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

Do transformation in all dimensions. More...

#include <OperationRosenblattTransformationKDE.hpp>

Public Member Functions

virtual void doShuffledTransformation (base::DataMatrix &pointsCdf, base::DataMatrix &pointsUniform)
 
virtual void doTransformation (base::DataMatrix &pointsCdf, base::DataMatrix &pointsUniform)
 Rosenblatt Transformation with mixed starting dimension. More...
 
double doTransformation1D (double x, base::DataVector &samples1d, double sigma, base::DataVector &kern)
 Rosenblatt transformation for one data point with given samples and and kernel evaluations, see doTransformation for details. More...
 
 OperationRosenblattTransformationKDE (KernelDensityEstimator &kde, std::uint64_t seed=std::mt19937_64::default_seed)
 
virtual ~OperationRosenblattTransformationKDE ()
 

Detailed Description

Do transformation in all dimensions.

Constructor & Destructor Documentation

sgpp::datadriven::OperationRosenblattTransformationKDE::OperationRosenblattTransformationKDE ( KernelDensityEstimator kde,
std::uint64_t  seed = std::mt19937_64::default_seed 
)
explicit
sgpp::datadriven::OperationRosenblattTransformationKDE::~OperationRosenblattTransformationKDE ( )
virtual

Member Function Documentation

void sgpp::datadriven::OperationRosenblattTransformationKDE::doTransformation ( base::DataMatrix pointsCdf,
base::DataMatrix pointsUniform 
)
virtual

Rosenblatt Transformation with mixed starting dimension.

Parameters
pointsCdfOutput base::DataMatrix (rows: # of samples, columns: # of dims)
pointsUniformdata points to be transformed base::DataMatrix (rows: # of samples, columns: # of dims)

References doTransformation1D(), sgpp::datadriven::Kernel::eval(), sgpp::base::DataVector::get(), sgpp::datadriven::KernelDensityEstimator::getKernel(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getRow(), sgpp::datadriven::KernelDensityEstimator::getSamples(), sgpp::base::DataVector::setAll(), and sgpp::base::DataMatrix::setRow().

double sgpp::datadriven::OperationRosenblattTransformationKDE::doTransformation1D ( double  x,
base::DataVector samples1d,
double  sigma,
base::DataVector kern 
)

Rosenblatt transformation for one data point with given samples and and kernel evaluations, see doTransformation for details.

Parameters
xdata point
samples1dtraining samples in the dimension to be transformed
sigmabandwidth of the kernels in the current dimension
kernkernel evaluations

References sgpp::datadriven::Kernel::cdf(), and sgpp::datadriven::KernelDensityEstimator::getKernel().

Referenced by doShuffledTransformation(), and doTransformation().


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