sgpp::datadriven::DensityEstimator Class Reference

#include <DensityEstimator.hpp>

Inheritance diagram for sgpp::datadriven::DensityEstimator:

Public Member Functions
virtual void	corrcoef (base::DataMatrix &corr, base::DataMatrix *bounds=nullptr)
virtual void	cov (base::DataMatrix &cov, base::DataMatrix *bounds=nullptr)=0
double	crossEntropy (sgpp::base::DataMatrix &samples)
	DensityEstimator ()
virtual size_t	getDim ()=0
virtual size_t	getNsamples ()=0
virtual std::shared_ptr< base::DataMatrix >	getSamples ()=0
virtual std::shared_ptr< base::DataVector >	getSamples (size_t dim)=0
virtual void	initialize (base::DataMatrix &samples)=0
virtual double	mean ()=0
virtual void	pdf (base::DataMatrix &points, base::DataVector &res)=0
virtual double	pdf (base::DataVector &x)=0
virtual double	std_deviation ()
virtual double	variance ()=0
virtual	~DensityEstimator ()

Constructor & Destructor Documentation

DensityEstimator()

sgpp::datadriven::DensityEstimator::DensityEstimator

(

)

~DensityEstimator()

sgpp::datadriven::DensityEstimator::~DensityEstimator ( )

virtual

Member Function Documentation

corrcoef()

void sgpp::datadriven::DensityEstimator::corrcoef ( base::DataMatrix &  corr, base::DataMatrix *  bounds = nullptr  )

virtual

References cov(), sgpp::base::DataMatrix::get(), sgpp::base::DataMatrix::getNcols(), and sgpp::base::DataMatrix::set().

cov()

virtual void sgpp::datadriven::DensityEstimator::cov ( base::DataMatrix &  cov, base::DataMatrix *  bounds = nullptr  )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

Referenced by corrcoef(), and python.uq.dists.Dist.Dist::corrcoeff().

crossEntropy()

double sgpp::datadriven::DensityEstimator::crossEntropy

(

sgpp::base::DataMatrix &

samples

)

References pdf().

Referenced by sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::eval().

getDim()

virtual size_t sgpp::datadriven::DensityEstimator::getDim ( )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

Referenced by python.uq.dists.SGDEdist.SGDEdist::__str__(), python.uq.dists.Dist.Dist::cov(), python.uq.parameters.ParameterSet.ParameterSet::extractActiveSubset(), python.uq.dists.KDEDist.KDEDist::getBandwidths(), python.uq.dists.EstimatedDist.EstimatedDist::getBounds(), and python.uq.uq_setting.UQSetting.UQSetting::getDim().

getNsamples()

virtual size_t sgpp::datadriven::DensityEstimator::getNsamples ( )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

getSamples() [1/2]

virtual std::shared_ptr< base::DataMatrix > sgpp::datadriven::DensityEstimator::getSamples ( )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

getSamples() [2/2]

virtual std::shared_ptr< base::DataVector > sgpp::datadriven::DensityEstimator::getSamples ( size_t  dim )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

initialize()

virtual void sgpp::datadriven::DensityEstimator::initialize ( base::DataMatrix &  samples )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

mean()

virtual double sgpp::datadriven::DensityEstimator::mean ( )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

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

pdf() [1/2]

virtual void sgpp::datadriven::DensityEstimator::pdf ( base::DataMatrix &  points, base::DataVector &  res  )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

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

pdf() [2/2]

virtual double sgpp::datadriven::DensityEstimator::pdf ( base::DataVector &  x )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

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

std_deviation()

double sgpp::datadriven::DensityEstimator::std_deviation ( )

virtual

References variance().

variance()

virtual double sgpp::datadriven::DensityEstimator::variance ( )

pure virtual

Implemented in sgpp::datadriven::KernelDensityEstimator, sgpp::datadriven::LearnerSGDE, and sgpp::datadriven::SparseGridDensityEstimator.

Referenced by std_deviation().

---

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

• datadriven/src/sgpp/datadriven/application/DensityEstimator.hpp
• datadriven/src/sgpp/datadriven/application/DensityEstimator.cpp