Enum RobustLikelihood 

pub enum RobustLikelihood {
    Gaussian,
    StudentT {
        degrees_of_freedom: f64,
    },
    Laplace {
        scale: f64,
    },
    Huber {
        threshold: f64,
    },
    Cauchy {
        scale: f64,
    },
    ContaminationMixture {
        clean_variance: f64,
        contamination_variance: f64,
        contamination_probability: f64,
    },
    Adaptive {
        base_likelihood: Box<RobustLikelihood>,
        adaptation_rate: f64,
    },
}

Types of robust likelihood functions

Variants

Gaussian

Standard Gaussian likelihood (not robust)

StudentT

Student-t likelihood with specified degrees of freedom

Fields

degrees_of_freedom: f64

Laplace

Laplace (double exponential) likelihood

Fields

scale: f64

Huber

Huber likelihood (combination of Gaussian and Laplace)

Fields

threshold: f64

Cauchy

Cauchy likelihood (very heavy-tailed)

Fields

scale: f64

ContaminationMixture

Mixture of Gaussians for contamination modeling

Fields

clean_variance: f64

contamination_variance: f64

contamination_probability: f64

Adaptive

Adaptive likelihood that learns the appropriate robustness

Fields

base_likelihood: Box<RobustLikelihood>

adaptation_rate: f64

Implementations

impl RobustLikelihood

pub fn student_t(degrees_of_freedom: f64) -> Self

Create a Student-t likelihood

pub fn laplace(scale: f64) -> Self

Create a Laplace likelihood

pub fn huber(threshold: f64) -> Self

Create a Huber likelihood

pub fn contamination_mixture( clean_var: f64, contam_var: f64, contam_prob: f64, ) -> Self

Create a contamination mixture likelihood

pub fn log_likelihood(&self, residual: f64) -> f64

Compute log likelihood for a single residual

pub fn log_likelihood_derivative(&self, residual: f64) -> f64

Compute the derivative of log likelihood (for optimization)

pub fn compute_weights(&self, residuals: &Array1<f64>) -> Array1<f64>

Compute robust weights for each data point

pub fn breakdown_point(&self) -> f64

Get the theoretical breakdown point of the likelihood

Trait Implementations

impl Clone for RobustLikelihood

fn clone(&self) -> RobustLikelihood

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RobustLikelihood

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.