MultivariateEmpiricalDistributionSilvermanRule Method (Double, Double)

Gets the Silverman's rule. estimative of the smoothing parameter. This is the default smoothing rule applied used when estimating MultivariateEmpiricalDistributions.

Namespace: Accord.Statistics.Distributions.Multivariate
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

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public static double[,] SilvermanRule(
	double[][] observations,
	double[] weights
)

Public Shared Function SilvermanRule ( 
	observations As Double()(),
	weights As Double()
) As Double(,)

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Parameters

observations: Type: SystemDouble
The observations for the empirical distribution.
weights: Type: SystemDouble
The fractional importance for each sample. Those values must sum up to one.

Return Value

Type: Double
An estimative of the smoothing parameter.

Remarks

This method is described on Wikipedia, at http://en.wikipedia.org/wiki/Multivariate_kernel_density_estimation

Reference

MultivariateEmpiricalDistribution Class

SilvermanRule Overload

Accord.Statistics.Distributions.Multivariate Namespace