Module dstats.kerneldensity
This module contains a small but growing library for performing kernel density estimation.
Author
David Simcha
Functions
| Name | Description |
|---|---|
scottBandwidth(data)
|
Uses Scott's Rule to select the bandwidth of the Gaussian kernel density estimator. This is 1.06 * min(stdev(data), interquartileRange(data) / 1.34) N ^^ -0.2. R must be a forward range of numeric types. |
Classes
| Name | Description |
|---|---|
KernelDensity
|
Construct an N-dimensional kernel density estimator. This is done using the textbook definition of kernel density estimation, since the binning and convolving method used in the 1-D case would rapidly become unfeasible w.r.t. memory usage as dimensionality increased. |
KernelDensity1D
|
Estimates densities in the 1-dimensional case. The 1-D case is special enough to be treated as a special case, since it's very common and enables some significant optimizations that are otherwise not feasible. |