npstat::LOrPE1DVariableDegreeCVPicker Class Reference

Public Member Functions
	LOrPE1DVariableDegreeCVPicker (const double i_maxDeg, const std::vector< double > &minBwFactors, const std::vector< double > &maxBwFactors, const std::vector< double > &startingBwFactors, const unsigned nBwFactors, const unsigned initialStepSizeInFactorCells, const double initialDeg, const unsigned initialStepSizeInDegreeCells)
template<class Lorpe >
LOrPE1DCVResult	crossValidate (Lorpe &lorpe) const

Friends
template<class Lorpe >
class	Private::LOrPE1DVariableDegreeCVPickerHelper

Constructor & Destructor Documentation

LOrPE1DVariableDegreeCVPicker()

npstat::LOrPE1DVariableDegreeCVPicker::LOrPE1DVariableDegreeCVPicker ( const double  i_maxDeg, const std::vector< double > &  minBwFactors, const std::vector< double > &  maxBwFactors, const std::vector< double > &  startingBwFactors, const unsigned  nBwFactors, const unsigned  initialStepSizeInFactorCells, const double  initialDeg, const unsigned  initialStepSizeInDegreeCells  )

inline

LOrPE1DVariableDegreeCVPicker constructor arguments are:

i_maxDeg – Maximum filter degree to consider in the optimization procedure.

minBwFactors – Minimum bandwidth factors to consider for each filter degree. The number of points in the degree grid will be set to the size of this vector. For example, if i_maxDeg = 2 and the size of minBwFactors is 5, the following five degrees will be considered: 0.0, 0.5, 1.0, 1.5, 2.0. The first element of "minBwFactors" will be used for degree 0, the second for degree 0.5, etc. The size of "minBwFactors" vector must be at least 2.

maxBwFactors – Maximum bandwidth factors to consider for each degree. The size of this vector should be equal to the size of "minBwFactors".

startingBwFactors – Bandwidth factors to use to start searches (for each filter degree). The size of this vector should be equal to the size of "minBwFactors".

nBwFactors – The size of the grid of bandwidth factors. For each degree, this grid will be generated by "EquidistantInLogSpace" class with the minimum and maximum taken from the corresponding elements of "minBwFactors" and "maxBwFactors" vectors. This parameter must be at least 2.

initialStepSizeInFactorCells – Initial step size in the units of bandwidth cell width, for the optimization over bandwidth factors.

initialDeg – Initial guess for the best filter degree.

initialStepSizeInDegreeCells – Initial step size in the units of filter degree cell width, for the optimization over filter degrees. The width of the filter degree cell is just i_maxDeg/(minBwFactors.size() - 1).

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

• stat/LOrPE1DVariableDegreeCVPicker.hh