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Groups > comp.graphics.apps.gnuplot > #1905

Re: smooth kdensity

From sfeam <sfeam@users.sourceforge.net>
Newsgroups comp.graphics.apps.gnuplot
Subject Re: smooth kdensity
Followup-To comp.graphics.apps.gnuplot
Date 2013-06-20 08:28 -0700
Organization gnuplot development team
Message-ID <kpv6os$5ks$1@dont-email.me> (permalink)
References <kpv5ng$60a$1@news.rz.uni-karlsruhe.de>

Followups directed to: comp.graphics.apps.gnuplot

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Karl wrote:

> Hi,
> 
> the help states that
> 
>  "If only two columns have been specified, or if the value of the
>  third
> column is zero or less, gnuplot calculates the bandwidth which would
> be optimal if the input data was normally distributed. (This will
> usually be a very conservative, i.e. broad bandwidth.) "
> 
> How exactly is the bandwidth (that is sigma?) chosen, and what makes
> that "optimal"? 

    /* This is the optimal bandwidth if the point distribution is Gaussian.
       (Applied Smoothing Techniques for Data Analysis
       by Adrian W, Bowman & Adelchi Azzalini (1997)) */
    default_bandwidth = pow( 4.0/(3.0*num_points), 1.0/5.0 )*sigma;


> I´ve tried to read up on "kernel desity estimation",
> and found this here
> 
> http://en.wikipedia.org/wiki/Kernel_density_estimation#Practical_estimation_of_the_bandwidth
> 
> with "Silverman´s rule of thumb". Is that it?
> 
> And is there a way to read out the value afterwards for re-use, or
> determine it otherwise?

  from "help kdensity":

  The bandwidth used in the previous plot is stored in variable 
  GPVAL_KDENSITY_BANDWIDTH.



> 
>  - Karl

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Thread

smooth kdensity Karl <mail.kfr@gmx.net> - 2013-06-20 15:05 +0200
  Re: smooth kdensity sfeam <sfeam@users.sourceforge.net> - 2013-06-20 08:28 -0700
    Re: smooth kdensity Karl <mail.kfr@gmx.net> - 2013-06-20 20:09 +0200
      Re: smooth kdensity sfeam <sfeam@users.sourceforge.net> - 2013-06-21 17:48 -0700
        Re: smooth kdensity Karl <mail.kfr@gmx.net> - 2013-06-22 16:34 +0200
          Re: smooth kdensity sfeam <sfeam@users.sourceforge.net> - 2013-06-22 12:48 -0700
            Re: smooth kdensity Karl <mail.kfr@gmx.net> - 2013-06-24 06:12 +0200
              Re: smooth kdensity sfeam <sfeam@users.sourceforge.net> - 2013-06-28 12:09 -0700

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