/usr/include/openturns/KernelSmoothing.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file KernelSmoothing.hxx
* @brief This class acts like a (possibly truncated) KernelMixture factory, implementing density estimation
* using the kernel smoothing method. It uses Silverman's rule for product kernel.
*
* (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: schueller $
* @date: $LastChangedDate: 2011-05-24 19:30:41 +0200 (Tue, 24 May 2011) $
* Id: $Id: KernelSmoothing.hxx 1910 2011-05-24 17:30:41Z schueller $
*/
#ifndef OPENTURNS_KERNELSMOOTHING_HXX
#define OPENTURNS_KERNELSMOOTHING_HXX
#include "PersistentObject.hxx"
#include "Distribution.hxx"
#include "Exception.hxx"
#include "NumericalSample.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Distribution {
/**
* @class KernelSmoothing
*
* The class describes the probabilistic concept of KernelSmoothing.
*/
class KernelSmoothing : public Base::Common::PersistentObject
{
CLASSNAME;
public:
static const UnsignedLong SmallSize; // = 250
static const NumericalScalar CutOffPlugin; // = 5.0
typedef Base::Stat::NumericalSample NumericalSample;
typedef NumericalSample::NumericalPoint NumericalPoint;
typedef Base::Common::InvalidDimensionException InvalidDimensionException;
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Base::Common::StorageManager StorageManager;
typedef Model::Distribution Distribution;
/** Default constructor */
explicit KernelSmoothing(const String & name = "KernelSmoothing");
/** Default constructor */
explicit KernelSmoothing(const Distribution & kernel, const String & name = "KernelSmoothing")
/* throw (InvalidArgumentException) */;
/** Virtual constructor */
virtual KernelSmoothing * clone() const;
/** Build a Normal kernel mixture based on the given sample. If no bandwith has already been set, Silverman's rule is used
* @deprecated
* This method is deprecated. Use build() instead.
*/
virtual Distribution buildImplementation(const NumericalSample & sample,
const Bool boundaryCorrection = false) DEPRECATED;
/** Build a Normal kernel mixture based on the given sample. If no bandwith has already been set, Silverman's rule is used */
virtual Distribution build(const NumericalSample & sample,
const Bool boundaryCorrection = false);
/** Build a (possibly truncated) kernel mixture based on the given sample and bandwidth
* @deprecated
* This method is deprecated. Use build() instead.
*/
virtual Distribution buildImplementation(const NumericalSample & sample,
const NumericalPoint & bandwidth,
const Bool boundaryCorrection = false) DEPRECATED
/* throw(InvalidDimensionException, InvalidArgumentException) */;
/** Build a (possibly truncated) kernel mixture based on the given sample and bandwidth */
virtual Distribution build(const NumericalSample & sample,
const NumericalPoint & bandwidth,
const Bool boundaryCorrection = false)
/* throw(InvalidDimensionException, InvalidArgumentException) */;
/** Bandwidth accessor */
NumericalPoint getBandwidth() const;
/** Kernel accessor */
Distribution getKernel() const;
/** Compute the bandwidth according to Silverman's rule */
NumericalPoint computeSilvermanBandwidth(const NumericalSample & sample);
/** Compute the bandwidth according to the plugin rule. Warning!
* it can take a lot of time for large samples, as the cost is
* quadratic with the sample size
*/
NumericalPoint computePluginBandwidth(const NumericalSample & sample);
/** Compute the bandwidth according to a mixed rule:
* simply use the plugin rule for small sample, and
* estimate the ratio between the plugin rule and
* the Silverman rule on a small sample, then
* scale the Silverman bandwidth computed on the full
* sample with this ratio
*/
NumericalPoint computeMixedBandwidth(const NumericalSample & sample);
/** 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);
private:
void setBandwidth(const NumericalPoint & bandwidth)
/* throw(InvalidArgumentException) */;
// Bandwith of the smoothing
NumericalPoint bandwidth_;
// 1D kernel for kernel product
Distribution kernel_;
}; /* class KernelSmoothing */
} /* namespace Distribution */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_KERNELSMOOTHING_HXX */
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