ConditionalDensityEstimator.java

package umontreal.ssj.stat.density;

 
public abstract class ConditionalDensityEstimator extends DensityEstimatorDoubleArray {
 
   @Override
   public void setData(double[][] data) {
      this.data = new double[data.length][];
      for (int i = 0; i < data.length; i++) {
         this.data[i] = new double[data[i].length];
         for (int j = 0; j < data[i].length; j++)
            this.data[i][j] = data[i][j];
      }
 
   }
 
   @Override
   public double evalDensity(double x) {
      double dens = 0.0;
      int N = data.length;
      double Ninv = 1.0 / (double) N;
      for (int i = 0; i < N; i++) {
         dens += evalEstimator(x, data[i]);
      }
      dens *= Ninv;
      return dens;
   }
 
   @Override
   public double[] evalDensity(double[] x) {
      int k = x.length;
      double[] dens = new double[k];
      int N = data.length;
      double Ninv = 1.0 / (double) N;
      for (int j = 0; j < k; j++) {
         dens[j] = 0.0;
         for (int i = 0; i < N; i++) {
            dens[j] += evalEstimator(x[j], data[i]);
 
         }
         dens[j] *= Ninv;
      }
      return dens;
   }
 
   @Override
   public double[] evalDensity(double[] evalPoints, double[][] data) {
      setData(data);
      return evalDensity(evalPoints);
   }

   public abstract double evalEstimator(double x, double[] data);
 
   @Override
   public String toString() {
      return "Conditional Density Estimator";
   }
 
}