Changeset 12139 for trunk/sources/HeuristicLab.Analysis

Timestamp:

03/05/15 14:17:33 (10 years ago)

Author:

ascheibe

Message:

#2351

• renamed NormalDistribution class
• added Silverman's rule of thumb for bandwidth estimation
• made bandwidth configurable in UI

Location:

trunk/sources/HeuristicLab.Analysis/3.3

Files:

• HeuristicLab.Analysis-3.3.csproj (modified) (1 diff)
• Statistics/KernelDensityEstimator.cs (moved) (moved from trunk/sources/HeuristicLab.Analysis/3.3/Statistics/NormalDistribution.cs) (3 diffs)

trunk/sources/HeuristicLab.Analysis/3.3/HeuristicLab.Analysis-3.3.csproj

@@ -167 +167 @@
     <Compile Include="Statistics\Fitting\LinearLeastSquaresFitting.cs" />
     <Compile Include="Statistics\Fitting\LogFitting.cs" />
-    <Compile Include="Statistics\NormalDistribution.cs" />
+    <Compile Include="Statistics\KernelDensityEstimator.cs" />
     <Compile Include="Statistics\PairwiseTest.cs" />
     <Compile Include="Statistics\SampleSizeDetermination.cs" />

trunk/sources/HeuristicLab.Analysis/3.3/Statistics/KernelDensityEstimator.cs

@@ -26 +26 @@
 
 namespace HeuristicLab.Analysis.Statistics {
-  public static class NormalDistribution {
+  public static class KernelDensityEstimator {
     public static double[] Density(double[] x, double mean, double stdDev) {
       return x.Select(xi => Density(xi, mean, stdDev)).ToArray();
@@ -36 +36 @@
                              (2.0 * Math.Pow(stdDev, 2.0))));
     }
-
 
     // the scale (sigma) of the kernel is a parameter
@@ -62 +61 @@
       return newX.Zip(y, Tuple.Create).ToList();
     }
+
+    //Silverman's rule of thumb for bandwidth estimation (sigma)
+    public static double EstimateBandwidth(double[] x) {
+      return 1.06 * x.StandardDeviation() * Math.Pow(x.Length, -0.2);
+    }
   }
 }