Class GaussianKernel

Gaussian kernel function

Hierarchy

KernelFunction
- GaussianKernel

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new GaussianKernel(average: Real, sigma: Real): GaussianKernel

- Defined in ql/math/kernelfunctions.ts:24
Parameters
- average: Real
- sigma: Real
Returns GaussianKernel

Properties

Private _cnd

_cnd: CumulativeNormalDistribution

Private _nd

_nd: NormalDistribution

Private _normFact

_normFact: Real

Methods

d

d(x: Real): Real

- Defined in ql/math/kernelfunctions.ts:37
Parameters
- x: Real
Returns Real

f

f(x: Real): Real

Overrides KernelFunction.f
- Defined in ql/math/kernelfunctions.ts:33
Parameters
- x: Real
Returns Real

primitive

primitive(x: Real): Real

- Defined in ql/math/kernelfunctions.ts:41
Parameters
- x: Real
Returns Real