weka.estimators
Class UnivariateKernelEstimator

java.lang.Object
  weka.estimators.UnivariateKernelEstimator

All Implemented Interfaces:

UnivariateDensityEstimator, UnivariateIntervalEstimator, UnivariateQuantileEstimator

public class UnivariateKernelEstimator
extends Object
implements UnivariateDensityEstimator, UnivariateIntervalEstimator, UnivariateQuantileEstimator

Simple weighted kernel density estimator.

Version:

$Revision: 8034 $

Author:

Eibe Frank ([email protected])

Field Summary

static double

CONST Constant for Gaussian density.

Constructor Summary

UnivariateKernelEstimator()

Method Summary

void	addValue(double value, double weight) Adds a value to the density estimator.
double	logDensity(double value) Returns the natural logarithm of the density estimate at the given point.
static void	main(String[] args) Main method, used for testing this class.
double[][]	predictIntervals(double conf) Returns the interval for the given confidence value.
double	predictQuantile(double percentage) Returns the quantile for the given percentage.
String	toString() Returns textual description of this estimator.
void	updateWidth() Updates bandwidth: the sample standard deviation is multiplied by the total weight to the power of the given exponent.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

CONST

public static final double CONST

Constant for Gaussian density.

Constructor Detail

UnivariateKernelEstimator

public UnivariateKernelEstimator()

Method Detail

addValue

public void addValue(double value,
                     double weight)

Adds a value to the density estimator.

Specified by:

addValue in interface UnivariateDensityEstimator

Specified by:

addValue in interface UnivariateIntervalEstimator

Specified by:

addValue in interface UnivariateQuantileEstimator

Parameters:

value - the value to add

weight - the weight of the value

updateWidth

public void updateWidth()

Updates bandwidth: the sample standard deviation is multiplied by the total weight to the power of the given exponent. If the total weight is not greater than zero, the width is set to Double.MAX_VALUE. If that is not the case, but the width becomes smaller than m_MinWidth, the width is set to the value of m_MinWidth.

predictIntervals

public double[][] predictIntervals(double conf)

Returns the interval for the given confidence value.

Specified by:

predictIntervals in interface UnivariateIntervalEstimator

Parameters:

conf - the confidence value in the interval [0, 1]

Returns:

the interval

predictQuantile

public double predictQuantile(double percentage)

Returns the quantile for the given percentage.

Specified by:

predictQuantile in interface UnivariateQuantileEstimator

Parameters:

percentage - the percentage

Returns:

the quantile

logDensity

public double logDensity(double value)

Returns the natural logarithm of the density estimate at the given point.

Specified by:

logDensity in interface UnivariateDensityEstimator

Parameters:

value - the value at which to evaluate

Returns:

the natural logarithm of the density estimate at the given value

toString

public String toString()

Returns textual description of this estimator.

Overrides:

toString in class Object

main

public static void main(String[] args)

Main method, used for testing this class.