Class NonParametricPdf

  • All Implemented Interfaces:
    IFunction, IModelFunction, FunctionDispatcher, HasName, HasUnits, HasValue, VariableListener

    public class NonParametricPdfextends Function
    A Pdf builtg from a given data set. The Pdf is evaluated using the idea of adaptive kernel estimation presented at Mirroring is to be performed when distributions don't naturally taper to zero on one or both sides. With abrupt interruptions of the distribution there is a leak of probability due to the way the kernel is built (gaussian). By mirroring the distribution on the side of the abrupt edge the loss of probability is minimized.

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