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java.lang.Object umontreal.iro.lecuyer.gof.KernelDensity
public class KernelDensity
This class provides methods to compute a kernel density estimator from a set
of n individual observations
x0,…, xn-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 | |
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KernelDensity()
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Method Summary | |
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static double[] |
computeDensity(EmpiricalDist dist,
ContinuousDistribution kern,
double[] Y)
Similar to method computeDensity ,
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 |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public KernelDensity()
Method Detail |
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public static double[] computeDensity(EmpiricalDist dist, ContinuousDistribution kern, double h, double[] Y)
public static double[] computeDensity(EmpiricalDist dist, ContinuousDistribution kern, double[] Y)
computeDensity
,
but the bandwidth h is obtained from the method
KernelDensityGen.getBaseBandwidth
(dist) in package randvar.
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