SG++-Doxygen-Documentation
sgpp::datadriven::KernelDensityEstimator Class Reference

#include <KernelDensityEstimator.hpp>

Inheritance diagram for sgpp::datadriven::KernelDensityEstimator:
sgpp::datadriven::DensityEstimator

Public Member Functions

void cov (base::DataMatrix &cov, base::DataMatrix *bounds=nullptr) override
 
double evalSubset (base::DataVector &x, std::vector< size_t > skipElements)
 
void getBandwidths (base::DataVector &sigma)
 
void getConditionalizationFactor (base::DataVector &pcond)
 getter and setter functions More...
 
size_t getDim () override
 
KernelgetKernel ()
 
size_t getNsamples () override
 
void getSample (size_t isample, base::DataVector &sample)
 
std::shared_ptr< base::DataMatrixgetSamples () override
 
std::shared_ptr< base::DataVectorgetSamples (size_t dim) override
 
void initialize (base::DataMatrix &samples) override
 
void initialize (std::vector< std::shared_ptr< base::DataVector >> &samplesVec)
 
void initializeKernel (KernelType kernelType)
 
 KernelDensityEstimator (KernelType kernelType=KernelType::GAUSSIAN, BandwidthOptimizationType bandwidthOptimizationType=BandwidthOptimizationType::SILVERMANSRULE)
 
 KernelDensityEstimator (std::vector< std::shared_ptr< base::DataVector >> &samplesVec, KernelType kernelType=KernelType::GAUSSIAN, BandwidthOptimizationType bandwidthOptimizationType=BandwidthOptimizationType::SILVERMANSRULE)
 
 KernelDensityEstimator (base::DataMatrix &samples, KernelType kernelType=KernelType::GAUSSIAN, BandwidthOptimizationType bandwidthOptimizationType=BandwidthOptimizationType::SILVERMANSRULE)
 
 KernelDensityEstimator (const KernelDensityEstimator &kde)
 
KernelDensityEstimatormarginalize (size_t idim)
 
KernelDensityEstimatormargToDimX (size_t idim)
 
double mean () override
 
double pdf (base::DataVector &x) override
 
void pdf (base::DataMatrix &points, base::DataVector &res) override
 
void setBandwidths (const base::DataVector &sigma)
 
void setConditionalizationFactor (base::DataVector &pcond)
 
void updateConditionalizationFactors (base::DataVector &x, std::vector< size_t > &dims, base::DataVector &pcond)
 
double variance () override
 
virtual ~KernelDensityEstimator ()
 
- Public Member Functions inherited from sgpp::datadriven::DensityEstimator
virtual void corrcoef (base::DataMatrix &corr, base::DataMatrix *bounds=nullptr)
 
double crossEntropy (sgpp::base::DataMatrix &samples)
 
 DensityEstimator ()
 
virtual double std_deviation ()
 
virtual ~DensityEstimator ()
 

Constructor & Destructor Documentation

sgpp::datadriven::KernelDensityEstimator::KernelDensityEstimator ( KernelType  kernelType = KernelType::GAUSSIAN,
BandwidthOptimizationType  bandwidthOptimizationType = BandwidthOptimizationType::SILVERMANSRULE 
)
explicit

References initializeKernel().

sgpp::datadriven::KernelDensityEstimator::KernelDensityEstimator ( std::vector< std::shared_ptr< base::DataVector >> &  samplesVec,
KernelType  kernelType = KernelType::GAUSSIAN,
BandwidthOptimizationType  bandwidthOptimizationType = BandwidthOptimizationType::SILVERMANSRULE 
)
explicit

References initialize(), and initializeKernel().

sgpp::datadriven::KernelDensityEstimator::KernelDensityEstimator ( base::DataMatrix samples,
KernelType  kernelType = KernelType::GAUSSIAN,
BandwidthOptimizationType  bandwidthOptimizationType = BandwidthOptimizationType::SILVERMANSRULE 
)
explicit

References initialize(), and initializeKernel().

sgpp::datadriven::KernelDensityEstimator::KernelDensityEstimator ( const KernelDensityEstimator kde)

References initializeKernel().

sgpp::datadriven::KernelDensityEstimator::~KernelDensityEstimator ( )
virtual

Member Function Documentation

double sgpp::datadriven::KernelDensityEstimator::evalSubset ( base::DataVector x,
std::vector< size_t >  skipElements 
)
void sgpp::datadriven::KernelDensityEstimator::getConditionalizationFactor ( base::DataVector pcond)
void sgpp::datadriven::KernelDensityEstimator::getSample ( size_t  isample,
base::DataVector sample 
)
std::shared_ptr< base::DataVector > sgpp::datadriven::KernelDensityEstimator::getSamples ( size_t  dim)
overridevirtual
void sgpp::datadriven::KernelDensityEstimator::initialize ( std::vector< std::shared_ptr< base::DataVector >> &  samplesVec)
void sgpp::datadriven::KernelDensityEstimator::initializeKernel ( KernelType  kernelType)
KernelDensityEstimator * sgpp::datadriven::KernelDensityEstimator::marginalize ( size_t  idim)
KernelDensityEstimator * sgpp::datadriven::KernelDensityEstimator::margToDimX ( size_t  idim)
double sgpp::datadriven::KernelDensityEstimator::pdf ( base::DataVector x)
overridevirtual

Implements sgpp::datadriven::DensityEstimator.

Referenced by pdf().

void sgpp::datadriven::KernelDensityEstimator::pdf ( base::DataMatrix points,
base::DataVector res 
)
overridevirtual
void sgpp::datadriven::KernelDensityEstimator::setBandwidths ( const base::DataVector sigma)
void sgpp::datadriven::KernelDensityEstimator::setConditionalizationFactor ( base::DataVector pcond)
void sgpp::datadriven::KernelDensityEstimator::updateConditionalizationFactors ( base::DataVector x,
std::vector< size_t > &  dims,
base::DataVector pcond 
)

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