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  • KernelDensity Class
    • Methods
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KernelDensity Class

Extreme Optimization Numerical Libraries for .NET Professional
Contains methods for computing kernel density estimates.
Inheritance Hierarchy

SystemObject
  Extreme.StatisticsKernelDensity

Namespace:  Extreme.Statistics
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
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public static class KernelDensity
Public NotInheritable Class KernelDensity
public ref class KernelDensity abstract sealed
[<AbstractClassAttribute>]
[<SealedAttribute>]
type KernelDensity =  class end

The KernelDensity type exposes the following members.

Methods

  NameDescription
Public methodStatic memberEstimate(VectorDouble, Kernel, VectorDouble, Double, KernelDensityBandwidthEstimator, Double)
Estimates the density of the input
Public methodStatic memberEstimate(VectorDouble, Kernel, Double, Double, KernelDensityBandwidthEstimator, Double)
Estimates the density of the input
Public methodStatic memberEstimate(VectorDouble, Kernel, Int32, Double, Double, Double, Double, KernelDensityBandwidthEstimator, Double)
Estimates the density of the input.
Public methodStatic memberEstimateBandwidth
Estimates the bandwidth for kernel density estimation using the specified data and method.
Public methodStatic memberEstimateDistribution
Estimates the probability density of the input variable.
Public methodStatic memberNormalReferenceBandwidth
Returns the bandwidth for kernel density estimation based on Silverman's rule.
Public methodStatic memberScottBandwidth
Returns the bandwidth for kernel density estimation based on Scott's rule.
Public methodStatic memberSilvermanBandwidth
Returns the bandwidth for kernel density estimation based on Silverman's rule.
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Fields

  NameDescription
Public fieldStatic memberBiweightKernel
Represents a bi-weight kernel.
Public fieldStatic memberCosineKernel
Represents a cosine kernel.
Public fieldStatic memberCosineKernel2
Represents an alternative cosine kernel.
Public fieldStatic memberEpanechnikovKernel
Represents an Epanechnikov kernel.
Public fieldStatic memberGaussianKernel
Represents a Gaussian kernel.
Public fieldStatic memberLogisticKernel
Represents a logistic kernel.
Public fieldStatic memberTriangularKernel
Represents a kernel shaped like a triangle.
Public fieldStatic memberTricubicKernel
Represents a tri-cubic kernel.
Public fieldStatic memberTriweightKernel
Represents a tri-weight kernel.
Public fieldStatic memberUniformKernel
Represents a uniform kernel, shaped like a rectangle.
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Remarks

Use the methods in the KernelDensity class to perform kernel density estimation on a variable. Methods for estimating a suitable bandwidth are also available.

KernelDensity also defines several kernels, including the GaussianKernel, UniformKernel (flat top kernel), and EpanechnikovKernel.

See Also

Reference

Extreme.Statistics Namespace

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