Kernel Density.Normal Reference Bandwidth Method
Returns the bandwidth for kernel density estimation based
on Silverman's rule.
Definition
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The corresponding bandwidth.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static double NormalReferenceBandwidth(
Vector<double> input,
Kernel kernel
)
Parameters
- input Vector<Double>
- The data on which the estimate is based.
- kernel Kernel
- The kernel to be used for estimation.
Return Value
DoubleThe corresponding bandwidth.
Remarks
The bandwidth returned by this function minimizes the integrated square error if the data is normally distributed.
Exceptions
ArgumentNullException | input is null. -or- kernel is null. |