SG++-Doxygen-Documentation
|
#include <KernelDensityEstimator.hpp>
|
explicit |
References initializeKernel().
|
explicit |
References initialize(), and initializeKernel().
|
explicit |
References initialize(), and initializeKernel().
sgpp::datadriven::KernelDensityEstimator::KernelDensityEstimator | ( | const KernelDensityEstimator & | kde | ) |
References initializeKernel().
|
virtual |
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
References sgpp::op_factory::createOperationDensityMarginalizeKDE(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), python.utils.pca_normalize_dataset::means, sgpp::base::DataMatrix::resize(), sgpp::base::DataMatrix::set(), and sgpp::base::DataMatrix::setAll().
double sgpp::datadriven::KernelDensityEstimator::evalSubset | ( | base::DataVector & | x, |
std::vector< size_t > | skipElements | ||
) |
References python.statsfileInfo::i, and python.utils.statsfile2gnuplot::j.
void sgpp::datadriven::KernelDensityEstimator::getBandwidths | ( | base::DataVector & | sigma | ) |
void sgpp::datadriven::KernelDensityEstimator::getConditionalizationFactor | ( | base::DataVector & | pcond | ) |
getter and setter functions
Referenced by sgpp::datadriven::OperationDensityConditionalKDE::condToDimX(), and sgpp::datadriven::OperationDensityConditionalKDE::doConditional().
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
Referenced by python.uq.dists.SGDEdist.SGDEdist::__str__(), sgpp::datadriven::OperationDensityConditionalKDE::condToDimX(), sgpp::datadriven::OperationDensityConditionalKDE::doConditional(), sgpp::datadriven::OperationRosenblattTransformationKDE::doShuffledTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doShuffledTransformation(), python.uq.dists.KDEDist.KDEDist::getBandwidths(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::OperationInverseRosenblattTransformationKDE(), sgpp::datadriven::SilvermansRule::optimizeBandwidths(), and sgpp::datadriven::ScottsRule::optimizeBandwidths().
Kernel & sgpp::datadriven::KernelDensityEstimator::getKernel | ( | ) |
Referenced by sgpp::datadriven::OperationRosenblattTransformationKDE::doShuffledTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doShuffledTransformation(), sgpp::datadriven::OperationRosenblattTransformationKDE::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationKDE::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doTransformation1D(), and sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::eval().
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
Referenced by sgpp::datadriven::OperationDensityConditionalKDE::condToDimX(), sgpp::datadriven::OperationDensityConditionalKDE::doConditional(), and sgpp::datadriven::OperationInverseRosenblattTransformationKDE::OperationInverseRosenblattTransformationKDE().
void sgpp::datadriven::KernelDensityEstimator::getSample | ( | size_t | isample, |
base::DataVector & | sample | ||
) |
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
Referenced by sgpp::datadriven::OperationRosenblattTransformationKDE::doShuffledTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doShuffledTransformation(), sgpp::datadriven::OperationRosenblattTransformationKDE::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationKDE::getMaxInversionError(), sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::KDEMaximumLikelihoodCrossValidation(), sgpp::datadriven::SilvermansRule::optimizeBandwidths(), and sgpp::datadriven::ScottsRule::optimizeBandwidths().
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
References chess::dim.
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
References sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getRow(), sgpp::base::DataVector::setAll(), and sgpp::base::DataMatrix::transpose().
Referenced by sgpp::datadriven::OperationDensityMarginalizeKDE::doMarginalize(), KernelDensityEstimator(), sgpp::datadriven::OperationDensityMarginalizeKDE::margToDimX(), and sgpp::datadriven::OperationDensityMarginalizeKDE::margToDimXs().
void sgpp::datadriven::KernelDensityEstimator::initialize | ( | std::vector< std::shared_ptr< base::DataVector >> & | samplesVec | ) |
References parabolasimple::samples, and sgpp::base::DataVector::setAll().
void sgpp::datadriven::KernelDensityEstimator::initializeKernel | ( | KernelType | kernelType | ) |
References sgpp::datadriven::EPANECHNIKOV, and sgpp::datadriven::GAUSSIAN.
Referenced by KernelDensityEstimator().
KernelDensityEstimator * sgpp::datadriven::KernelDensityEstimator::marginalize | ( | size_t | idim | ) |
KernelDensityEstimator * sgpp::datadriven::KernelDensityEstimator::margToDimX | ( | size_t | idim | ) |
|
overridevirtual |
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
Referenced by pdf().
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
References sgpp::base::DataMatrix::get(), sgpp::base::DataMatrix::getNrows(), pdf(), and sgpp::base::DataVector::setAll().
void sgpp::datadriven::KernelDensityEstimator::setBandwidths | ( | const base::DataVector & | sigma | ) |
References sgpp::base::DataVector::getSize(), and python.statsfileInfo::i.
Referenced by sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::eval(), and variance().
void sgpp::datadriven::KernelDensityEstimator::setConditionalizationFactor | ( | base::DataVector & | pcond | ) |
void sgpp::datadriven::KernelDensityEstimator::updateConditionalizationFactors | ( | base::DataVector & | x, |
std::vector< size_t > & | dims, | ||
base::DataVector & | pcond | ||
) |
|
overridevirtual |
Implements sgpp::datadriven::DensityEstimator.
References sgpp::datadriven::MAXIMUMLIKELIHOOD, mean(), mu, sgpp::datadriven::NONE, sgpp::datadriven::SilvermansRule::optimizeBandwidths(), sgpp::datadriven::ScottsRule::optimizeBandwidths(), sgpp::datadriven::MaximumLikelihoodCrossValidation::optimizeBandwidths(), sgpp::datadriven::SCOTTSRULE, setBandwidths(), and sgpp::datadriven::SILVERMANSRULE.