summaryrefslogtreecommitdiff
path: root/src/de/lmu/ifi/dbs/elki/math/statistics/kernelfunctions/EpanechnikovKernelDensityFunction.java
blob: bf91e227c7b0da43634116e6cdefc97d6981432b (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
package de.lmu.ifi.dbs.elki.math.statistics.kernelfunctions;

/*
 This file is part of ELKI:
 Environment for Developing KDD-Applications Supported by Index-Structures

 Copyright (C) 2013
 Ludwig-Maximilians-Universität München
 Lehr- und Forschungseinheit für Datenbanksysteme
 ELKI Development Team

 This program is free software: you can redistribute it and/or modify
 it under the terms of the GNU Affero General Public License as published by
 the Free Software Foundation, either version 3 of the License, or
 (at your option) any later version.

 This program is distributed in the hope that it will be useful,
 but WITHOUT ANY WARRANTY; without even the implied warranty of
 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 GNU Affero General Public License for more details.

 You should have received a copy of the GNU Affero General Public License
 along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

import de.lmu.ifi.dbs.elki.utilities.Alias;
import de.lmu.ifi.dbs.elki.utilities.documentation.Reference;
import de.lmu.ifi.dbs.elki.utilities.optionhandling.AbstractParameterizer;

/**
 * Epanechnikov kernel density estimator.
 * 
 * @author Erich Schubert
 */
@Alias({ "epanechnikov" })
public final class EpanechnikovKernelDensityFunction implements KernelDensityFunction {
  /**
   * Static instance.
   */
  public static final EpanechnikovKernelDensityFunction KERNEL = new EpanechnikovKernelDensityFunction();

  /**
   * Canonical bandwidth: 15^(1/5)
   */
  @Reference(authors = "J.S. Marron, D. Nolan", title = "Canonical kernels for density estimation", booktitle = "Statistics & Probability Letters, Volume 7, Issue 3", url = "http://dx.doi.org/10.1016/0167-7152(88)90050-8")
  public static final double CANONICAL_BANDWIDTH = Math.pow(15., .2);

  /**
   * Standard deviation.
   */
  public static final double STDDEV = 1. / Math.sqrt(5.);

  /**
   * R constant.
   */
  public static final double R = 3. / 5.;

  /**
   * Private, empty constructor. Use the static instance!
   */
  private EpanechnikovKernelDensityFunction() {
    // Nothing to do.
  }

  @Override
  public double density(double delta) {
    return (delta < 1.) ? .75 * (1 - delta * delta) : 0.;
  }

  @Override
  public double canonicalBandwidth() {
    return CANONICAL_BANDWIDTH;
  }

  @Override
  public double standardDeviation() {
    return STDDEV;
  }

  @Override
  public double getR() {
    return R;
  }

  /**
   * Parameterization stub.
   * 
   * @author Erich Schubert
   * 
   * @apiviz.exclude
   */
  public static class Parameterizer extends AbstractParameterizer {
    @Override
    protected EpanechnikovKernelDensityFunction makeInstance() {
      return KERNEL;
    }
  }
}