# pyFTS.probabilistic.kde — pyFTS 1.6 documentation

# Source code for pyFTS.probabilistic.kde

    # -*- coding: utf8 -*-

    """
    Kernel Density Estimation
    """

    from pyFTS.common import Transformations
    import numpy as np

    class KernelSmoothing(object):
        """Kernel Density Estimation"""
        def __init__(self, **kwargs):
            self.h = kwargs.get('h',.5)
            """Width parameter"""
            self.kernel = kwargs.get("kernel", "epanechnikov")
            """Kernel function"""
            self.data = kwargs.get("data",None)
            self.transf = Transformations.Scale(min=0,max=1)

            if self.data is not None:
                self.data = self.transf.apply(self.data)

        def kernel_function(self, u):
            """
            Apply the kernel

            :param u:
            :return:
            """
            if self.kernel == "epanechnikov":
                tmp = (3/4)*(1.0 - u**2)
                return tmp if tmp > 0 else 0
            elif self.kernel == "gaussian":
                return (1.0/np.sqrt(2*np.pi))*np.exp(-0.5*u**2)
            elif self.kernel == "uniform":
                return 0.5
            elif self.kernel == "triangular":
                tmp = 1.0 - np.abs(u)
                return tmp if tmp > 0 else 0
            elif self.kernel == "logistic":
                return 1.0/(np.exp(u)+2+np.exp(-u))
            elif self.kernel == "cosine":
                return (np.pi/4.0)*np.cos((np.pi/2.0)*u)
            elif self.kernel == "sigmoid":
                return (2.0/np.pi)*(1.0/(np.exp(u)+np.exp(-u)))
            elif self.kernel == "tophat":
                return 1 if np.abs(u) < 0.5 else 0
            elif self.kernel == "exponential":
                return 0.5 * np.exp(-np.abs(u))

        def probability(self, x, **kwargs):
            """
            Probability of the point x on data

            :param x:
            :param data:
            :return:
            """

            if self.data is None:
                self.data = kwargs.get('data',None)
                self.data = self.transf.apply(self.data)

            l = len(self.data)

            nx = self.transf.apply(x)
            p = sum([self.kernel_function((nx - k)/self.h) for k in self.data]) / l*self.h

            return p