Returns the bandwidth for kernel density estimation based
on Silverman's rule.
Namespace:
Extreme.Statistics
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static double NormalReferenceBandwidth(
Vector<double> input,
Kernel kernel
)
Public Shared Function NormalReferenceBandwidth (
input As Vector(Of Double),
kernel As Kernel
) As Double
public:
static double NormalReferenceBandwidth(
Vector<double>^ input,
Kernel^ kernel
)
static member NormalReferenceBandwidth :
input : Vector<float> *
kernel : Kernel -> float
Parameters
- input
- Type: Extreme.MathematicsVectorDouble
The data on which the estimate is based. - kernel
- Type: Extreme.StatisticsKernel
The kernel to be used for estimation.
Return Value
Type:
DoubleThe corresponding bandwidth.
The bandwidth returned by this function minimizes the
integrated square error if the data is normally distributed.
Reference