KernelDensity.EstimateGaussianBandwidth 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#
public static double EstimateGaussianBandwidth(
	Vector<double> input
)

Parameters

input  Vector<Double>
At least two finite observations with positive spread.

Return Value

Double
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.

Remarks

The width is proportional to the robust scale times the sample count to the power -1/5.

Exceptions

ArgumentNullExceptionThe observations are null.
ArgumentExceptionThere are fewer than two observations, an observation is nonfinite, or the data have no representable positive scale or bandwidth.

See Also