KernelDensity.NormalReferenceBandwidth 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#
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

Double
The 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.

See Also