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| OrthoPoly1D (const OrthoPoly1D &) |
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| OrthoPoly1D (unsigned maxDegree, const double *weight, unsigned weightLen, double step) |
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| OrthoPoly1D & | operator= (const OrthoPoly1D &) |
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| unsigned | length () const |
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unsigned | maxDegree () const |
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double | step () const |
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| bool | operator== (const OrthoPoly1D &r) const |
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bool | operator!= (const OrthoPoly1D &r) const |
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| double | weight (unsigned index) const |
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| double | poly (unsigned deg, unsigned index) const |
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| double | polyTimesWeight (unsigned deg, unsigned index) const |
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| double | series (const double *coeffs, unsigned maxdeg, unsigned index) const |
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| template<typename Numeric > |
| void | linearFilter (const double *coeffs, unsigned maxdeg, unsigned index, Numeric *result, unsigned lenResult) const |
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| template<typename Numeric > |
| void | globalFilter (const double *coeffs, unsigned maxdeg, Numeric *result, unsigned long lenResult) const |
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| template<typename Numeric > |
| void | globalFilterDiag (const double *coeffs, unsigned maxdeg, Numeric *result, unsigned lenResult) const |
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| void | calculateCoeffs (const double *data, unsigned dataLen, double *coeffs, unsigned maxdeg) const |
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void | densityCoeffs (const double *data, unsigned dataLen, double *coeffs, unsigned maxdeg) const |
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void | densityCoeffsVariance (const double *data, unsigned dataLen, double *coeffs, unsigned maxdeg, double effectiveSampleSize) const |
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| double | empiricalKroneckerDelta (unsigned deg1, unsigned deg2) const |
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| void | weightExpansionCoeffs (double *coeffs, unsigned maxdeg) const |
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| double | weightExpansionCovariance (unsigned deg1, unsigned deg2) const |
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| double | unweightedPolyProduct (unsigned deg1, unsigned deg2) const |
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class | Private::OrthoPoly1DSprodCalc |
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◆ calculateCoeffs()
| void npstat::OrthoPoly1D::calculateCoeffs |
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const double * |
data, |
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unsigned |
dataLen, |
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double * |
coeffs, |
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unsigned |
maxdeg |
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Build the coefficients of the orthogonal polynomial series for the given function. "dataLen" should be equal to "weightLen" provided in the constructor. The length of the array "coeffs" should be at least "maxdeg" + 1. Note that the coefficients are returned in the order of increasing degree (same order is used by the "series" function).
◆ empiricalKroneckerDelta()
| double npstat::OrthoPoly1D::empiricalKroneckerDelta |
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unsigned |
deg1, |
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unsigned |
deg2 |
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This method is useful for testing the numerical precision of the orthonormalization procedure. It returns the scalar products between various polynomials.
◆ globalFilter()
template<typename Numeric >
| void npstat::OrthoPoly1D::globalFilter |
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const double * |
coeffs, |
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unsigned |
maxdeg, |
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Numeric * |
result, |
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unsigned long |
lenResult |
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Generate a global filter (OSDE-style). "coeffs" are the taper function coefficients. The length of the "result" array should be equal to the square of the length of the weight given in the constructor. It will be assumed that "result" will later be treated as a square matrix which will be multiplied by a column of input data.
◆ globalFilterDiag()
template<typename Numeric >
| void npstat::OrthoPoly1D::globalFilterDiag |
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const double * |
coeffs, |
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unsigned |
maxdeg, |
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Numeric * |
result, |
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unsigned |
lenResult |
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Obtain just the main diagonal of the global filter
◆ length()
| unsigned npstat::OrthoPoly1D::length |
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const |
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A simple inspector of object properties
◆ linearFilter()
template<typename Numeric >
| void npstat::OrthoPoly1D::linearFilter |
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const double * |
coeffs, |
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unsigned |
maxdeg, |
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unsigned |
index, |
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Numeric * |
result, |
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unsigned |
lenResult |
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Generate a linear filter for the point with the given index. "coeffs" are the taper function coefficients. The length of the result should be equal to the length of the weight given in the constructor.
◆ operator=()
◆ operator==()
| bool npstat::OrthoPoly1D::operator== |
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const OrthoPoly1D & |
r | ) |
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◆ poly()
| double npstat::OrthoPoly1D::poly |
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unsigned |
deg, |
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unsigned |
index |
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Return the value of one of the polynomials for the given index
◆ polyTimesWeight()
| double npstat::OrthoPoly1D::polyTimesWeight |
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unsigned |
deg, |
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unsigned |
index |
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Product of the weight function and one of the polynomials for the given index
◆ series()
| double npstat::OrthoPoly1D::series |
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const double * |
coeffs, |
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unsigned |
maxdeg, |
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unsigned |
index |
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Return the values of the orthogonal polynomial series at the point with the given index
◆ unweightedPolyProduct()
| double npstat::OrthoPoly1D::unweightedPolyProduct |
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unsigned |
deg1, |
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unsigned |
deg2 |
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Scalar products between polynomials without the weight
◆ weight()
| double npstat::OrthoPoly1D::weight |
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unsigned |
index | ) |
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Return the weight function value for the given index
◆ weightExpansionCoeffs()
| void npstat::OrthoPoly1D::weightExpansionCoeffs |
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double * |
coeffs, |
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unsigned |
maxdeg |
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Orthogonal series for the weight function itself. The length of the array "coeffs" should be at least maxdeg + 1.
◆ weightExpansionCovariance()
| double npstat::OrthoPoly1D::weightExpansionCovariance |
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unsigned |
deg1, |
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unsigned |
deg2 |
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Covariance matrix between weight expansion coefficients in the assumption that the weight function is a probability that is being sampled. The covariance is calculated for a single point sample. If the sample has N points, the covariance matrix should be divided by N (this assumes that the weight expansion coefficients are determined for a normalized EDF).
The documentation for this class was generated from the following file:
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1.9.1