Hi William, I wrote a basic kernel density estimator using the gsl library that mimics the behavior of the default kernel density estimator in the R language: http://gist.github.com/549857 which uses Silverman's rule of thumb to estimate the bandwidth.
-Carl On Wed, Aug 25, 2010 at 8:16 AM, William Oquendo <[email protected]> wrote: > Dear all, > > For histogram with uniform sizes, I just need to scale the original > histogram h by (explicit expresion writen): > gsl_histogram_bins(h)/(gsl_histogram_sum(h)*(gsl_histogram_max(h) - > gsl_histogram_min(h))); > > For non-uniform bins, the scaling should be performed bin by bin, with the > particular width. > > Any hope for fast kernel density estimators? > > Thanks in advance. > > Best regards / Cordialmente, > > -- > William Oquendo > Phd Candidate > Simulation Of Physical Systems Group > Universidad Nacional de Colombia > Linux User # 321481 > ********************* > Este correo puede carecer de tildes o eñes ya que el teclado no contiene > estos caracteres. Presento excusas por eso. > > ********************* > > > > On Wed, Aug 25, 2010 at 9:24 AM, William Oquendo <[email protected]> > wrote: > > > Dear all, > > > > I am using the histogram gsl structs. I would like to know if is there a > > way to compute the Probability Density Function (not the Cummulative > > Probability Distribution function offered by the struct > gsl_histogram_pdf). > > Moreover, is there any option for fast kernel density estimators? > > > > Thanks in advance. > > > > Best regards / Cordialmente, > > > > -- > > William Oquendo > > Phd Candidate > > Simulation Of Physical Systems Group > > Universidad Nacional de Colombia > > Linux User # 321481 > > ********************* > > Este correo puede carecer de tildes o eñes ya que el teclado no contiene > > estos caracteres. Presento excusas por eso. > > > > ********************* > > > > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > -- Carl Boettiger Population Biology, UC Davis http://two.ucdavis.edu/~cboettig _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
