KernelDensity.h File Reference

KernelDensity: the Gaussian kernel density estimate over a ParticleSet, the read-only view that ParticleSet::toDensity() returns, with its draws. More...

#include <cstddef>
#include <expected>
#include <random>
#include <span>
#include <utility>
#include <EmrysFilter/Core/Allocation.h>
#include <EmrysFilter/Core/Execution.h>
#include <EmrysFilter/Core/Forwarding.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Core/Resampling.h>
#include <EmrysFilter/Core/Solve.h>
#include <EmrysFilter/Core/Stamp.h>
#include <EmrysFilter/Core/Weights.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/ParticleSet.h>
#include <EmrysFilter/Distributions/SampleSet.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Distributions/Statistics.h>
#include <EmrysFilter/Spaces/Indexing.h>

Go to the source code of this file.

Classes
class	Emrys::KernelDensity< Space_, Scalar_, Allocator_ >
	Gaussian kernel density estimate over a ParticleSet. More...

Functions
template<typename Scalar, typename Space, typename Allocator, std::uniform_random_bit_generator G, typename R = resamplers::Multinomial> requires Resampler<R, Scalar, G>
SampleSet< Space, Scalar >	Emrys::drawSamples (KernelDensity< Space, Scalar, Allocator > const &kde, Eigen::Index n, G &rng, R const &resampler={})
template<typename Scalar, typename Space, typename Allocator, std::uniform_random_bit_generator G>
Moments< Space, Scalar >::VectorType	Emrys::drawSample (KernelDensity< Space, Scalar, Allocator > const &kde, G &rng)
template<typename Scalar, typename Space, typename Allocator, std::uniform_random_bit_generator G, typename R = resamplers::Multinomial> requires Resampler<R, Scalar, G>
SamplesWithLogDensity< Space, Scalar >	Emrys::drawSamplesWithLogDensity (KernelDensity< Space, Scalar, Allocator > const &kde, Eigen::Index n, G &rng, R const &resampler={})
template<ExecutionPolicy P, typename Scalar, typename Space, typename Allocator, std::uniform_random_bit_generator G, typename R = resamplers::Multinomial> requires Resampler<R, Scalar, G>
SamplesWithLogDensity< Space, Scalar >	Emrys::drawSamplesWithLogDensity (P &&policy, KernelDensity< Space, Scalar, Allocator > const &kde, Eigen::Index n, G &rng, R const &resampler={})
	drawSamplesWithLogDensity() under policy: the draws are taken as the sequential form takes them, and their log-densities are a for-each over the draws (see Execution policies), so the result is Sequential's.
template<typename Scalar, typename Space, typename Allocator, std::uniform_random_bit_generator G>
SampleWithLogDensity< Space, Scalar >	Emrys::drawSampleWithLogDensity (KernelDensity< Space, Scalar, Allocator > const &kde, G &rng)

Detailed Description

KernelDensity: the Gaussian kernel density estimate over a ParticleSet, the read-only view that ParticleSet::toDensity() returns, with its draws.

Included by ParticleSet.h at its end; include either. Read Fitting.h next.