TransformedKernelDensityDistribution Class

Represents the direct Gaussian KDE distribution mapped back from log or logit coordinates.

Definition

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

Remarks

The PDF includes the transformation Jacobian. CDF, survivor probabilities, quantiles and sampling use the full latent Gaussian mixture without a finite grid. Original-coordinate mean and variance use analytic lognormal formulas or controlled logistic-normal quadrature. Skewness, kurtosis, entropy and modes are not computed. Floating-point inversion may round interior quantiles or samples to support endpoints.

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 corrected density estimate.
InterQuartileRange Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution)
IsSymmetricalGets no assumed symmetry in original coordinates.
(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 the original-coordinate mean, calculated lazily.
(Overrides Distribution.Mean)
Median Gets the median of the distribution.
(Inherited from ContinuousDistribution)
ModeGets NaN because original-coordinate 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)
StandardDeviationGets the original-coordinate standard deviation independently of variance overflow or underflow.
(Overrides Distribution.StandardDeviation)
StatisticSymbol Gets the common symbol to describe a statistic from the distribution.
(Inherited from Distribution)
SupportGets the declared original-coordinate support.
(Overrides ContinuousDistribution.Support)
VarianceGets the original-coordinate variance, including between-component variation.
(Overrides Distribution.Variance)

Methods

Cdf Evaluates the cumulative distribution function (CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution)
DistributionFunctionEvaluates cumulative probability in original coordinates.
(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 an original-coordinate quantile by inverse-transforming a latent mixture quantile.
(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 in original coordinates.
(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