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Re: [Help-gsl] Re: Computing Probability Density Functions (not the cumu


From: Carl Boettiger
Subject: Re: [Help-gsl] Re: Computing Probability Density Functions (not the cumulative probability distribution function)
Date: Wed, 25 Aug 2010 10:06:30 -0700

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 <address@hidden> 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 <address@hidden>
> 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
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-gsl
>



-- 
Carl Boettiger
Population Biology, UC Davis
http://two.ucdavis.edu/~cboettig


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