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Public Member Functions | List of all members
sgpp::datadriven::KDEMaximumLikelihoodCrossValidation Class Reference

#include <KernelDensityEstimator.hpp>

Inheritance diagram for sgpp::datadriven::KDEMaximumLikelihoodCrossValidation:
sgpp::base::ScalarFunction

Public Member Functions

virtual void clone (std::unique_ptr< sgpp::base::ScalarFunction > &clone) const
 
double eval (const sgpp::base::DataVector &x)
 Pure virtual method for calculating \(f(\vec{x})\).
 
 KDEMaximumLikelihoodCrossValidation (KernelDensityEstimator &kde, size_t kfold=10, std::uint64_t seedValue=std::mt19937_64::default_seed)
 Constructor.
 
- Public Member Functions inherited from sgpp::base::ScalarFunction
virtual void eval (const DataMatrix &x, DataVector &value)
 Convenience method for calculating \(f(\vec{x})\) for multiple \(\vec{x}\).
 
size_t getNumberOfParameters () const
 
 ScalarFunction (size_t d)
 Constructor.
 
virtual ~ScalarFunction ()
 Destructor.
 

Additional Inherited Members

- Protected Attributes inherited from sgpp::base::ScalarFunction
size_t d
 dimension of the domain
 

Constructor & Destructor Documentation

◆ KDEMaximumLikelihoodCrossValidation()

sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::KDEMaximumLikelihoodCrossValidation ( KernelDensityEstimator &  kde,
size_t  kfold = 10,
std::uint64_t  seedValue = std::mt19937_64::default_seed 
)
explicit

Constructor.

References sgpp::datadriven::KernelDensityEstimator::getSamples().

Member Function Documentation

◆ clone()

virtual void sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::clone ( std::unique_ptr< sgpp::base::ScalarFunction > &  clone) const
inlinevirtual
Parameters
[out]clonepointer to cloned object

Implements sgpp::base::ScalarFunction.

References clone().

Referenced by clone().

◆ eval()

double sgpp::datadriven::KDEMaximumLikelihoodCrossValidation::eval ( const sgpp::base::DataVector &  x)
virtual

Pure virtual method for calculating \(f(\vec{x})\).

Parameters
xevaluation point \(\vec{x} \in [0, 1]^d\)
Returns
\(f(\vec{x})\)

Implements sgpp::base::ScalarFunction.

References sgpp::datadriven::DensityEstimator::crossEntropy(), sgpp::datadriven::KernelDensityEstimator::getKernel(), sgpp::datadriven::Kernel::getType(), sgpp::datadriven::NONE, and sgpp::datadriven::KernelDensityEstimator::setBandwidths().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

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