id summary reporter owner description type status priority milestone component version resolution keywords cc
359 Smooth histogram Peter Peter "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." request closed major yat 0.5 statistics trunk fixed