Kernel Density Estimate Class
Represents a reusable univariate kernel density estimate fitted to a snapshot of observations.
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public sealed class KernelDensityEstimate- Inheritance
- Object → KernelDensityEstimate
Remarks
Use Fit(Vector<Double>, KernelDensityOptions, Vector<Double>) to create an estimate. Observations are copied and sorted once;
bandwidth selection and kernel normalization are completed during fitting. Relative weights, when supplied, are
snapshotted by observation position. Zero-weight entries are ignored. Later changes to the source vectors
do not affect the estimate. Concurrent evaluation is supported when the custom kernel delegate, if any, is
stable and safe for concurrent calls. Do not modify query vectors while they are being evaluated.
Properties
| Bandwidth | Gets the adjusted bandwidth used for evaluation, in observation units. |
| Bandwidth | Gets the factor applied to UnadjustedBandwidth. |
| Bandwidth | Gets the selection rule, or Custom for a supplied bandwidth. |
| Bandwidth | Gets the resolved bandwidth-search lower bound before adjustment, or null for a method without a search. |
| Bandwidth | Gets the resolved bandwidth-search upper bound before adjustment, or null for a method without a search. |
| Bandwidth | Gets whether bandwidth selection returned an endpoint of its search interval. |
| Effective | Gets the effective sample size, 1 / sum of squared normalized observation masses. |
| Has | Gets whether a weight vector was supplied when fitting. |
| Kernel | Gets the kernel used for evaluation. |
| Positive | Gets the number of observations with positive mass, excluding zero-weight entries. |
| Sample | Gets the number of supplied observations, including zero-weight entries. |
| Unadjusted | Gets the supplied or selected bandwidth before adjustment, in observation units. |
Methods
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Evaluate( | Evaluates the fitted density at a point. |
| Evaluate( | Evaluates the fitted density at a collection of points. |
| Evaluate | Evaluates the fitted density on an equally spaced grid. |
| Evaluate | Evaluates the natural logarithm of the fitted density at a point. |
| Evaluate | Evaluates natural log-density at a collection of query points. |
| Get | Serves as the default hash function. (Inherited from Object) |
| Get | Gets the Type of the current instance. (Inherited from Object) |
| ToDistribution | Creates the direct probability distribution represented by this fitted Gaussian KDE. |
| ToPiecewise | Creates a finite-grid, piecewise approximation to this density. |
| ToString | Returns a string that represents the current object. (Inherited from Object) |