sgpp::datadriven::OperationInverseRosenblattTransformationKDE Class Reference

Do inverse transformation in all dimensions. More...

#include <OperationInverseRosenblattTransformationKDE.hpp>

Public Member Functions
virtual void	doShuffledTransformation (base::DataMatrix &pointsUniform, base::DataMatrix &pointsCdf)
virtual void	doTransformation (base::DataMatrix &pointsUniform, base::DataMatrix &pointsCdf)
	inverse Rosenblatt Transformation with mixed starting dimension More...
double	doTransformation1D (double y, base::DataVector &samples1d, double sigma, double xlower, double xupper, double ylower, double yupper, base::DataVector &kern)
	do the inverse Rosenblatt transformation for one data point for given samples More...
double	getMaxInversionError ()
	get the maximum error made during inversion More...
	OperationInverseRosenblattTransformationKDE (datadriven::KernelDensityEstimator &kde, double sigmaFactor=6.0, double inversionEpsilon=1e-10, std::uint64_t seed=std::mt19937_64::default_seed)
virtual	~OperationInverseRosenblattTransformationKDE ()

Detailed Description

Do inverse transformation in all dimensions.

Constructor & Destructor Documentation

OperationInverseRosenblattTransformationKDE()

sgpp::datadriven::OperationInverseRosenblattTransformationKDE::OperationInverseRosenblattTransformationKDE	(	datadriven::KernelDensityEstimator &	kde,
		double	sigmaFactor = 6.0,
		double	inversionEpsilon = 1e-10,
		std::uint64_t	seed = std::mt19937_64::default_seed
	)

References sgpp::datadriven::KernelDensityEstimator::getBandwidths(), sgpp::datadriven::KernelDensityEstimator::getDim(), and sgpp::datadriven::KernelDensityEstimator::getNsamples().

~OperationInverseRosenblattTransformationKDE()

sgpp::datadriven::OperationInverseRosenblattTransformationKDE::~OperationInverseRosenblattTransformationKDE ( )

virtual

Member Function Documentation

doShuffledTransformation()

void sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doShuffledTransformation ( base::DataMatrix &  pointsUniform, base::DataMatrix &  pointsCdf  )

virtual

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

doTransformation()

void sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doTransformation ( base::DataMatrix &  pointsUniform, base::DataMatrix &  pointsCdf  )

virtual

inverse Rosenblatt Transformation with mixed starting dimension

Parameters

pointsUniform	data points to be transformed DataMatrix (rows: # of samples, columns: # of dims)
pointsCdf	Output DataMatrix (rows: # of samples, columns: # of dims)

References doTransformation1D(), sgpp::datadriven::Kernel::eval(), sgpp::base::DataVector::get(), sgpp::base::DataMatrix::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().

doTransformation1D()

double sgpp::datadriven::OperationInverseRosenblattTransformationKDE::doTransformation1D	(	double	y,
		base::DataVector &	samples1d,
		double	sigma,
		double	xlower,
		double	xupper,
		double	ylower,
		double	yupper,
		base::DataVector &	kern
	)

do the inverse Rosenblatt transformation for one data point for given samples

Parameters

y	data point to be inverted
samples1d	training samples in the dimension to be transformed
sigma	bandwidth of the kernels in the current dimension
xlower	lower bound for x-space
xupper	upper bound for x-space
ylower	lower bound for y-space
yupper	upper bound for y-space
kern	kernel evaluations

Returns

error of inversion

References sgpp::datadriven::Kernel::cdf(), sgpp::datadriven::Kernel::eval(), sgpp::datadriven::KernelDensityEstimator::getKernel(), sgpp::base::DataVector::getSize(), and M_1_SQRT2PI.

Referenced by doShuffledTransformation(), and doTransformation().

getMaxInversionError()

double sgpp::datadriven::OperationInverseRosenblattTransformationKDE::getMaxInversionError

(

)

get the maximum error made during inversion

References sgpp::op_factory::createOperationRosenblattTransformationKDE(), python.statsfileInfo::f, sgpp::datadriven::KernelDensityEstimator::getSamples(), sgpp::base::DataVector::max(), sgpp::base::DataVector::min(), sgpp::base::DataMatrix::resize(), sgpp::base::DataVector::setAll(), and sgpp::base::DataMatrix::setColumn().

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

• datadriven/src/sgpp/datadriven/operation/hash/simple/OperationInverseRosenblattTransformationKDE.hpp
• datadriven/src/sgpp/datadriven/operation/hash/simple/OperationInverseRosenblattTransformationKDE.cpp