vpdfl_kernel_pdf_builder Class Reference

#include <vpdfl_kernel_pdf_builder.h>

Inheritance diagram for vpdfl_kernel_pdf_builder:

[legend]List of all members.

Detailed Description

Build kernel pdf objects.

Contains algorithms for selecting kernel widths.

Simplest is to use equal widths (set_use_equal_width()).

A fixed width can be supplied (set_use_fixed_width(w))

The widths can be estimated from the proximity of neighbours set_use_width_from_separation()

More interesting is an adaptive kernel estimate (set_use_adaptive()). This tends to get results comparable with the equal width method for simple cases, but can match to more complex distributions more easily. In particular, it tends to approximate the tails more accurately.

See book on Density Estimation by B.W.Silverman (Pub. Chapman and Hall, 1986) for details.

Definition at line 36 of file vpdfl_kernel_pdf_builder.h.

Public Types

enum build_type { fixed_width, select_equal, width_from_sep, adaptive }

Public Member Functions

vpdfl_kernel_pdf_builder ()

Dflt ctor.

virtual ~vpdfl_kernel_pdf_builder ()

Destructor.

void set_use_fixed_width (double width)

Use fixed width kernels of given width when building.

void set_use_equal_width ()

Use equal width kernels of width depending on number of samples.

void set_use_width_from_separation ()

Kernel width proportional to distance to nearby samples.

void set_use_adaptive ()

Build adaptive kernel estimate.

virtual void set_min_var (double min_var)

Define lower threshold on variance for built models.

virtual double min_var () const

Get lower threshold on variance for built models.

virtual void build (vpdfl_pdf_base &model, const vnl_vector< double > &mean) const

Build default model with given mean.

virtual void build (vpdfl_pdf_base &model, mbl_data_wrapper< vnl_vector< double > > &data) const

Build model from data.

void build_from_array (vpdfl_pdf_base &model, const vnl_vector< double > *data, int n) const

Build kernel_pdf from n elements in data[i].

virtual void weighted_build (vpdfl_pdf_base &model, mbl_data_wrapper< vnl_vector< double > > &data, const vcl_vector< double > &wts) const

Build model from weighted data.

void build_fixed_width (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n, double width) const

Build from n elements in data[i]. Fixed kernel width.

void build_select_equal_width (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n) const

Build from n elements in data[i]. Chooses width.

void build_width_from_separation (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n) const

Kernel width proportional to distance to nearby samples.

void build_adaptive (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n) const

Build adaptive kernel estimate.

short version_no () const

Version number for I/O.

virtual vcl_string is_a () const

Name of the class.

virtual bool is_class (vcl_string const &s) const

Does the name of the class match the argument?.

virtual void print_summary (vcl_ostream &os) const

Print class to os.

virtual void b_write (vsl_b_ostream &bfs) const

Save class to binary file stream.

virtual void b_read (vsl_b_istream &bfs)

Load class from binary file stream.

virtual void config_from_stream (vcl_istream &is)

Read initialisation settings from a stream.

virtual vpdfl_pdf_base * new_model () const =0

Create empty model.

virtual vpdfl_builder_base * clone () const =0

Create a copy on the heap and return base class pointer.

Static Public Member Functions

static vcl_auto_ptr< vpdfl_builder_base > new_builder_from_stream (vcl_istream &is)

Create a vpdfl_builder_base object given a config steram.

static vcl_auto_ptr< vpdfl_builder_base > new_pdf_builder_from_stream (vcl_istream &)

Create a vpdfl_builder_base object given a config stream (recursive style).

Private Member Functions

vpdfl_kernel_pdf & kernel_pdf (vpdfl_pdf_base &model) const

Private Attributes

double min_var_

Minimum variance of whole model.

build_type build_type_

Type of building to be performed.

double fixed_width_

Width set if fixed_width option on build used.

Member Enumeration Documentation

enum vpdfl_kernel_pdf_builder::build_type

Enumerator:

fixed_width

select_equal

width_from_sep

adaptive

Definition at line 39 of file vpdfl_kernel_pdf_builder.h.

Constructor & Destructor Documentation

vpdfl_kernel_pdf_builder::vpdfl_kernel_pdf_builder ( )

Dflt ctor.

Definition at line 37 of file vpdfl_kernel_pdf_builder.cxx.

vpdfl_kernel_pdf_builder::~vpdfl_kernel_pdf_builder ( ) [virtual]

Destructor.

Definition at line 46 of file vpdfl_kernel_pdf_builder.cxx.

Member Function Documentation

void vpdfl_kernel_pdf_builder::b_read ( vsl_b_istream & bfs ) [virtual]

Load class from binary file stream.

Implements vpdfl_builder_base.
Definition at line 337 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::b_write ( vsl_b_ostream & bfs ) const [virtual]

Save class to binary file stream.

Implements vpdfl_builder_base.
Definition at line 327 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build ( vpdfl_pdf_base & model,

mbl_data_wrapper< vnl_vector< double > > & data

) const [virtual]

Build model from data.

