Kernel Density Estimate.To Piecewise Distribution Method
Creates a finite-grid, piecewise approximation to this density.
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
A piecewise constant density with a piecewise linear CDF, normalized over the grid interval.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public PiecewiseDistribution ToPiecewiseDistribution(
KernelDensityGridOptions? options = null
)Parameters
- options KernelDensityGridOptions (Optional)
- Grid settings, or null for 512 points and three adjusted bandwidths of padding. At least three points are required.
Return Value
PiecewiseDistributionA piecewise constant density with a piecewise linear CDF, normalized over the grid interval.
Remarks
Trapezoidal cell masses are normalized before constructing the CDF. Tails outside the grid
are omitted. Choose a resolution that resolves the bandwidth. Non-Gaussian kernels require direct grid settings.
Exceptions
| Not | FFT controls are supplied for a non-Gaussian kernel. |
| Argument | The grid has fewer than three points, its resolved bounds or coordinates are invalid, or the sampled density is not finite, nonnegative and nonzero. |