Opened 13 years ago

Closed 13 years ago

## #359 closed request (fixed)

# Smooth histogram

Reported by: | Peter | Owned by: | Peter |
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Priority: | major | Milestone: | yat 0.5 |

Component: | statistics | Version: | trunk |

Keywords: | Cc: |

### Description

This algorithm can be viewed as an extension of a Histogram, and like a histogram it should be used to estimate a probability distribution. However, rather than binning data, a kernel function is used for *smoother inclusion* of data point.

The interface should resemble of the interface of Histogram:

- Estimation points are defined in constructor telling in which points the probability distribution should be estimated.
- One can add a data point (double) the the object.
- A kernel function defines how to estimate distribution as d(y) = sum K(y,x_i)

Typically the Kernel function only depends on absolute value |y-x_i|. A normalization should be provided in same fashion as in Histogram (it need to be defined how this should behave for N -> inf)

The KernelFunctions? that exist in yat::regression could be used here, although this functionality does not belong in regression (rather in statistics, right?)

Histogram should be a special case of this algorithm, in which Rectangular Kernel Function is used and estimation points are equally distributed with a separation equal to twice the width of the Kernel Function.

### Change History (2)

### comment:1 Changed 13 years ago by

Milestone: | yat 0.x+ → yat 0.5 |
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Status: | new → assigned |

### comment:2 Changed 13 years ago by

Resolution: | → fixed |
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Status: | assigned → closed |

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