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| From | sfeam <sfeam@users.sourceforge.net> |
| Newsgroups | comp.graphics.apps.gnuplot |
| Subject | Re: smooth kdensity |
| Followup-To | comp.graphics.apps.gnuplot |
| Date | Thu, 20 Jun 2013 08:28:12 -0700 |
| Organization | gnuplot development team |
| Lines | 40 |
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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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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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