Implements vpdfl_builder_base.
Definition at line 140 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build ( vpdfl_pdf_base & model,

const vnl_vector< double > & mean

) const [virtual]

Build default model with given mean.

Implements vpdfl_builder_base.
Definition at line 98 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build_adaptive ( vpdfl_kernel_pdf & kpdf,

const vnl_vector< double > * data,

int n

) const

Build adaptive kernel estimate.
Use equal widths to create a pilot estimate, then use the prob at each data point to modify the widths
Definition at line 260 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build_fixed_width ( vpdfl_kernel_pdf & kpdf,

const vnl_vector< double > * data,

int n,

double width

) const

Build from n elements in data[i]. Fixed kernel width.

Definition at line 181 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build_from_array ( vpdfl_pdf_base & model,

const vnl_vector< double > * data,

int n

) const

Build kernel_pdf from n elements in data[i].

Definition at line 109 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build_select_equal_width ( vpdfl_kernel_pdf & kpdf,

const vnl_vector< double > * data,

int n

) const

Build from n elements in data[i]. Chooses width.
Same width selected for all points, using $w=(4/(2n+d.n)^{1/(d+4)}\sigma$ , as suggested by Silverman Note: This value only suitable for gaussian kernels!
Definition at line 191 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::build_width_from_separation ( vpdfl_kernel_pdf & kpdf,

const vnl_vector< double > * data,

int n

) const

Kernel width proportional to distance to nearby samples.
Width to nearest neighbour, allowing for repeats.
Definition at line 210 of file vpdfl_kernel_pdf_builder.cxx.

virtual vpdfl_builder_base* vpdfl_builder_base::clone ( ) const [pure virtual, inherited]

Create a copy on the heap and return base class pointer.

Implemented in vpdfl_axis_gaussian_builder, vpdfl_gaussian_builder, vpdfl_gaussian_kernel_pdf_builder, vpdfl_mixture_builder, and vpdfl_pc_gaussian_builder.

void vpdfl_kernel_pdf_builder::config_from_stream ( vcl_istream & is ) [virtual]

Read initialisation settings from a stream.
Parameters:
{ min_var: 1.0e-6 // kernel_widths can be fixed_width,select_equal,width_from_sep,adaptive kernel_widths: fixed_width // Width to be used when it is fixed_width fixed_width: 1.0 }

Exceptions:

mbl_exception_parse_error if the parse fails.

Reimplemented from vpdfl_builder_base.
Definition at line 368 of file vpdfl_kernel_pdf_builder.cxx.

vcl_string vpdfl_kernel_pdf_builder::is_a ( ) const [virtual]

Name of the class.

Reimplemented from vpdfl_builder_base.
Reimplemented in vpdfl_gaussian_kernel_pdf_builder.
Definition at line 291 of file vpdfl_kernel_pdf_builder.cxx.

bool vpdfl_kernel_pdf_builder::is_class ( vcl_string const & s ) const [virtual]

Does the name of the class match the argument?.

Reimplemented from vpdfl_builder_base.
Reimplemented in vpdfl_gaussian_kernel_pdf_builder.
Definition at line 300 of file vpdfl_kernel_pdf_builder.cxx.

vpdfl_kernel_pdf & vpdfl_kernel_pdf_builder::kernel_pdf ( vpdfl_pdf_base & model ) const [private]

Definition at line 52 of file vpdfl_kernel_pdf_builder.cxx.

double vpdfl_kernel_pdf_builder::min_var ( ) const [virtual]

Get lower threshold on variance for built models.

Implements vpdfl_builder_base.
Definition at line 93 of file vpdfl_kernel_pdf_builder.cxx.

vcl_auto_ptr< vpdfl_builder_base > vpdfl_builder_base::new_builder_from_stream ( vcl_istream & is ) [static, inherited]

Create a vpdfl_builder_base object given a config steram.

Exceptions:

mbl_exception if parse error.

Definition at line 55 of file vpdfl_builder_base.cxx.

virtual vpdfl_pdf_base* vpdfl_builder_base::new_model ( ) const [pure virtual, inherited]

Create empty model.

Implemented in vpdfl_axis_gaussian_builder, vpdfl_gaussian_builder, vpdfl_gaussian_kernel_pdf_builder, vpdfl_mixture_builder, and vpdfl_pc_gaussian_builder.

vcl_auto_ptr< vpdfl_builder_base > vpdfl_builder_base::new_pdf_builder_from_stream ( vcl_istream & ) [static, inherited]

Create a vpdfl_builder_base object given a config stream (recursive style).
Creates object, then uses config_from_stream(is) to set up internals
Exceptions:

vcl_runtime_exception if parse error.

Definition at line 145 of file vpdfl_builder_base.cxx.

void vpdfl_kernel_pdf_builder::print_summary ( vcl_ostream & os ) const [virtual]

Print class to os.

Implements vpdfl_builder_base.
Definition at line 318 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::set_min_var ( double min_var ) [virtual]

Define lower threshold on variance for built models.

