EmpiricalDistributionSmoothingRule Method (Double, Double)

Gets the default estimative of the smoothing parameter.

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

Syntax

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

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

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.

Type: Double
An estimative of the smoothing parameter.

Remarks

This method is based on the practical estimation of the bandwidth as suggested in Wikipedia: http://en.wikipedia.org/wiki/Kernel_density_estimation