Kernel Density.Estimate Gaussian Bandwidth Method
Estimates a Gaussian normal-reference bandwidth in observation units.
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
The finite positive bandwidth, based on the smaller of population standard deviation and interquartile range divided by 1.349, with standard deviation used when the quartile range is zero.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public static double EstimateGaussianBandwidth(
Vector<double> input
)Parameters
Return Value
DoubleThe finite positive bandwidth, based on the smaller of population standard deviation and interquartile range divided by 1.349, with standard deviation used when the quartile range is zero.
Remarks
The width is proportional to the robust scale times the sample count to the power -1/5.
Exceptions
| Argument | The observations are null. |
| Argument | There are fewer than two observations, an observation is nonfinite, or the data have no representable positive scale or bandwidth. |