com.compomics.util.math.statistics.distributions

Class NormalKernelDensityEstimator

java.lang.Object

com.compomics.util.math.statistics.distributions.NormalKernelDensityEstimator

public class NormalKernelDensityEstimator
extends Object

This class makes use of "SSJ: Stochastic Simulation in Java" library from iro.umontreal.ca to estimate probability density function of an array of double. It first generates independent and identically distributed random variables from the dataset, at which the density needs to be computed and then generates the vector of density estimates at the corresponding variables. The KernelDensityGen class from the same library is used: the class implements random variate generators for distributions obtained via kernel density estimation methods from a set of n individual observations x1,..., xn. The basic idea is to center a copy of the same symmetric density at each observation and take an equally weighted mixture of the n copies as an estimator of the density from which the observations come. The resulting kernel density has the general form: fn(x) = (1/nh)?i=1nk((x - xi)/h). K is the kernel (here a Gaussian is chosen) and h is the bandwidth (smoothing factor).

Author:

Paola Masuzzo

Constructor Summary

Constructors

Constructor and Description
NormalKernelDensityEstimator()

Method Summary

Modifier and Type	Method and Description
ArrayList	estimateDensityFunction(double[] data) Estimate the density function.
ArrayList	estimateDensityFunction(Double[] data) Estimate the density function.
double[]	excludeNullValues(Double[] data) Exclude null values from an array of double.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NormalKernelDensityEstimator

public NormalKernelDensityEstimator()

Method Detail

estimateDensityFunction

public ArrayList estimateDensityFunction(Double[] data)

Estimate the density function.

Parameters:

data - the data

Returns:

the estimated density function

estimateDensityFunction

public ArrayList estimateDensityFunction(double[] data)

Estimate the density function.

Parameters:

data - the data

Returns:

the estimated density function

excludeNullValues

public double[] excludeNullValues(Double[] data)

Exclude null values from an array of double.

Parameters:

data - the data

Returns:

another double array with no longer null values