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

OperationRosenblattTransformationKDE()

sgpp::datadriven::OperationRosenblattTransformationKDE::OperationRosenblattTransformationKDE ( KernelDensityEstimator &  kde, std::uint64_t  seed = std::mt19937_64::default_seed  )

explicit

References sgpp::datadriven::KernelDensityEstimator::getBandwidths().

~OperationRosenblattTransformationKDE()

sgpp::datadriven::OperationRosenblattTransformationKDE::~OperationRosenblattTransformationKDE ( )

virtual

Member Function Documentation

doShuffledTransformation()

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

virtual

References doTransformation1D(), sgpp::datadriven::Kernel::eval(), sgpp::base::DataVector::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::OperationRosenblattTransformationKDE::doTransformation ( base::DataMatrix &  pointsCdf, base::DataMatrix &  pointsUniform  )

virtual

Rosenblatt Transformation with mixed starting dimension.

Parameters

pointsCdf	Output base::DataMatrix (rows: # of samples, columns: # of dims)
pointsUniform	data 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().

doTransformation1D()

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

x	data point
samples1d	training samples in the dimension to be transformed
sigma	bandwidth of the kernels in the current dimension
kern	kernel evaluations

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

Referenced by doShuffledTransformation(), and doTransformation().

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

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