DiscreteGaussCopulaSmoother.hh File Reference

Copula smoothing with Green's function for the discrete heat equation using cross-validation. More...

#include "npstat/nm/Matrix.hh"
#include "npstat/stat/CVCopulaSmoother.hh"
#include "npstat/stat/SequentialPolyFilterND.hh"

Go to the source code of this file.

Classes
class	npstat::DiscreteGaussCopulaSmoother

Namespaces
	npstat

Detailed Description

Copula smoothing with Green's function for the discrete heat equation using cross-validation.

The cross-validation is implemented in the base class, this class only needs to build the filters for different bandwidth values.

Author: I. Volobouev

December 2019