36 lines
654 B
C++
36 lines
654 B
C++
#ifndef KERNELDENSITY_H
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#define KERNELDENSITY_H
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#include <cmath>
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#include <random>
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#include <functional>
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#include <eigen3/Eigen/Dense>
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#include "../../Assertions.h"
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#include "../random/RandomGenerator.h"
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namespace Distribution {
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template <typename T, typename Sample> class KernelDensity{
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private:
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const std::function<T(Sample)> probabilityFunction;
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public:
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KernelDensity(const std::function<T(Sample)> probabilityFunction) : probabilityFunction(probabilityFunction){
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}
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T getProbability(Sample sample){
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return probabilityFunction(sample);
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}
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};
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}
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#endif // KERNELDENSITY_H
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