GaussianKernel Class Reference

Inheritance diagram for GaussianKernel:

[legend]

List of all members.

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Detailed Description

Gaussian kernel for density estimation.

Author:

Lawrence Murray <lawrence@indii.org>

Version:

Rev

Date:

Date

The Gaussian kernel takes the form:

See also:

hopt for guidance as to bandwidth selection.

Serialization

This class supports serialization through the Boost.Serialization library.

Definition at line 29 of file GaussianKernel.hpp.

Public Member Functions
	GaussianKernel ()
	Default constructor.
	GaussianKernel (const unsigned int N, const double h)
	Constructor.
virtual	~GaussianKernel ()
	Destructor.
virtual double	operator() (const double x) const
	Evaluate the kernel.
virtual double	sample () const
	Sample from the kernel.

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Constructor & Destructor Documentation

GaussianKernel

(

)

Default constructor.

This should generally only be used when the object is to be restored from a serialization.

Definition at line 5 of file GaussianKernel.cpp.

GaussianKernel	(	const unsigned int	N,
		const double	h
	)

Constructor.

Parameters:

	N	; dimensionality of the problem.
	h	; the scaling parameter (bandwidth).

Although the kernel itself is not intrinsically dependent on and , its normalisation is. Supplying these allows substantial performance increases through precalculations.

Definition at line 9 of file GaussianKernel.cpp.

~GaussianKernel

(

)

[virtual]

Destructor.

Definition at line 15 of file GaussianKernel.cpp.

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Member Function Documentation

double operator()

(

const double

x

)

const [inline, virtual]

Evaluate the kernel.

Parameters:

x

Point at which to evaluate the kernel.

Returns:

Density of the kernel at the given point.

Implements Kernel.

Definition at line 97 of file GaussianKernel.hpp.

double sample

(

)

const [inline, virtual]

Sample from the kernel.

Returns:

A sample from the kernel.

Implements Kernel.

Definition at line 102 of file GaussianKernel.hpp.

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