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