Implements vpdfl_builder_base.
Definition at line 86 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::set_use_adaptive ( )

Build adaptive kernel estimate.

Definition at line 79 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::set_use_equal_width ( )

Use equal width kernels of width depending on number of samples.

Definition at line 67 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::set_use_fixed_width ( double width )

Use fixed width kernels of given width when building.

Definition at line 60 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::set_use_width_from_separation ( )

Kernel width proportional to distance to nearby samples.

Definition at line 73 of file vpdfl_kernel_pdf_builder.cxx.

short vpdfl_kernel_pdf_builder::version_no ( ) const

Version number for I/O.

Reimplemented from vpdfl_builder_base.
Definition at line 309 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::weighted_build ( vpdfl_pdf_base & model,

mbl_data_wrapper< vnl_vector< double > > & data,

const vcl_vector< double > & wts

) const [virtual]

Build model from weighted data.

Implements vpdfl_builder_base.
Definition at line 172 of file vpdfl_kernel_pdf_builder.cxx.

Member Data Documentation

build_type vpdfl_kernel_pdf_builder::build_type_ [private]

Type of building to be performed.

Definition at line 45 of file vpdfl_kernel_pdf_builder.h.

double vpdfl_kernel_pdf_builder::fixed_width_ [private]

Width set if fixed_width option on build used.

Definition at line 48 of file vpdfl_kernel_pdf_builder.h.

double vpdfl_kernel_pdf_builder::min_var_ [private]

Minimum variance of whole model.

Definition at line 42 of file vpdfl_kernel_pdf_builder.h.

The documentation for this class was generated from the following files:

contrib/mul/vpdfl/vpdfl_kernel_pdf_builder.h
contrib/mul/vpdfl/vpdfl_kernel_pdf_builder.cxx

Generated on Thu Jan 10 14:43:34 2008 for contrib/mul/vpdfl by

1.4.4


Public Types
enum	build_type { fixed_width, select_equal, width_from_sep, adaptive }
Public Member Functions
	vpdfl_kernel_pdf_builder ()
	Dflt ctor.
virtual	~vpdfl_kernel_pdf_builder ()
	Destructor.
void	set_use_fixed_width (double width)
	Use fixed width kernels of given width when building.
void	set_use_equal_width ()
	Use equal width kernels of width depending on number of samples.
void	set_use_width_from_separation ()
	Kernel width proportional to distance to nearby samples.
void	set_use_adaptive ()
	Build adaptive kernel estimate.
virtual void	set_min_var (double min_var)
	Define lower threshold on variance for built models.
virtual double	min_var () const
	Get lower threshold on variance for built models.
virtual void	build (vpdfl_pdf_base &model, const vnl_vector< double > &mean) const
	Build default model with given mean.
virtual void	build (vpdfl_pdf_base &model, mbl_data_wrapper< vnl_vector< double > > &data) const
	Build model from data.
void	build_from_array (vpdfl_pdf_base &model, const vnl_vector< double > *data, int n) const
	Build kernel_pdf from n elements in data[i].
virtual void	weighted_build (vpdfl_pdf_base &model, mbl_data_wrapper< vnl_vector< double > > &data, const vcl_vector< double > &wts) const
	Build model from weighted data.
void	build_fixed_width (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n, double width) const
	Build from n elements in data[i]. Fixed kernel width.
void	build_select_equal_width (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n) const
	Build from n elements in data[i]. Chooses width.
void	build_width_from_separation (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n) const
	Kernel width proportional to distance to nearby samples.
void	build_adaptive (vpdfl_kernel_pdf &kpdf, const vnl_vector< double > *data, int n) const
	Build adaptive kernel estimate.
short	version_no () const
	Version number for I/O.
virtual vcl_string	is_a () const
	Name of the class.
virtual bool	is_class (vcl_string const &s) const
	Does the name of the class match the argument?.
virtual void	print_summary (vcl_ostream &os) const
	Print class to os.
virtual void	b_write (vsl_b_ostream &bfs) const
	Save class to binary file stream.
virtual void	b_read (vsl_b_istream &bfs)
	Load class from binary file stream.
virtual void	config_from_stream (vcl_istream &is)
	Read initialisation settings from a stream.
virtual vpdfl_pdf_base *	new_model () const =0
	Create empty model.
virtual vpdfl_builder_base *	clone () const =0
	Create a copy on the heap and return base class pointer.
Static Public Member Functions
static vcl_auto_ptr< vpdfl_builder_base >	new_builder_from_stream (vcl_istream &is)
	Create a vpdfl_builder_base object given a config steram.
static vcl_auto_ptr< vpdfl_builder_base >	new_pdf_builder_from_stream (vcl_istream &)
	Create a vpdfl_builder_base object given a config stream (recursive style).
Private Member Functions
vpdfl_kernel_pdf &	kernel_pdf (vpdfl_pdf_base &model) const
Private Attributes
double	min_var_
	Minimum variance of whole model.
build_type	build_type_
	Type of building to be performed.
double	fixed_width_
	Width set if fixed_width option on build used.