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KernelDensityEstimateEpanechnikov Method

Estimate the probability density function of a random variable at point x using an Epanechnikov kernel. The Epanechnikov kernel is optimal in a mean square error sense.

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
Copy
public static double EstimateEpanechnikov(
	double x,
	double bandwidth,
	IList<double> samples
)

Parameters

x  Double
Point at which to estimate the density.
bandwidth  Double
Kernel bandwidth (scale).
samples  IListDouble
Sample values used for estimation.

Return Value

Double
The estimated density value at x using an Epanechnikov kernel.
See Also