de.lmu.ifi.dbs.elki.math.statistics
Class KernelDensityEstimator

java.lang.Object
  de.lmu.ifi.dbs.elki.math.statistics.KernelDensityEstimator

public class KernelDensityEstimator
extends Object

Estimate density given an array of points. Estimates a density using a kernel density estimator. Multiple common Kernel functions are supported.

Author:

Erich Schubert

Nested Class Summary

static class

KernelDensityEstimator.Kernel Supported kernel functions

Field Summary

private double[]	dens Result storage: density
private static double	GSCALE Scaling constant for Gaussian kernel
private double[]	var Result storage: variance / quality

Constructor Summary

KernelDensityEstimator(double[] data, double min, double max, KernelDensityEstimator.Kernel kernel, int windows)
Initialize and execute kernel density estimation.

KernelDensityEstimator(double[] data, KernelDensityEstimator.Kernel kernel)
Process an array of data

Method Summary

double[]	getDensity() Retrieve density array (NO copy)
double[]	getVariance() Retrieve variance/quality array (NO copy)
private void	process(double[] data, double min, double max, KernelDensityEstimator.Kernel kernel, int windows) Process a new array

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

GSCALE

private static final double GSCALE

Scaling constant for Gaussian kernel

dens

private double[] dens

Result storage: density

var

private double[] var

Result storage: variance / quality

Constructor Detail

KernelDensityEstimator

public KernelDensityEstimator(double[] data,
                              double min,
                              double max,
                              KernelDensityEstimator.Kernel kernel,
                              int windows)

Initialize and execute kernel density estimation.

Parameters:

data - data to use

min - minimum value

max - maximum value

kernel - Kernel function to use

windows - window size

KernelDensityEstimator

public KernelDensityEstimator(double[] data,
                              KernelDensityEstimator.Kernel kernel)

Process an array of data

Parameters:

data - data to process

kernel - Kernel function to use.

Method Detail

process

private void process(double[] data,
                     double min,
                     double max,
                     KernelDensityEstimator.Kernel kernel,
                     int windows)

Process a new array

Parameters:

data - data to use

min - minimum value

max - maximum value

kernel - Kernel function to use

windows - window size

getDensity

public double[] getDensity()

Retrieve density array (NO copy)

Returns:

density array

getVariance

public double[] getVariance()

Retrieve variance/quality array (NO copy)

Returns:

variance array