org.apache.spark.mllib.stat

Class KernelDensity

java.lang.Object

org.apache.spark.mllib.stat.KernelDensity

All Implemented Interfaces:

java.io.Serializable

public class KernelDensity
extends java.lang.Object
implements scala.Serializable

Kernel density estimation. Given a sample from a population, estimate its probability density function at each of the given evaluation points using kernels. Only Gaussian kernel is supported.

Scala example:

 val sample = sc.parallelize(Seq(0.0, 1.0, 4.0, 4.0))
 val kd = new KernelDensity()
   .setSample(sample)
   .setBandwidth(3.0)
 val densities = kd.estimate(Array(-1.0, 2.0, 5.0))
 

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
KernelDensity()

Method Summary

Methods

Modifier and Type	Method and Description
double[]	estimate(double[] points) Estimates probability density function at the given array of points.
static double	normPdf(double mean, double standardDeviation, double logStandardDeviationPlusHalfLog2Pi, double x) Evaluates the PDF of a normal distribution.
KernelDensity	setBandwidth(double bandwidth) Sets the bandwidth (standard deviation) of the Gaussian kernel (default: 1.0).
KernelDensity	setSample(JavaRDD<java.lang.Double> sample) Sets the sample to use for density estimation (for Java users).
KernelDensity	setSample(RDD<java.lang.Object> sample) Sets the sample to use for density estimation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

KernelDensity

public KernelDensity()

Method Detail

normPdf

public static double normPdf(double mean,
             double standardDeviation,
             double logStandardDeviationPlusHalfLog2Pi,
             double x)

Evaluates the PDF of a normal distribution.

setBandwidth

public KernelDensity setBandwidth(double bandwidth)

Sets the bandwidth (standard deviation) of the Gaussian kernel (default: 1.0).

Parameters:

bandwidth - (undocumented)

Returns:

(undocumented)

setSample

public KernelDensity setSample(RDD<java.lang.Object> sample)

Sets the sample to use for density estimation.

Parameters:

sample - (undocumented)

Returns:

(undocumented)

setSample

public KernelDensity setSample(JavaRDD<java.lang.Double> sample)

Sets the sample to use for density estimation (for Java users).

Parameters:

sample - (undocumented)

Returns:

(undocumented)

estimate

public double[] estimate(double[] points)

Estimates probability density function at the given array of points.

Parameters:

points - (undocumented)

Returns:

(undocumented)