python.uq.dists.KDEDist.KDEDist Class Reference

Inheritance diagram for python.uq.dists.KDEDist.KDEDist:

Public Member Functions
	__init__ (self, trainData, kde=None, kernelType=KernelType_GAUSSIAN, bandwidhts=None, bandwidthOptimizationType=BandwidthOptimizationType_SILVERMANSRULE, bounds=None)
	__str__ (self)
	cdf (self, x, shuffle=False)
	cov (self)
	fromJson (cls, jsonObject)
	getBandwidths (self)
	marginalize (self, idim)
	marginalizeToDimX (self, idim)
	mean (self, n=1e4)
	pdf (self, x)
	ppf (self, x, shuffle=False)
	rvs (self, n=1, shuffle=False)
	toJson (self)
	var (self)

Public Attributes
	bounds
	dist
	trainData

Detailed Description

KDE using SG++ implementation

Constructor & Destructor Documentation

__init__()

python.uq.dists.KDEDist.KDEDist.__init__	(		self,
			trainData,
			kde = None,
			kernelType = KernelType_GAUSSIAN,
			bandwidhts = None,
			bandwidthOptimizationType = BandwidthOptimizationType_SILVERMANSRULE,
			bounds = None
	)

References python.uq.dists.KDEDist.KDEDist.__init__(), python.uq.dists.EstimatedDist.EstimatedDist.trainData, python.uq.dists.KDEDist.KDEDist.trainData, python.uq.dists.LibAGFDist.LibAGFDist.trainData, python.uq.dists.SGDEdist.SGDEdist.trainData, sgpp::datadriven::LearnerSGD.trainData, sgpp::datadriven::LearnerSGDE.trainData, sgpp::datadriven::LearnerSGDEOnOffParallel.trainData, and sgpp::datadriven::LearnerSVM.trainData.

Referenced by python.uq.dists.KDEDist.KDEDist.__init__().

Member Function Documentation

__str__()

python.uq.dists.KDEDist.KDEDist.__str__

(

self

)

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, and python.uq.dists.MultivariateNormal.MultivariateNormal.dist.

cdf()

python.uq.dists.KDEDist.KDEDist.cdf	(		self,
			x,
			shuffle = False
	)

References python.uq.dists.EstimatedDist.EstimatedDist._convertEvalPoint(), sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, and python.uq.dists.MultivariateNormal.MultivariateNormal.dist.

cov()

python.uq.dists.KDEDist.KDEDist.cov

(

self

)

References python.uq.dists.KDEDist.KDEDist.cov(), sgpp::base::ForwardSelectorRefinement_refinement_key.dim, sgpp::base::ImpurityRefinement_refinement_key.dim, sgpp::base::PredictiveRefinement_refinement_key.dim, sgpp::base::GridDataBase.dim(), sgpp::combigrid::OperationPoleHierarchisationGeneral::HierarchisationGeneralSLE.dim, sgpp::combigrid::IndexVectorIterator.dim, sgpp::combigrid::IndexVectorRange.dim, python.data.DataContainer.DataContainer.dim, python.uq.dists.EstimatedDist.EstimatedDist.dim, python.uq.dists.LibAGFDist.LibAGFDist.dim, python.uq.dists.SGDEdist.SGDEdist.dim, python.uq.operations.natafTransformation.NatafTransformation.dim, sgpp::datadriven::AlgorithmAdaBoostBase.dim, sgpp::datadriven::OperationMultiEvalHPX.dim, sgpp::datadriven::OperationMultiEvalMPI.dim, sgpp::datadriven::OperationMultipleEvalSubspaceCombined.dim, sgpp::datadriven::OperationMultipleEvalSubspaceSimple.dim, sgpp::datadriven::PiecewiseConstantRegression::Node.dim, sgpp::pde::PDESolver.dim, sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, and python.uq.dists.MultivariateNormal.MultivariateNormal.dist.

Referenced by python.uq.dists.Dist.Dist.corrcoeff(), and python.uq.dists.KDEDist.KDEDist.cov().

fromJson()

python.uq.dists.KDEDist.KDEDist.fromJson	(		cls,
			jsonObject
	)

Restores the Beta object from the json object with its
attributes.

Arguments:
jsonObject -- json object

Return the restored UQSetting object

Referenced by python.learner.Learner.Learner.setMemento(), python.uq.analysis.asgc.ASGCKnowledge.ASGCKnowledge.setMemento(), python.uq.learner.Learner.Learner.setMemento(), python.uq.sampler.asgc.ASGCSampler.ASGCSampler.setMemento(), and python.uq.uq_setting.UQSetting.UQSetting.setMemento().

getBandwidths()

python.uq.dists.KDEDist.KDEDist.getBandwidths

(

self

)

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, python.uq.dists.KDEDist.KDEDist.getBandwidths(), sgpp::base::ForwardSelectorRefinement_refinement_key.getDim(), sgpp::base::ImpurityRefinement_refinement_key.getDim(), sgpp::base::PredictiveRefinement_refinement_key.getDim(), sgpp::datadriven::SampleProvider.getDim(), sgpp::datadriven::ArffFileSampleProvider.getDim(), sgpp::datadriven::CSVFileSampleProvider.getDim(), sgpp::datadriven::FileSampleDecorator.getDim(), sgpp::datadriven::KernelDensityEstimator.getDim(), sgpp::datadriven::LearnerSGDE.getDim(), sgpp::datadriven::SparseGridDensityEstimator.getDim(), sgpp::datadriven::DensityEstimator.getDim(), python.data.DataContainer.DataContainer.getDim(), python.uq.analysis.asgc.ASGCAnalysisSpecification.ASGCAnalysisSpecification.getDim(), python.uq.dists.Beta.Beta.getDim(), python.uq.dists.Corr.Corr.getDim(), python.uq.dists.DataDist.DataDist.getDim(), python.uq.dists.Dist.Dist.getDim(), python.uq.dists.EstimatedDist.EstimatedDist.getDim(), python.uq.dists.J.J.getDim(), python.uq.dists.LibAGFDist.LibAGFDist.getDim(), python.uq.dists.Lognormal.Lognormal.getDim(), python.uq.dists.MultivariateNormal.MultivariateNormal.getDim(), python.uq.dists.NatafDist.NatafDist.getDim(), python.uq.dists.Normal.Normal.getDim(), python.uq.dists.TLognormal.TLognormal.getDim(), python.uq.dists.TNormal.TNormal.getDim(), python.uq.dists.Uniform.Uniform.getDim(), python.uq.learner.SimulationLearnerSpecification.SimulationLearnerSpecification.getDim(), python.uq.manager.ASGCUQManager.ASGCUQManager.getDim(), python.uq.parameters.ParameterSet.ParameterSet.getDim(), python.uq.uq_setting.UQSetting.UQSetting.getDim(), python.uq.sampler.Sample.Samples.getDim(), and python.uq.sampler.Sample.Sample.getDim().

Referenced by python.uq.dists.KDEDist.KDEDist.getBandwidths(), and python.uq.dists.KDEDist.KDEDist.toJson().

marginalize()

python.uq.dists.KDEDist.KDEDist.marginalize	(		self,
			idim
	)

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, python.uq.dists.KDEDist.KDEDist.marginalize(), python.uq.dists.EstimatedDist.EstimatedDist.trainData, python.uq.dists.KDEDist.KDEDist.trainData, python.uq.dists.LibAGFDist.LibAGFDist.trainData, python.uq.dists.SGDEdist.SGDEdist.trainData, sgpp::datadriven::LearnerSGD.trainData, sgpp::datadriven::LearnerSGDE.trainData, sgpp::datadriven::LearnerSGDEOnOffParallel.trainData, and sgpp::datadriven::LearnerSVM.trainData.

Referenced by python.uq.dists.KDEDist.KDEDist.marginalize().

marginalizeToDimX()

python.uq.dists.KDEDist.KDEDist.marginalizeToDimX	(		self,
			idim
	)

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, python.uq.dists.EstimatedDist.EstimatedDist.trainData, python.uq.dists.KDEDist.KDEDist.trainData, python.uq.dists.LibAGFDist.LibAGFDist.trainData, python.uq.dists.SGDEdist.SGDEdist.trainData, sgpp::datadriven::LearnerSGD.trainData, sgpp::datadriven::LearnerSGDE.trainData, sgpp::datadriven::LearnerSGDEOnOffParallel.trainData, and sgpp::datadriven::LearnerSVM.trainData.

mean()

python.uq.dists.KDEDist.KDEDist.mean	(		self,
			n = 1e4
	)

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, and python.uq.dists.KDEDist.KDEDist.mean().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.KDEDist.KDEDist.mean(), python.uq.dists.LibAGFDist.LibAGFDist.var(), and python.uq.dists.SGDEdist.SGDEdist.var().

pdf()

python.uq.dists.KDEDist.KDEDist.pdf	(		self,
			x
	)

References python.uq.dists.EstimatedDist.EstimatedDist._convertEvalPoint(), sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, and python.uq.dists.KDEDist.KDEDist.pdf().

Referenced by python.uq.dists.Dist.Dist.crossEntropy(), python.uq.dists.J.J.discretize(), python.uq.dists.Dist.Dist.klDivergence(), python.uq.dists.Dist.Dist.l2error(), and python.uq.dists.KDEDist.KDEDist.pdf().

ppf()

python.uq.dists.KDEDist.KDEDist.ppf	(		self,
			x,
			shuffle = False
	)

References python.uq.dists.EstimatedDist.EstimatedDist._convertEvalPoint(), sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, and python.uq.dists.MultivariateNormal.MultivariateNormal.dist.

