CMP++: Uncertainty Quantification & Bayesian Calibration
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cmp::kernel::Epanechnikov Class Reference

Epanechnikov (parabolic) density kernel. More...

#include <kernel++.h>

Inheritance diagram for cmp::kernel::Epanechnikov:
Collaboration diagram for cmp::kernel::Epanechnikov:

Public Member Functions

 Epanechnikov ()=default
 
double eval (const Eigen::VectorXd &z_diff) const override
 Evaluates the unnormalized Epanechnikov kernel.
 
double normalizationConstant (const size_t &dim) const override
 Returns the normalization constant for a given dimension.
 
double applyToGradient (const Eigen::VectorXd &z, const Eigen::VectorXd &grad_z_i) const override
 Computes the gradient of the kernel evaluation.
 
- Public Member Functions inherited from cmp::kernel::Kernel
virtual ~Kernel ()=default
 

Static Public Member Functions

static std::shared_ptr< Kernelmake ()
 Factory method for creating an Epanechnikov kernel.
 

Detailed Description

Epanechnikov (parabolic) density kernel.

Mathematical Formulation The multivariate Epanechnikov kernel:

\[ K(\mathbf{z}) \propto \begin{cases} 1 - \|\mathbf{z}\|_2^2 & \text{if } \|\mathbf{z}\|_2 \le 1 \\ 0 & \text{otherwise} \end{cases} \]

Constructor & Destructor Documentation

◆ Epanechnikov()

cmp::kernel::Epanechnikov::Epanechnikov ( )
default

Member Function Documentation

◆ applyToGradient()

double cmp::kernel::Epanechnikov::applyToGradient ( const Eigen::VectorXd &  z,
const Eigen::VectorXd &  grad_z_i 
) const
overridevirtual

Computes the gradient of the kernel evaluation.

Implements cmp::kernel::Kernel.

◆ eval()

double cmp::kernel::Epanechnikov::eval ( const Eigen::VectorXd &  z_diff) const
overridevirtual

Evaluates the unnormalized Epanechnikov kernel.

Implements cmp::kernel::Kernel.

◆ make()

static std::shared_ptr< Kernel > cmp::kernel::Epanechnikov::make ( )
inlinestatic

Factory method for creating an Epanechnikov kernel.

◆ normalizationConstant()

double cmp::kernel::Epanechnikov::normalizationConstant ( const size_t &  dim) const
overridevirtual

Returns the normalization constant for a given dimension.

Implements cmp::kernel::Kernel.


The documentation for this class was generated from the following files: