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Density estimation features - #403

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yentyu:density-feature
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Density estimation features#403
yentyu wants to merge 2 commits into
UT-CHG:masterfrom
yentyu:density-feature

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@yentyu

@yentyu yentyu commented Sep 11, 2021

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This is a draft pull request for some of the modifications discussed here which will allow for different density estimation techniques.

Among the major modifications:

  • sample.evaluate_pdf and sample.evaluate_marginal_pdf have been altered to evaluate different pdfs. Previously, prob_type "kde" only evaluated marginal clustered kdes. This has been changed to "kde_marginals". Now prob_type "kde" expects a scipy.stats.gaussian_kde object for evaluation. Other prob_types have been introduced.
  • New function "generate_densities" is introduced in calculateR. The goal of this function is to provide a framework to apply alternative methods for output density estimation and save these density objects for evaluation in the sample_set_base objects using their native prob_type and prob_parameters attributes. "generate_densities" will be a wrapper function and should be flexible enough for new methods of density estimation to be applied.
  • calculateR.invert will have an option to call generate_densities with using different kinds of methods.

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