Inheritance diagram for npstat::GCVCopulaSmoother< F >:

Public Types
typedef AbsBandwidthGCVND< double, ArrayND< double > >	GCVCalc

typedef F	Filter

Protected Member Functions
	GCVCopulaSmoother (const unsigned nBinsInEachDim, unsigned dim, double marginTolerance, unsigned maxNormCycles, double initialBw, const GCVCalc cvCalc, bool becomeCvCalcOwner, double cvRange, unsigned nGCV, bool useConvolve)

	GCVCopulaSmoother (const unsigned nBinsInEachDim, unsigned dim, double marginTolerance, unsigned maxNormCycles, const std::vector< double > &bandwidthValues, const GCVCalc cvCalc, bool becomeCvCalcOwner, bool useConvolve)

void	setFilter (unsigned i, Filter filter, Filter looFilter)

Protected Member Functions inherited from npstat::AbsCVCopulaSmoother
	AbsCVCopulaSmoother (const unsigned *nBinsInEachDim, unsigned dim, double marginTolerance, unsigned maxNormCycles, double initialBw, double cvRange, unsigned nCV, bool useConvolve)

	AbsCVCopulaSmoother (const unsigned *nBinsInEachDim, unsigned dim, double marginTolerance, unsigned maxNormCycles, const std::vector< double > &bandwidthValues, bool useConvolve)

Additional Inherited Members
Public Member Functions inherited from npstat::AbsCVCopulaSmoother
bool	isConvolving () const

void	setConvolving (const bool b)

const std::vector< double > &	bandwidthValues () const

const std::vector< double > &	lastCVValues () const

const std::vector< double > &	lastRegularizedFractions () const

unsigned	getNFilters () const

unsigned	lastFilterChosen () const

Public Member Functions inherited from npstat::AbsCopulaSmootherBase
	AbsCopulaSmootherBase (const unsigned *nBinsInEachDim, unsigned dim, double tolerance, unsigned maxNormCycles)

unsigned	dim () const

ArrayShape	copulaShape () const

void	setArchive (gs::AbsArchive ar, const char category=0)

template<class Point >
const HistoND< double > &	smooth (unsigned long uniqueId, std::vector< OrderedPointND< Point > > &in, double *bandwidthUsed=0)

template<class Point >
const HistoND< double > &	weightedSmooth (unsigned long uniqueId, const std::vector< std::pair< const Point , double > > &in, const unsigned dimsToUse, unsigned nDimsToUse, double *bandwidthUsed=0)

Constructor & Destructor Documentation

◆ GCVCopulaSmoother() [1/2]

template<class F >

npstat::GCVCopulaSmoother< F >::GCVCopulaSmoother	(	const unsigned *	nBinsInEachDim,
		unsigned	dim,
		double	marginTolerance,
		unsigned	maxNormCycles,
		double	initialBw,
		const GCVCalc *	cvCalc,
		bool	becomeCvCalcOwner,
		double	cvRange,
		unsigned	nGCV,
		bool	useConvolve
	)

protected

Constructor arguments are as follows:

nBinsInEachDim – number of copula bins in each dimension

dim – copula dimensionality

marginTolerance – tolerance for the margin to be uniform

maxNormCycles – max number of copula normalization cycles

initialBw – "central" bandwidth for cross validation calculations (or the actual bandwidth used in case cross validation is not performed). Set this parameter to 0.0 in order to disable filtering altogether.

cvCalc – calculator for the quantity being optimized in the cross validation process. May be NULL in which case cross validation will not be used.

becomeCvCalcOwner – tells us whether we should destroy cvCalc in our own destructor

cvRange – we will scan bandwidth values between initialBw/cvRange and initialBw*cvRange uniformly in the log space.

nGCV – number of bandwidth values to try in the bandwidth scan. If this number is even, it will be increased by 1 internally so that the "central" bandwidth is included in the scan. If this parameter is 0 or 1, the value given by "initialBw" will be used.

useConvolve – if "true", use "convolve" method of the filter rather than "filter" method.

◆ GCVCopulaSmoother() [2/2]

template<class F >

npstat::GCVCopulaSmoother< F >::GCVCopulaSmoother	(	const unsigned *	nBinsInEachDim,
		unsigned	dim,
		double	marginTolerance,
		unsigned	maxNormCycles,
		const std::vector< double > &	bandwidthValues,
		const GCVCalc *	cvCalc,
		bool	becomeCvCalcOwner,
		bool	useConvolve
	)

protected

Constructor which explicitly specifies the complete set of bandwidth values to use in cross-validation

Member Function Documentation

◆ setFilter()

template<class F >

void npstat::GCVCopulaSmoother< F >::setFilter	(	unsigned	i,
		Filter *	filter,
		Filter *	looFilter
	)

protected

Constructors of the derived classes should call this method for each bandwidth value. "i" is the bandwidth value number, while the bandwidth corresponding to this number should be obtained from the "bandwidthValues()" vector.

This base class will assume the ownership of the filter objects.

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

stat/GCVCopulaSmoother.hh

Public Types

Protected Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

◆ GCVCopulaSmoother() [1/2]

◆ GCVCopulaSmoother() [2/2]

Member Function Documentation

◆ setFilter()