npstat::NonparametricCompositeBuilder< Point > Class Template Reference

#include <NonparametricCompositeBuilder.hh>

Inheritance diagram for npstat::NonparametricCompositeBuilder< Point >:

Public Types
typedef AbsCompositeDistroBuilder< Point >	B
typedef B::WeightedPointPtr	WeightedPointPtr
typedef B::WeightedPtrVec	WeightedPtrVec
typedef B::WeightedValue	WeightedValue
typedef B::WeightedValueVec	WeightedValueVec
Public Types inherited from npstat::AbsCompositeDistroBuilder< Point >
typedef CompositeDistributionND	result_type
typedef std::pair< const Point *, double >	WeightedPointPtr
typedef std::vector< WeightedPointPtr >	WeightedPtrVec
typedef std::pair< typename Point::value_type, double >	WeightedValue
typedef std::vector< WeightedValue >	WeightedValueVec

Public Member Functions
	NonparametricCompositeBuilder (AbsCopulaSmootherBase *smoothND, const std::vector< AbsMarginalSmootherBase * > &smooth1D, AbsResponseBoxBuilder< Point > *boxBuilder, bool takePointerOwnership, unsigned interpolationDegreeCopula=1U, unsigned interpolationDegreeMarginals=1U)
double	lastCopulaBandwidth () const
double	lastMarginBandwidth (const unsigned i) const
unsigned	dim () const
void	setArchive (gs::AbsArchive *ar, const char *category=0)
Public Member Functions inherited from npstat::AbsCompositeDistroBuilder< Point >
virtual CompositeDistributionND *	build (unsigned long uniqueId, const double *predictorCoords, unsigned nPredictors, const BoxND< double > &predictorBox, std::vector< OrderedPointND< Point > > &data) const
virtual CompositeDistributionND *	buildWeighted (unsigned long uniqueId, const double *predictorCoords, unsigned nPredictors, const BoxND< double > &predictorBox, const WeightedPtrVec &data, const unsigned *dimsToUse, unsigned nDimsToUse) const

Detailed Description

template<class Point>
class npstat::NonparametricCompositeBuilder< Point >

A class for building nonparametric estimates of multivariate densities by performing separate density estimation for each marginal and the copula. This allows us to introduce a larger number of bandwidth parameters into the system which can often lead to a better estimate.

Constructor & Destructor Documentation

NonparametricCompositeBuilder()

template<class Point >

npstat::NonparametricCompositeBuilder< Point >::NonparametricCompositeBuilder	(	AbsCopulaSmootherBase *	smoothND,
		const std::vector< AbsMarginalSmootherBase * > &	smooth1D,
		AbsResponseBoxBuilder< Point > *	boxBuilder,
		bool	takePointerOwnership,
		unsigned	interpolationDegreeCopula = 1U,
		unsigned	interpolationDegreeMarginals = 1U
	)

Constructor arguments are as follows:

smoothND – copula smoother pointer

smooth1D – array of pointers for margin smoothers

boxBuilder – pointer for the response box builder

takePointerOwnership – if true, delete smoothND, boxBuilder, and pointers inside smooth1D in the destructor

interpolationDegreeCopula – interpolation degree for the copula density array. Currently must be 0 or 1, limited by the abilities of BinnedDensityND class.

interpolationDegreeMarginals – interpolation degree for the marginal density array. Currently must be 0 or 1, limited by the abilities of BinnedDensity1D class.

Member Function Documentation

dim()

template<class Point >

unsigned npstat::NonparametricCompositeBuilder< Point >::dim ( ) const

inline

Dimensionality of the reconstructed density

lastCopulaBandwidth()

template<class Point >

double npstat::NonparametricCompositeBuilder< Point >::lastCopulaBandwidth ( ) const

inline

Bandwidth factor used in the most recent copula smoothing

lastMarginBandwidth()

template<class Point >

double npstat::NonparametricCompositeBuilder< Point >::lastMarginBandwidth ( const unsigned  i ) const

inline

Bandwidth used in the most recent smoothing of the marginals

setArchive()

template<class Point >

void npstat::NonparametricCompositeBuilder< Point >::setArchive	(	gs::AbsArchive *	ar,
		const char *	category = 0
	)

Set the archive for storing the histograms

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

• stat/NonparametricCompositeBuilder.hh