Class KDE

Defined in File KDE.hpp

Class Documentation

class KDE

The KDE class implements 1-D Gaussian kernel density estimators.

Public Functions

inline KDE()

KDE(std::vector<double>)

KDE(std::vector<double>, int n_bins)

void set_num_bins(int n_bins)

int theta_to_bin(double theta)

std::vector<double> resample(int n_samples, std::mt19937 &rng, std::uniform_real_distribution<double> &uni_dist, std::normal_distribution<double> &norm_dist)

std::vector<double> resample(int n_samples)

double pdf(double x)

std::vector<double> pdf(std::vector<double> v)

double logpdf(double x)

Public Members

std::vector<double> dataset = {}

std::vector<double> log_prior_hist = {}

double delta_theta = 1

int n_bins = 1

double bw

double mu = 0

double most_probable_theta = 0