umontreal.iro.lecuyer.gof

Class KernelDensity

java.lang.Object

umontreal.iro.lecuyer.gof.KernelDensity

public class KernelDensity
extends java.lang.Object

This class provides methods to compute a kernel density estimator from a set of n individual observations x₀,…, x_n-1, and returns its value at m selected points. For details on how the kernel density is defined, and how to select the kernel and the bandwidth h, see the documentation of class KernelDensityGen in package randvar.

Constructor Summary

Constructors

Constructor and Description
KernelDensity()

Method Summary

Modifier and Type	Method and Description
static double[]	computeDensity(EmpiricalDist dist, ContinuousDistribution kern, double[] Y) Similar to method , but the bandwidth h is obtained from the method KernelDensityGen.getBaseBandwidth(dist) in package randvar.
static double[]	computeDensity(EmpiricalDist dist, ContinuousDistribution kern, double h, double[] Y) Given the empirical distribution dist, this method computes the kernel density estimate at each of the m points Y[j], j = 0, 1,…,(m - 1), where m is the length of Y, the kernel is kern.density(x), and the bandwidth is h.

Methods inherited from class java.lang.Object

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

Constructor Detail

KernelDensity

public KernelDensity()

Method Detail

computeDensity

public static double[] computeDensity(EmpiricalDist dist,
                                      ContinuousDistribution kern,
                                      double h,
                                      double[] Y)

Given the empirical distribution dist, this method computes the kernel density estimate at each of the m points Y[j], j = 0, 1,…,(m - 1), where m is the length of Y, the kernel is kern.density(x), and the bandwidth is h. Returns the estimates as an array of m values.

computeDensity

public static double[] computeDensity(EmpiricalDist dist,
                                      ContinuousDistribution kern,
                                      double[] Y)

Similar to method , but the bandwidth h is obtained from the method KernelDensityGen.getBaseBandwidth(dist) in package randvar.