMSRobustEstimator:

Public Member Functions
ipReal64	getMaxOutlierRatio () const
	retrieve maximum outlier ratio supported by underlying algorithm

void	init (const EstimatorPtr &pEstimator)
	initialization method More...

Constructors and destructor
	LMSRobustEstimator ()

	~LMSRobustEstimator ()

Public Member Functions inherited from ipsdk::math::BaseRobustEstimator
bool	isInit () const
	check for object initialization

ipReal64	getExpectedOutlierRatio () const
	retrieve expected outlier ratio associated to data

void	setExpectedOutlierRatio (const ipReal64 expectedOutlierRatio)
	selection of expected outlier ratio associated to data More...

void	setSuccessRatio (const ipReal64 successRatio)
	selection of algorithm statistical success ratio parameter More...

ipReal64	getSuccessRatio () const
	retrieve algorithm statistical success ratio parameter

void	setDataPartition (const DataPartitionPtr &pDataPartition)
	select data partition object type More...

const BaseDataPartition &	getDataPartition () const
	retrieve data partition object

const BaseEstimator &	getEstimator () const
	retrieve estimator associated to object More...

ipUInt32	getNbMinDataForRobustEstimation () const
	retrieve minimum number of data to proceed to robust estimation More...

ipUInt32	getNbNeededRuns () const
	retrieve number of needed estimator run for robust estimation process More...

bool	isEstimationDone () const
	check whether estimation has been proceeded More...

BoolResult	computeEstimation (const DataSet &dataSet)
	method allowing to estimate parameters from a given data set More...

const ParameterType &	getEstimParams () const
	retrieve estimated parameters More...

const OutlierFlags &	getOutlierFlags () const
	retrieve estimated outlier flags More...

ipReal64	getEstimOutlierThreshold () const
	retrieve outlier threshold estimated during processing (data associated to residuals with absolute value greater or equal to this value are considered as outliers) More...

void	clearEstimation ()
	clear of last estimation data

	BaseRobustEstimator ()

virtual	~BaseRobustEstimator ()=0

Protected Member Functions
ipReal64	computeScore (const ResidualsSet &curResiduals)
	method used in derived classes to compute score associated to an estimation

ipReal64	computeOutlierThreshold (const ipReal64 bestScore, const ipUInt32 nbData, const ipUInt32 nbMinRequestedData) const

void	clearDerived ()
	clear of data into derived class

Protected Member Functions inherited from ipsdk::math::BaseRobustEstimator
void	initBase (const EstimatorPtr &pEstimator)
	base class initialization method More...

Protected Attributes
ResidualsSet	_curSquaredResiduals
	current squared residual set associated to object

Protected Attributes inherited from ipsdk::math::BaseRobustEstimator
ipReal64	_expectedOutlierRatio

ipReal64	_successRatio

DataPartitionPtr	_pDataPartition

ipUInt32	_nbNeededRuns

EstimatorPtr	_pEstimator
	shared pointer to used estimator

ParameterType	_estimParams
	parameters estimated by robust algorithm

OutlierFlags	_outlierFlags
	outlier flag collection associated to input data

ipReal64	_estimOutlierThreshold
	outlier threshold computed during processing

Detailed Description

Robust Least Mean Square estimator

This algorithm do not request any threshold for model estimation. It has an outlier ratio upper bound at 50% (<50%)

Author: E.Noirfalise

Date: 2017/05/23

Copyright: 2017 Reactiv'IP, all right reserved.

Member Function Documentation

◆ init()

void ipsdk::math::LMSRobustEstimator::init ( const EstimatorPtr & pEstimator )

initialization method

Exceptions

ipsdk::math::IPSDKMathException	if pEstimator.get() == 0
ipsdk::math::IPSDKMathException	if pEstimator->isInit() == false

◆ computeOutlierThreshold()

ipReal64 ipsdk::math::LMSRobustEstimator::computeOutlierThreshold	(	const ipReal64	bestScore,
		const ipUInt32	nbData,
		const ipUInt32	nbMinRequestedData
	)		const

protectedvirtual

compute outlier threshold (data associated to residuals with absolute value greater or equal to this value are considered as outliers)

Implements ipsdk::math::BaseRobustEstimator.

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

/media/reactivipdev/Nightly/IPSDK_Patch/IPSDK_4_1/IPSDK_Nightly/include/public/IPSDKMath/Estimation/LMSRobustEstimator.h

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Function Documentation

◆ init()

◆ computeOutlierThreshold()