// @(#)root/tmva $Id$ // Author: Asen Christov /********************************************************************************** * Project: TMVA - a Root-integrated toolkit for multivariate data analysis * * Package: TMVA * * Class : KDEKernel * * Web : http://tmva.sourceforge.net * * * * Description: * * The Probability Density Functions (PDFs) used for the Likelihood analysis * * can suffer from low statistics of the training samples. This can cause * * the PDFs to fluctuate instead to be smooth. Nonparamatric Kernel Density * * Estimation is one of the methods to produce "smooth" PDFs. * * * * Authors (alphabetical): * * Asen Christov - Freiburg U., Germany * * * * Copyright (c) 2007: * * CERN, Switzerland * * MPI-K Heidelberg, Germany * * Freiburg U., Germany * * * * Redistribution and use in source and binary forms, with or without * * modification, are permitted according to the terms listed in LICENSE * * (http://tmva.sourceforge.net/LICENSE) * **********************************************************************************/ #ifndef ROOT_TMVA_KDEKernel #define ROOT_TMVA_KDEKernel ////////////////////////////////////////////////////////////////////////// // // // KDEKernel // // // // KDE Kernel for "smoothing" the PDFs // // // ////////////////////////////////////////////////////////////////////////// #include "Rtypes.h" class TH1; class TH1F; class TF1; namespace TMVA { class MsgLogger; class KDEKernel { public: enum EKernelType { kNone = 0, kGauss = 1 }; enum EKernelIter { kNonadaptiveKDE = 1, kAdaptiveKDE = 2 }; enum EKernelBorder { kNoTreatment = 1, kKernelRenorm = 2, kSampleMirror = 3 }; public: KDEKernel( EKernelIter kiter = kNonadaptiveKDE, const TH1* hist = nullptr, Float_t lower_edge=0., Float_t upper_edge=1., EKernelBorder kborder = kNoTreatment, Float_t FineFactor = 1.); virtual ~KDEKernel( void ); // calculates the integral of the Kernel function in the given bin. Float_t GetBinKernelIntegral(Float_t lowr, Float_t highr, Float_t mean, Int_t binnum); // sets the type of Kernel to be used (Default 1 mean Gaussian) void SetKernelType( EKernelType ktype = kGauss ); // modified name (remove TMVA::) const char* GetName() const { return "KDEKernel"; } private: Float_t fSigma; ///< Width of the Kernel function EKernelIter fIter; ///< iteration number Float_t fLowerEdge; ///< the lower edge of the PDF Float_t fUpperEdge; ///< the upper edge of the PDF Float_t fFineFactor; ///< fine tuning factor for Adaptive KDE: factor to multiply the "width" of the Kernel function TF1 *fKernel_integ; ///< the integral of the Kernel function EKernelBorder fKDEborder; ///< The method to take care about "border" effects TH1F *fHist; ///< copy of input histogram TH1F *fFirstIterHist; ///< histogram to be filled in the hidden iteration TH1F *fSigmaHist; ///< contains the Sigmas Widths for adaptive KDE Bool_t fHiddenIteration; ///< Defines if whats currently running is the // (first) hidden iteration when doing adaptive KDE mutable MsgLogger* fLogger; ///< message logger MsgLogger& Log() const { return *fLogger; } ClassDef(KDEKernel,0); // Kernel density estimator for PDF smoothing };// namespace TMVA } #endif // KDEKernel_H