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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: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public static double Estimate(
	double x,
	double bandwidth,
	IList<double> samples,
	Func<double, double> kernel
)

Parameters

x  Double
Point at which to estimate the density.
bandwidth  Double
Kernel bandwidth (scale).
samples  IListDouble
Sample values used for estimation.
kernel  FuncDouble, Double
The kernel function to use for estimation.

Return Value

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