Build kernel pdf objects. More...

#include <vpdfl_kernel_pdf_builder.h>

Inheritance diagram for vpdfl_kernel_pdf_builder:

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 stream.
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.

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.

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 38 of file vpdfl_kernel_pdf_builder.cxx.

vpdfl_kernel_pdf_builder::~vpdfl_kernel_pdf_builder ( ) [virtual]

Destructor.

Definition at line 47 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 339 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 329 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 99 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 141 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 262 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.

Build from n elements in data[i].

Definition at line 182 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 110 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 193 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 212 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_mixture_builder, vpdfl_pc_gaussian_builder, vpdfl_gaussian_builder, vpdfl_axis_gaussian_builder, and vpdfl_gaussian_kernel_pdf_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 370 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 293 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 302 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 53 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 94 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 stream.

Exceptions:

mbl_exception	if parse error.
vcl_runtime_exception	if parse error.

This will store the constructed builder.

Incoming properties.

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_mixture_builder, vpdfl_pc_gaussian_builder, vpdfl_gaussian_builder, vpdfl_axis_gaussian_builder, and vpdfl_gaussian_kernel_pdf_builder.

vcl_auto_ptr< vpdfl_builder_base > vpdfl_builder_base::new_pdf_builder_from_stream ( vcl_istream & is ) [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.

Creates object, then uses config_from_stream(is) to set up internals

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 320 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 87 of file vpdfl_kernel_pdf_builder.cxx.

void vpdfl_kernel_pdf_builder::set_use_adaptive ( )

Build adaptive kernel estimate.

Definition at line 80 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 68 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 61 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 74 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 311 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]`