Inner product of probability densities

Description

Functions computing the L^2 inner product of two multivariate or univariate probability densities.

Details

The functions use parametrical or nonparametrical estimation methods:

  • Gaussian densities, given the parameters:

    • multivariate: l2d.gp

    • univariate: l2d.gp.u

  • Parametrically estimated Gaussian densities, given samples:

    • multivariate: l2d.gs

    • univariate: l2d.gs.u

  • Estimated densities using the Gaussian kernel method, with the normal reference rule bandwidth:

    • multivariate: l2d.kga

    • univariate: l2d.kga.u

  • Estimated densities using the Gaussian kernel method, given the smoothing banwidths:

    • multivariate: l2d.kgw

    • univariate: l2d.kgw.u

Author(s)

Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard.

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