142 lines
5.3 KiB
C++
142 lines
5.3 KiB
C++
/********************************************************
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* ██████╗ ██████╗████████╗██╗
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* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ██║ ███╗██║ ██║ ██║
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* ██║ ██║██║ ██║ ██║
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* ╚██████╔╝╚██████╗ ██║ ███████╗
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* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
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* Geophysical Computational Tools & Library (GCTL)
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*
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* Copyright (c) 2023 Yi Zhang (yizhang-geo@zju.edu.cn)
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*
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* GCTL is distributed under a dual licensing scheme. You can redistribute
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* it and/or modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation, either version 2
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* of the License, or (at your option) any later version. You should have
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* received a copy of the GNU Lesser General Public License along with this
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* program. If not, see <http://www.gnu.org/licenses/>.
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*
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* If the terms and conditions of the LGPL v.2. would prevent you from using
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* the GCTL, please consider the option to obtain a commercial license for a
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* fee. These licenses are offered by the GCTL's original author. As a rule,
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* licenses are provided "as-is", unlimited in time for a one time fee. Please
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* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
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* to include some description of your company and the realm of its activities.
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* Also add information on how to contact you by electronic and paper mail.
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******************************************************/
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#ifndef _GCTL_KERNEL_DENSITY_ESTIMATION_H
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#define _GCTL_KERNEL_DENSITY_ESTIMATION_H
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#include "../core.h"
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#include "../maths.h"
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#include "../io.h"
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namespace gctl
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{
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enum kde_kernel_e
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{
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KDE_Gaussian,
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KDE_Epanechnikov,
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KDE_Rectangular,
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KDE_Triangular,
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};
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enum kde_norm_e
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{
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KDE_MAX2ONE,
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KDE_SUM2ONE,
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KDE_CUMSTOM,
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};
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class kde
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{
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public:
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kde();
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virtual ~kde();
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/**
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* @brief Construct a new kde object
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*
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* @param h 核函数的带宽
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* @param s 核密度估计的采样点序列
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*/
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kde(double h, const array<double> &s);
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/**
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* @brief 初始化核密度估计对象
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*
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* @param h 核函数的带宽
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* @param x 核密度估计的采样点序列
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*/
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void init(double h, const array<double> &s);
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/**
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* @brief 计算集合的概率密度分布
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*
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* @param m 待计算的数据集合
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* @param d 采样点处的概率分布
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* @param k_type 核函数类型
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*/
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void get_distribution(const array<double> &m, array<double> &d,
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kde_kernel_e k_type = KDE_Gaussian);
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/**
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* @brief 计算集合的概率密度分布相对于集合元素的偏导数
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*
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* @param m_id 待计算集合元素的索引
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* @param m 待计算的数据集合
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* @param dm 概率分布相对于集合元素m_id的偏导数
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* @param k_type 核函数类型
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*/
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void get_gradient_at(size_t m_id, const array<double> &m, array<double> &dm,
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kde_kernel_e k_type = KDE_Gaussian);
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private:
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size_t xs_;
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double h_;
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array<double> x_;
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double gaussian_kernel(double x);
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double epanechnikov_kernel(double x, bool gradient = false);
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double rectangular_kernel(double x, bool gradient = false);
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double triangular_kernel(double x, bool gradient = false);
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};
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class kde2d
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{
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public:
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kde2d();
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kde2d(double h, const array<double> &x, const array<double> &y);
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kde2d(double h, const std::vector<double> &x, const std::vector<double> &y);
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virtual ~kde2d();
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void init(double h, const array<double> &x, const array<double> &y);
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void init(double h, const std::vector<double> &x, const std::vector<double> &y);
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double get_density_at(double x, double y, kde_kernel_e k_type = KDE_Gaussian);
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/**
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* @brief Get the probability density of a single kernel. Note the value is not normalized by the kernel number.
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*
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* @param k_id kernel index
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* @param x inquiring location x
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* @param y inquiring location y
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* @param k_type kernel type
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* @return kernel value
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*/
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double get_kernel_density_at(size_t k_id, double x, double y, kde_kernel_e k_type = KDE_Gaussian);
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void get_gradient_at(double x, double y, double &gx, double &gy, kde_kernel_e k_type = KDE_Gaussian);
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void get_kernel_gradient_at(size_t k_id, double x, double y, double &gx, double &gy, kde_kernel_e k_type = KDE_Gaussian);
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void get_distribution(const array<double> x, const array<double> y, array<double> &d, array<double> &dx,
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array<double> &dy, kde_kernel_e k_type = KDE_Gaussian, kde_norm_e n_type = KDE_MAX2ONE, double norm = 1.0);
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void save(double xmin, double xmax, double ymin, double ymax, int xnum, int ynum, std::string file);
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private:
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double h_;
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array<double> x_, y_;
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double gaussian_kernel(double x, double y);
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};
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}
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#endif // _GCTL_KERNEL_DENSITY_ESTIMATION_H
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