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KernelDensityEstimate Method

Estimate the probability density function of a random variable.

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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public static double Estimate(
	double x,
	double bandwidth,
	IList<double> samples,
	Func<double, double> kernel
)

Parameters

x  Double

[Missing <param name="x"/> documentation for "M:Altaxo.Calc.Statistics.KernelDensity.Estimate(System.Double,System.Double,System.Collections.Generic.IList{System.Double},System.Func{System.Double,System.Double})"]

bandwidth  Double

[Missing <param name="bandwidth"/> documentation for "M:Altaxo.Calc.Statistics.KernelDensity.Estimate(System.Double,System.Double,System.Collections.Generic.IList{System.Double},System.Func{System.Double,System.Double})"]

samples  IListDouble

[Missing <param name="samples"/> documentation for "M:Altaxo.Calc.Statistics.KernelDensity.Estimate(System.Double,System.Double,System.Collections.Generic.IList{System.Double},System.Func{System.Double,System.Double})"]

kernel  FuncDouble, Double

[Missing <param name="kernel"/> documentation for "M:Altaxo.Calc.Statistics.KernelDensity.Estimate(System.Double,System.Double,System.Collections.Generic.IList{System.Double},System.Func{System.Double,System.Double})"]

Return Value

Double

[Missing <returns> documentation for "M:Altaxo.Calc.Statistics.KernelDensity.Estimate(System.Double,System.Double,System.Collections.Generic.IList{System.Double},System.Func{System.Double,System.Double})"]

Remarks
The routine assumes that the provided kernel is well defined, i.e. a real non-negative function that integrates to 1.
See Also