Kernel Density.Estimate Method
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
Estimate( | Estimates the density of the input |
Estimate( | Estimates the density of the input |
Estimate( | Estimates the density of the input. |
Estimate(Vector<Double>, Kernel, Vector<Double>, Double, KernelDensityBandwidthEstimator, Double)
public static Vector<double> Estimate(
Vector<double> input,
Kernel kernel,
Vector<double> values,
double bandwidth = NaN,
KernelDensityBandwidthEstimator bandwidthEstimator = KernelDensityBandwidthEstimator.NormalReference,
double bandwidthAdjustment = 1
)
Parameters
- input Vector<Double>
- kernel Kernel
- The kernel to use for the estimation.
- values Vector<Double>
- The value at which to estimate the density.
- bandwidth Double (Optional)
- Optional. The bandwidth.
- bandwidthEstimator KernelDensityBandwidthEstimator (Optional)
- Optional. The method used to compute the bandwidth.
- bandwidthAdjustment Double (Optional)
- Optional. A factor by which to adjust the bandwidth.
Return Value
Vector<Double>A vector containing the estimated density at values.
Remarks
When bandwidth is supplied, it is used as the bandwidth, and the value of bandwidthEstimator is ignored. Otherwise, the method specified by bandwidthEstimator is used to estimate the bandwidth. The default is to use the normal reference bandwidth, which minimizes the integrated square error under the assumption that the data is normal.
The bandwidth is multiplied by the bandwidthAdjustment, with a default value of 1. This makes it possible to specify a bandwidth as a fraction of the estimated bandwidth.
Exceptions
ArgumentNullException | input is null. -or- kernel is null. -or- values is null. |
Estimate(Vector<Double>, Kernel, Double, Double, KernelDensityBandwidthEstimator, Double)
public static double Estimate(
Vector<double> input,
Kernel kernel,
double value,
double bandwidth = NaN,
KernelDensityBandwidthEstimator bandwidthEstimator = KernelDensityBandwidthEstimator.NormalReference,
double bandwidthAdjustment = 1
)
Parameters
- input Vector<Double>
- kernel Kernel
- The kernel to use for the estimation.
- value Double
- The value at which to estimate the density.
- bandwidth Double (Optional)
- Optional. The bandwidth.
- bandwidthEstimator KernelDensityBandwidthEstimator (Optional)
- Optional. The method used to compute the bandwidth.
- bandwidthAdjustment Double (Optional)
- Optional. A factor by which to adjust the bandwidth.
Return Value
DoubleThe estimated density at value.
Remarks
When bandwidth is supplied, it is used as the bandwidth, and the value of bandwidthEstimator is ignored. Otherwise, the method specified by bandwidthEstimator is used to estimate the bandwidth. The default is to use the normal reference bandwidth, which minimizes the integrated square error under the assumption that the data is normal.
The bandwidth is multiplied by the bandwidthAdjustment, with a default value of 1. This makes it possible to specify a bandwidth as a fraction of the estimated bandwidth.
Exceptions
ArgumentNullException | input is null. -or- kernel is null. |
Estimate(Vector<Double>, Kernel, Int32, Double, Double, Double, Double, KernelDensityBandwidthEstimator, Double)
public static Vector<double> Estimate(
Vector<double> input,
Kernel kernel,
int dataPoints = -1,
double lowerBound = NaN,
double upperBound = NaN,
double padding = 3,
double bandwidth = NaN,
KernelDensityBandwidthEstimator bandwidthEstimator = KernelDensityBandwidthEstimator.NormalReference,
double bandwidthAdjustment = 1
)
Parameters
- input Vector<Double>
- kernel Kernel
- The kernel to use for the estimation.
- dataPoints Int32 (Optional)
- Optional. The number of data points to use in the approximation.
- lowerBound Double (Optional)
- Optional. The lower bound of the interval where the density should be approximated.
- upperBound Double (Optional)
- Optional. The lower bound of the interval where the density should be approximated.
- padding Double (Optional)
- Optional. The space before the smallest element in input and after the largest element in input where the probability density should be approximated in units of the bandwidth. The default value is 3.
- bandwidth Double (Optional)
- Optional. The bandwidth.
- bandwidthEstimator KernelDensityBandwidthEstimator (Optional)
- Optional. The method used to compute the bandwidth.
- bandwidthAdjustment Double (Optional)
- Optional. A factor by which to adjust the bandwidth.
Return Value
Vector<Double>A vector containing the estimated density at dataPoints equally spaced points extending padding bandwidths past the lowest and largest values in input.
Remarks
When bandwidth is supplied, it is used as the bandwidth, and the value of bandwidthEstimator is ignored. Otherwise, the method specified by bandwidthEstimator is used to estimate the bandwidth. The default is to use the normal reference bandwidth, which minimizes the integrated square error under the assumption that the data is normal.
The bandwidth is multiplied by the bandwidthAdjustment, with a default value of 1. This makes it possible to specify a bandwidth as a fraction of the estimated bandwidth.
If lowerBound or upperBound are not supplied, they are calculated by extending the range of input by padding times the bandwidth.
Exceptions
ArgumentNullException | input is null. -or- kernel is null. |