Referenced by python.uq.dists.EstimatedDist.EstimatedDist.rvs(), python.uq.dists.NatafDist.NatafDist.rvs(), python.uq.dists.KDEDist.KDEDist.rvs(), and python.uq.dists.SGDEdist.SGDEdist.rvs().

rvs()

python.uq.dists.KDEDist.KDEDist.rvs	(		self,
			n = 1,
			shuffle = False
	)

References sgpp::base::ForwardSelectorRefinement_refinement_key.dim, sgpp::base::ImpurityRefinement_refinement_key.dim, sgpp::base::PredictiveRefinement_refinement_key.dim, sgpp::base::GridDataBase.dim(), sgpp::combigrid::OperationPoleHierarchisationGeneral::HierarchisationGeneralSLE.dim, sgpp::combigrid::IndexVectorIterator.dim, sgpp::combigrid::IndexVectorRange.dim, python.data.DataContainer.DataContainer.dim, python.uq.dists.EstimatedDist.EstimatedDist.dim, python.uq.dists.LibAGFDist.LibAGFDist.dim, python.uq.dists.SGDEdist.SGDEdist.dim, python.uq.operations.natafTransformation.NatafTransformation.dim, sgpp::datadriven::AlgorithmAdaBoostBase.dim, sgpp::datadriven::OperationMultiEvalHPX.dim, sgpp::datadriven::OperationMultiEvalMPI.dim, sgpp::datadriven::OperationMultipleEvalSubspaceCombined.dim, sgpp::datadriven::OperationMultipleEvalSubspaceSimple.dim, sgpp::datadriven::PiecewiseConstantRegression::Node.dim, sgpp::pde::PDESolver.dim, python.uq.dists.J.J.ppf(), python.uq.dists.DataDist.DataDist.ppf(), python.uq.dists.Dist.Dist.ppf(), python.uq.dists.Beta.Beta.ppf(), python.uq.dists.LibAGFDist.LibAGFDist.ppf(), python.uq.dists.Lognormal.Lognormal.ppf(), python.uq.dists.Normal.Normal.ppf(), python.uq.dists.TNormal.TNormal.ppf(), python.uq.dists.Uniform.Uniform.ppf(), python.uq.dists.NatafDist.NatafDist.ppf(), python.uq.dists.KDEDist.KDEDist.ppf(), and python.uq.dists.SGDEdist.SGDEdist.ppf().

toJson()

python.uq.dists.KDEDist.KDEDist.toJson

(

self

)

Returns a string that represents the object

Arguments:

Return A string that represents the object

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, sgpp::datadriven::KernelDensityEstimator.getBandwidths(), and python.uq.dists.KDEDist.KDEDist.getBandwidths().

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__str__(), python.uq.uq_setting.UQSetting.UQSetting.__str__(), python.uq.analysis.asgc.ASGCKnowledge.ASGCKnowledge.createMemento(), python.uq.sampler.asgc.ASGCSampler.ASGCSampler.createMemento(), and python.uq.uq_setting.UQSetting.UQSetting.createMemento().

var()

python.uq.dists.KDEDist.KDEDist.var

(

self

)

References sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, and python.uq.dists.MultivariateNormal.MultivariateNormal.dist.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.Dist.Dist.cov(), python.uq.dists.DataDist.DataDist.std(), python.uq.dists.Dist.Dist.std(), and python.uq.dists.J.J.std().

Member Data Documentation

bounds

python.uq.dists.KDEDist.KDEDist.bounds

Referenced by python.uq.dists.SGDEdist.SGDEdist.cov(), python.uq.dists.EstimatedDist.EstimatedDist.getBounds(), python.uq.dists.LibAGFDist.LibAGFDist.getBounds(), python.uq.dists.NatafDist.NatafDist.getBounds(), python.uq.dists.SGDEdist.SGDEdist.marginalize(), python.uq.dists.NatafDist.NatafDist.marginalizeToDimX(), python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX(), and python.uq.dists.SGDEdist.SGDEdist.toJson().

dist

python.uq.dists.KDEDist.KDEDist.dist

Referenced by python.uq.dists.KDEDist.KDEDist.__str__(), python.uq.dists.KDEDist.KDEDist.cdf(), python.uq.dists.KDEDist.KDEDist.cov(), python.uq.dists.KDEDist.KDEDist.getBandwidths(), python.uq.dists.KDEDist.KDEDist.marginalize(), python.uq.dists.KDEDist.KDEDist.marginalizeToDimX(), python.uq.dists.KDEDist.KDEDist.mean(), python.uq.dists.KDEDist.KDEDist.pdf(), python.uq.dists.KDEDist.KDEDist.ppf(), python.uq.dists.MultivariateNormal.MultivariateNormal.rvs(), python.uq.dists.KDEDist.KDEDist.toJson(), and python.uq.dists.KDEDist.KDEDist.var().

trainData

python.uq.dists.KDEDist.KDEDist.trainData

Referenced by python.uq.dists.KDEDist.KDEDist.__init__(), python.uq.dists.LibAGFDist.LibAGFDist.cdf(), python.uq.dists.EstimatedDist.EstimatedDist.getSamples(), python.uq.dists.KDEDist.KDEDist.marginalize(), python.uq.dists.SGDEdist.SGDEdist.marginalize(), python.uq.dists.KDEDist.KDEDist.marginalizeToDimX(), python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX(), python.uq.dists.LibAGFDist.LibAGFDist.pdf(), python.uq.dists.LibAGFDist.LibAGFDist.ppf(), and python.uq.dists.SGDEdist.SGDEdist.toJson().

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

• datadriven/python/uq/dists/KDEDist.py