Merge pull request #40 from mathematicalmichael/patch/stability

weighted kde option, stability

Author: mathematicalmichael

src/mud/base.py

@@ -51,21 +51,21 @@ def set_initial(self, distribution=None):
         self._up = None
         self._pr = None
 
-    def set_predicted(self, distribution=None):
+    def set_predicted(self, distribution=None, **kwargs):
         if distribution is None:
-            distribution = gkde(self.y.T)
+            distribution = gkde(self.y.T, **kwargs)
             pred_pdf = distribution.pdf(self.y.T).T
         else:
-            pred_pdf = distribution.pdf(self.y)
+            pred_pdf = distribution.pdf(self.y, **kwargs)
         self._pr = pred_pdf
         self._up = None
 
-    def fit(self):
+    def fit(self, **kwargs):
         if self._in is None:
             self.set_initial()
             self._pr = None
         if self._pr is None:
-            self.set_predicted()
+            self.set_predicted(**kwargs)
         if self._ob is None:
             self.set_observed()
 
@@ -153,7 +153,7 @@ def fit(self):
         assert ps_pdf.shape[0] == self.X.shape[0]
         if np.sum(ps_pdf) == 0:
             raise ValueError("Posterior numerically unstable.")
-        self._ps = ps_pdf / np.sum(ps_pdf)
+        self._ps = ps_pdf
 
     def map_point(self):
         if self._ps is None: