ReflectedKernelDensityDistribution Class

Represents a Gaussian KDE folded into a half-line or a closed finite interval.

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C# 
public sealed class ReflectedKernelDensityDistribution : ContinuousDistribution
Inheritance
Object  →  Distribution  →  ContinuousDistribution  →  ReflectedKernelDensityDistribution

Remarks

Evaluation includes repeated reflections rather than finite-grid renormalization. Quantiles use numerical bisection and sampling uses inverse quantiles. Moments, entropy and modes are not calculated.

Properties

Capabilities Gets a value that indicates the capabilities of the distribution class.
(Overrides Distribution.Capabilities)
Entropy Gets the entropy of the distribution.
(Inherited from Distribution)
EstimateGets the immutable reflected estimate.
InterQuartileRange Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution)
IsSymmetricalGets no assumed symmetry.
(Overrides ContinuousDistribution.IsSymmetrical)
IsUnimodal Gets whether the distribution has one or more modes.
(Inherited from ContinuousDistribution)
Kurtosis Gets the kurtosis of the distribution.
(Inherited from Distribution)
MeanGets NaN because reflected moments are not calculated.
(Overrides Distribution.Mean)
Median Gets the median of the distribution.
(Inherited from ContinuousDistribution)
ModeGets NaN because reflected modes are not calculated.
(Overrides ContinuousDistribution.Mode)
NumberOfModesGets the number of modes.
(Overrides ContinuousDistribution.NumberOfModes)
Skewness Gets the skewness of the distribution.
(Inherited from Distribution)
StandardDeviation Gets the standard deviation of the distribution.
(Inherited from Distribution)
StatisticSymbol Gets the common symbol to describe a statistic from the distribution.
(Inherited from Distribution)
SupportGets the closed declared support, possibly with an infinite endpoint.
(Overrides ContinuousDistribution.Support)
VarianceGets NaN because reflected moments are not calculated.
(Overrides Distribution.Variance)

Methods

Cdf Evaluates the cumulative distribution function (CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution)
DistributionFunctionEvaluates cumulative probability directly from the reflected Gaussian kernels.
(Overrides ContinuousDistribution.DistributionFunction(Double))
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetAllModesReturns all modes.
(Overrides ContinuousDistribution.GetAllModes())
GetExpectationValue(Func<Double, Double>) Returns the expectation value of a function.
(Inherited from ContinuousDistribution)
GetExpectationValue(Func<Double, Double>, Double, Double) Returns the un-normalized expectation value of a function over the specified interval.
(Inherited from ContinuousDistribution)
GetExpectedHistogram(Double[], Double) Gets a vector containing a histogram of the expected number of samples for a given total number of samples.
(Inherited from ContinuousDistribution)
GetExpectedHistogram(IntervalIndex<Double>, Double) Gets a vector containing a histogram of the expected number of samples for a given total number of samples.
(Inherited from ContinuousDistribution)
GetExpectedHistogram(Double, Double, Int32, Double) Gets a vector whose bins contain the expected number of samples for a given total number of samples.
(Inherited from ContinuousDistribution)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetRandomSequence() Returns an infinite sequence of independent random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
GetRandomSequence(Random) Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution)
GetRandomSequence(Random, Int32) Returns a sequence of random samples of the specified length from the distribution.
(Inherited from ContinuousDistribution)
GetTypeGets the Type of the current instance.
(Inherited from Object)
HazardFunction Returns the probability of failure at the specified value.
(Inherited from ContinuousDistribution)
InverseCdf Returns the inverse of the DistributionFunction(Double).
(Inherited from ContinuousDistribution)
InverseDistributionFunctionEvaluates a quantile by bisection using the smaller probability tail.
(Overrides ContinuousDistribution.InverseDistributionFunction(Double))
LeftTailProbability Returns the probability that a sample from the distribution is less than the specified value.
(Inherited from ContinuousDistribution)
LogProbabilityDensityFunction Returns the logarithm of the probability density function (PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.LogProbabilityDensityFunction(Double))
MomentFunction Returns the value of the moment function of the specified order.
(Inherited from ContinuousDistribution)
Pdf Returns the value of the probability density function (PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution)
Probability Returns the probability that a sample taken from the distribution lies inside the specified interval.
(Inherited from ContinuousDistribution)
ProbabilityDensityFunction Returns the value of the probability density function (PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.ProbabilityDensityFunction(Double))
RightTailProbability Returns the probability that a sample from the distribution is larger than the specified value.
(Inherited from ContinuousDistribution)
Sample() Returns a single random sample drawn from this distribution.
(Inherited from ContinuousDistribution)
Sample(Int32) Returns a vector containing the specified number of independent random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
Sample(IRandomSource) Returns a random sample from the distribution using a Random instance.
(Inherited from ContinuousDistribution)
Sample(Random) Returns a random sample from the distribution using a Random instance.
(Inherited from ContinuousDistribution)
Sample(Int32, IRandomSource) Returns a vector containing the specified number of independent random samples drawn from this distribution using the provided IRandomSource.
(Inherited from ContinuousDistribution)
Sample(Int32, Random) Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution)
Sample<TGenerator>(IRandomSource<TGenerator>) Returns a random sample from the distribution using the supplied IRandomSource<TGenerator>.
(Inherited from ContinuousDistribution)
Sample<TGenerator>(Int32, IRandomSource<TGenerator>) Returns a vector containing the specified number of independent random samples drawn from this distribution using the supplied IRandomSource<TGenerator>.
(Inherited from ContinuousDistribution)
SampleInto(Span<Double>) Fills a span with random numbers from the distribution using the default thread-safe random number generator.
(Inherited from ContinuousDistribution)
SampleInto(IRandomSource, IList<Double>) Fills the provided list with random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
SampleInto(IRandomSource, Span<Double>) Fills a span with random numbers from the distribution.
(Inherited from ContinuousDistribution)
SampleInto(Random, IList<Double>) Fills the provided list with random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
SampleInto(Random, Double[]) Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution)
SampleInto(Random, Span<Double>) Fills the given span with random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
SampleInto(IRandomSource, IList<Double>, Int32, Int32) Fills a range within a list with random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
SampleInto(Random, IList<Double>, Int32, Int32) Fills a range within a list with random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
SampleInto<TGenerator>(IRandomSource<TGenerator>, Span<Double>) Fills a span with random numbers from the distribution.
(Inherited from ContinuousDistribution)
SampleInto<TGenerator>(TGenerator, IList<Double>, Int32, Int32) Fills a range within a list with random samples drawn from this distribution.
(Inherited from ContinuousDistribution)
SurvivorDistributionFunctionEvaluates upper-tail probability directly from the reflected Gaussian kernels.
(Overrides ContinuousDistribution.SurvivorDistributionFunction(Double))
ToStringReturns a string that represents the current object.
(Inherited from Object)
TwoTailedProbability Returns the probability that a sample from the distribution deviates from the mean more than the specified value.
(Inherited from ContinuousDistribution)

See Also