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NPStat  5.10.0
lorpeMise1D.hh
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1 #ifndef NPSTAT_LORPEMISE1D_HH_
2 #define NPSTAT_LORPEMISE1D_HH_
3 
4 /*!
5 // \file lorpeMise1D.hh
6 //
7 // \brief Deterministic MISE calculator for LOrPE smoothers that use kernels
8 // from the symmetric beta family
9 //
10 // Author: I. Volobouev
11 //
12 // March 2014
13 */
14 
17 
18 namespace npstat {
19  /**
20  // Function arguments are as follows:
21  //
22  // m -- Choose the kernel from the symmetric beta family
23  // proportional to (1 - x^2)^m. If m is negative,
24  // Gaussian kernel will be used, truncated at +- 12 sigma.
25  //
26  // lorpeDegree -- Degree of the LOrPE polynomial. Interpretation of
27  // non-integer arguments is by the "continuousDegreeTaper"
28  // function (see header file continuousDegreeTaper.hh).
29  //
30  // bandwidth -- Kernel bandwidth.
31  //
32  // sampleSize -- Number of data points in the sample.
33  //
34  // nintervals -- Number of discretization intervals. The CPU time of
35  // the algorithm is O(nintervals^3).
36  //
37  // xmin, xmax -- The support of the distribution. Can be arbitrary
38  // as long as the distribution is not 0 somewhere on it.
39  //
40  // distro -- The distribution for which the MISE will be determined.
41  //
42  // bm -- Method used to handle LOrPE weight at the boundary.
43  //
44  // oversample -- The number of points to use for calculating the
45  // density integral on each discretization interval.
46  // Can be 0 (use cdf method for the density), 1 (use
47  // density value in the middle of the interval) or
48  // any number of integration points supported by the
49  // GaussLegendreQuadrature class.
50  //
51  // ISB -- If provided, the location to which this pointer refers
52  // will be filled with the integrated squared bias.
53  //
54  // variance -- If provided, the location to which this pointer refers
55  // with the variance component of the MISE.
56  //
57  // This function returns the estimated LOrPE MISE.
58  */
59  double lorpeMise1D(int m, double lorpeDegree, double bandwidth,
60  double sampleSize,
61  unsigned nintervals, double xmin, double xmax,
62  const AbsDistribution1D& distro,
63  const BoundaryHandling& bm,
64  unsigned oversample = 10U,
65  double *ISB = 0, double *variance = 0);
66 }
67 
68 #endif // NPSTAT_LORPEMISE1D_HH_
Interface definition for 1-d continuous statistical distributions.
API for LOrPE boundary handling methods.
Definition: BoundaryHandling.hh:21
Definition: AbsArrayProjector.hh:14
double lorpeMise1D(int m, double lorpeDegree, double bandwidth, double sampleSize, unsigned nintervals, double xmin, double xmax, const AbsDistribution1D &distro, const BoundaryHandling &bm, unsigned oversample=10U, double *ISB=0, double *variance=0)
Definition: AbsDistribution1D.hh:31