/usr/include/openturns/KernelMixture.hxx is in libopenturns-dev 1.2-2.
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/**
* @file KernelMixture.hxx
* @brief The class that implements kernelMixtures
*
* Copyright (C) 2005-2013 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 3 of the License, or
* (at your option) any later version.
*
* 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-07-16 15:59:45 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_KERNELMIXTURE_HXX
#define OPENTURNS_KERNELMIXTURE_HXX
#include "Distribution.hxx"
#include "NonEllipticalDistribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class KernelMixture
*
* The class describes the probabilistic concept of KernelMixture.
*/
class KernelMixture
: public NonEllipticalDistribution
{
CLASSNAME;
public:
/** Default constructor */
explicit KernelMixture(const Distribution & kernel,
const NumericalPoint & bandwidth,
const NumericalSample & sample);
/** 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);
Distribution getKernel() const;
/** Bandwidth accessor */
void setBandwidth(const NumericalPoint & bandwidth);
NumericalPoint getBandwidth() const;
/** Sample accessor */
void setInternalSample(const NumericalSample & sample);
NumericalSample getInternalSample() 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;
/** Get the characteristic function of the distribution, i.e. phi(u) = E(exp(I*u*X)) */
NumericalComplex computeCharacteristicFunction(const NumericalScalar x) 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 */
Implementation getMarginal(const UnsignedLong i) const;
/** Get the distribution of the marginal distribution corresponding to indices dimensions */
Implementation getMarginal(const Indices & indices) const;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() const;
/** 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(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
protected:
private:
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** For save/load mechanism */
KernelMixture() {};
friend class Factory<KernelMixture>;
/** Get the mean of a kernelMixture */
void computeMean() const;
/** Get the covariance of a kernelMixture */
void computeCovariance() const;
/** 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 */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_KERNELMIXTURE_HXX */
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