Bandwidth Module

Bandwidth selectors

Nested modules

Modules Description

BinNumber

Compute the number of bins for a histogram

Functions and values

Function or value Description

forHistogram data

Full Usage: forHistogram data

Parameters:
    data : seq<float> -

Returns: float

Simple bandwidth for histogram

data : seq<float>

Returns: float

Example

freedmanDiaconis data

Full Usage: freedmanDiaconis data

Parameters:
    data : float[] -

Returns: float

Calcultes bandwidth based on the Freedman–Diaconis rule

data : float[]

Returns: float

Example

fromBinNumber min max nBins

Full Usage: fromBinNumber min max nBins

Parameters:
    min : ^a -
    max : ^b -
    nBins : ^c -

Returns: float
Modifiers: inline

Calculates the bandwidth from min max and number of bins

min : ^a

max : ^b

nBins : ^c

Returns: float

Example

nrd0 x

Full Usage: nrd0 x

Parameters:
    x : float[] -

Returns: float

Implements Silverman's ‘rule of thumb’ for choosing the bandwidth of a Gaussian kernel density estimator.

x : float[]

Returns: float

Example

scottNormal data

Full Usage: scottNormal data

Parameters:
    data : float[] -

Returns: float

Calcultes bandwidth according to Scott's normal reference rule

data : float[]

Returns: float

Example

uLSCV data numberOfBins

Full Usage: uLSCV data numberOfBins

Parameters:
    data : float[] -
    numberOfBins : int option -

Returns: float

Least squares cross-validation of bandwidth (unbiased)

data : float[]

numberOfBins : int option

Returns: float

Example