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| template<typename Real > |
| double | npstat::amiseOptimalBwGauss (unsigned filterDegree, double npoints, Real *fvalues, unsigned long arrLen, Real h, double *expectedAmise=0) |
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| template<typename Real > |
| double | npstat::amiseOptimalBwSymbeta (unsigned power, unsigned filterDegree, double npoints, Real *fvalues, unsigned long arrLen, Real h, double *expectedAmise=0) |
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| double | npstat::amisePluginBwGauss (unsigned filterDegree, double npoints, double sampleSigma, double *expectedAmise=0) |
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| double | npstat::approxAmisePluginBwGauss (double filterDegree, double npoints, double sampleSigma) |
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| double | npstat::amisePluginBwSymbeta (unsigned power, unsigned filterDegree, double npoints, double sampleSigma, double *expectedAmise=0) |
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| double | npstat::symbetaBandwidthRatio (int power, unsigned filterDegree) |
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| double | npstat::approxSymbetaBandwidthRatio (int power, double filterDegree) |
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| unsigned | npstat::amisePluginDegreeGauss (double npoints) |
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| unsigned | npstat::amisePluginDegreeSymbeta (unsigned power, double npoints) |
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| unsigned | npstat::maxFilterDegreeSupported () |
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| double | npstat::integralOfSymmetricBetaSquared (int power) |
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| double | npstat::integralOfSymmetricBetaSquared (int power, double a, double b) |
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Optimal AMISE bandwidth for KDE with high order kernels.
AMISE stands for Asymptotic Mean Integrated Squared Error. The formulae used in this code come from the paper "Bandwidth
Selection in Kernel Density Estimation: A Review" by B.A. Turlach.
Author: I. Volobouev
July 2010
1.9.1