/usr/include/openturns/KernelMixture.hxx is in libopenturns-dev 0.15-2.
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/**
* @file KernelMixture.hxx
* @brief The class that implements kernelMixtures
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library is distributed in the hope that it will be useful
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: souchaud $
* @date: $LastChangedDate: 2011-07-01 10:34:36 +0200 (Fri, 01 Jul 2011) $
* Id: $Id: KernelMixture.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_KERNELMIXTURE_HXX
#define OPENTURNS_KERNELMIXTURE_HXX
#include "Distribution.hxx"
#include "Exception.hxx"
#include "NonEllipticalDistribution.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class KernelMixture
*
* The class describes the probabilistic concept of KernelMixture.
*/
class KernelMixture
: public Model::NonEllipticalDistribution
{
CLASSNAME;
public:
typedef Model::NonEllipticalDistribution NonEllipticalDistribution; // required by SWIG
typedef Model::Distribution Distribution;
typedef NonEllipticalDistribution::InvalidArgumentException InvalidArgumentException;
typedef NonEllipticalDistribution::NumericalPoint NumericalPoint;
typedef NonEllipticalDistribution::NumericalSample NumericalSample;
typedef NonEllipticalDistribution::Implementation Implementation;
typedef NonEllipticalDistribution::Indices Indices;
typedef NonEllipticalDistribution::CovarianceMatrix CovarianceMatrix;
typedef NonEllipticalDistribution::NotDefinedException NotDefinedException;
typedef NonEllipticalDistribution::NumericalPointWithDescriptionCollection NumericalPointWithDescriptionCollection;
typedef NonEllipticalDistribution::StorageManager StorageManager;
/** Default constructor */
explicit KernelMixture(const Distribution & kernel,
const NumericalPoint & bandwidth,
const NumericalSample & sample)
/* throw (InvalidArgumentException) */;
/** Comparison operator */
Bool operator ==(const KernelMixture & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/** Kernel accessor */
void setKernel(const Distribution & kernel)
/* throw (InvalidArgumentException) */;
Distribution getKernel() const;
/** Bandwidth accessor */
void setBandwidth(const NumericalPoint & bandwidth)
/* throw (InvalidArgumentException) */;
NumericalPoint getBandwidth() const;
/** Sample accessor */
void setSample(const NumericalSample & sample)
/* throw (InvalidArgumentException) */;
NumericalSample getSample() const;
/* Here is the interface that all derived class must implement */
/** Virtual constructor */
virtual KernelMixture * clone() const;
/** Get one realization of the KernelMixture */
virtual NumericalPoint getRealization() const;
/** Get the DDF of the KernelMixture */
using NonEllipticalDistribution::computeDDF;
virtual NumericalPoint computeDDF(const NumericalPoint & point) const;
/** Get the PDF of the KernelMixture */
using NonEllipticalDistribution::computePDF;
virtual NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the KernelMixture */
using NonEllipticalDistribution::computeCDF;
virtual NumericalScalar computeCDF(const NumericalPoint & point, const Bool tail = false) const;
/** Get the characteristic function of the distribution, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x,
const Bool logScale = false) const;
/** Get the PDF gradient of the distribution */
virtual NumericalPoint computePDFGradient(const NumericalPoint & point) const;
/** Get the CDF gradient of the distribution */
virtual NumericalPoint computeCDFGradient(const NumericalPoint & point) const;
/** Get the i-th marginal distribution */
KernelMixture * getMarginal(const UnsignedLong i) const /* throw(InvalidArgumentException) */;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
KernelMixture * getMarginal(const Indices & indices) const /* throw(InvalidArgumentException) */;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const /* throw(NotDefinedException) */;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const /* throw(NotDefinedException) */;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const /* throw(NotDefinedException) */;
/** Parameters value and description accessor */
virtual NumericalPointWithDescriptionCollection getParametersCollection() const;
/** Check if the distribution is elliptical */
Bool isElliptical() const;
/** Check if the distribution is constinuous */
Bool isContinuous() const;
/** Tell if the distribution has elliptical copula */
Bool hasEllipticalCopula() const;
/** Tell if the distribution has independent copula */
Bool hasIndependentCopula() const;
/** Method save() stores the object through the StorageManager */
virtual void save(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(StorageManager::Advocate & adv);
protected:
private:
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** For save/load mechanism */
KernelMixture() {};
friend class Base::Common::Factory<KernelMixture>;
/** Get the mean of a kernelMixture */
void computeMean() const /* throw(NotDefinedException) */;
/** Get the covariance of a kernelMixture */
void computeCovariance() const /* throw(NotDefinedException) */;
/** Compute the normalization factor */
void computeNormalizationFactor();
/** The kernel of the kernelMixture */
Distribution kernel_;
/** The bandwidth of the KernelMixture */
NumericalPoint bandwidth_;
/** The componentwise bandwidth inverse of the KernelMixture */
NumericalPoint bandwidthInverse_;
/** The (n\product_{k=1}^{dim}h_k)^{-1} normalization factor */
NumericalScalar normalizationFactor_;
/** The sample of the kernelMixture */
NumericalSample sample_;
}; /* class KernelMixture */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_KERNELMIXTURE_HXX */
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