/* XXL: The eXtensible and fleXible Library for data processing
Copyright (C) 2000-2011 Prof. Dr. Bernhard Seeger
Head of the Database Research Group
Department of Mathematics and Computer Science
University of Marburg
Germany
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 3 of the License, or (at your option) any later version.
This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public
License along with this library; If not, see <http://www.gnu.org/licenses/>.
http://code.google.com/p/xxl/
*/
package xxl.core.math.statistics.nonparametric.aggregates;
import java.util.List;
import xxl.core.math.functions.AggregationFunction;
import xxl.core.math.statistics.nonparametric.kernels.KernelBandwidths;
import xxl.core.math.statistics.nonparametric.kernels.KernelFunction;
import xxl.core.math.statistics.nonparametric.kernels.NativeKernelDensityEstimator;
import xxl.core.math.statistics.parametric.aggregates.OnlineAggregation;
/** In the context of online aggregation, running aggregates are built. Given an
* iterator of data, an {@link xxl.core.cursors.mappers.Aggregator Aggregator}
* computes iteratively aggregates. For instance, the current maximum
* of the already processed data is determined. An internal aggregation function processes
* the computation of the new element by consuming the old aggregate and the new element
* from the input cursor.
*
* Generally, each aggregation function must support a function call of the following type:<br>
* <tt>agg_n = f (agg_n-1, next)</tt>. <br>
* There, <tt>agg_n</tt> denotes the computed aggregation value after <tt>n</tt> steps,
* <tt>f</tt> represents the aggregation function,
* <tt>agg_n-1</tt> the computed aggregation value after <tt>n-1</tt> steps
* and <tt>next</tt> the next object to use for computation.
* <br>
*
* This class implements an aggregation function that computes the <tt>native kernel density estimator</tt>.
* Given an old and a new sample as processed objects, this function computes the native kernel density estimator based on the new sample.
* <br>
* Consider the following example that displays a concrete application of a
* native kernel density estimator aggregation function combined with an aggregator:
* <code><pre>
Aggregator aggregator =
new Aggregator(
new Aggregator( input, mapSamplingStrategy (sampleSize, samplingType)),
new NativeKernelDensityEstimatorAggregateFunction()
);
* </pre></code>
*
* @see xxl.core.cursors.mappers.Aggregator
* @see xxl.core.math.functions.AdaptiveAggregationFunction
* @see xxl.core.math.statistics.nonparametric.aggregates.Aggregators
* @see xxl.core.math.statistics.nonparametric.kernels.NativeKernelDensityEstimator
*/
public class NKDEAggregateFunction extends AggregationFunction<List,NativeKernelDensityEstimator> implements OnlineAggregation {
/** used kernel function for the kernel based based density estimator */
protected KernelFunction kf;
/** used estimator function for online aggregation */
protected NativeKernelDensityEstimator nkde;
/** internally used to store the given samples */
protected Object[] sample;
/** internally used to store the current bandwidth based upon the normal scale rule */
protected double h;
/** internally used to store the current variance resp. spread of the data */
protected double variance;
/** used type of bandwidth */
protected int bandwidthType;
/** Constructs a new Object of type NKDEAggregateFunction.
*
* @param kf used kernel function
* @param bandwidthType indicates the type of bandwidth used
*/
public NKDEAggregateFunction(KernelFunction kf, int bandwidthType) {
this.kf = kf;
this.bandwidthType = bandwidthType;
}
/** Constructs a new Object of type NKDEAggregateFunction.
* Initially, the normal scale rule is applied for the bandwidth.
*
* @param kf used kernel function
*/
public NKDEAggregateFunction(KernelFunction kf) {
this(kf, KernelBandwidths.THUMB_RULE_1D);
}
/** Two-figured function call for supporting aggregation by this function.
* Each aggregation function must support a function call like <tt>agg_n = f (agg_n-1, next)</tt>,
* where <tt>agg_n</tt> denotes the computed aggregation value after <tt>n</tt> steps, <tt>f</tt>
* the aggregation function, <tt>agg_n-1</tt> the computed aggregation value after <tt>n-1</tt> steps
* and <tt>next</tt> the next object to use for computation.
* This method delivers only <tt>null</tt> as aggregation result as long as the aggregation
* has not yet initialized.
*
* @param old result of the aggregation function in the previous computation step
* @param next next object used for computation
* @return the aggregation value after n steps, i.e., a native kernel density estimator
*/
public NativeKernelDensityEstimator invoke(NativeKernelDensityEstimator old, List next) { // next[0] = sample, next[1] = Double-Object with variance
if (next == null)
return null;
// if given next (Object[]) != null, all fields of the array are filled
variance = (Double) next.get(1);
sample = (Object[]) next.get(0);
h = KernelBandwidths.computeBandWidth1D(bandwidthType, sample, kf, variance, 0.0, 0.0);
if (nkde == null)
nkde = new NativeKernelDensityEstimator(kf, sample, h);
else {
nkde.setSample(sample);
nkde.setBandwidth(h);
}
return nkde;
}
/** Returns the current status of the on-line aggregation function
* implementing the OnlineAggregation interface.
*
* @return current status of this function
*/
public Object getState() {
if (nkde != null) {
return new Double(nkde.getBandwidth());
} else
return null;
}
/** Sets a new status of the on-line aggregation function
* implementing the OnlineAgggregation interface (optional).
* This method is not supported by this class.
* It is implemented by throwing an UnsupportedOperationException.
*
* @param state current state of the function
* @throws UnsupportedOperationException if this method is not supported by this class
*/
public void setState(Object state) {
throw new UnsupportedOperationException("not supported");
}
}