Question on SmoothKernelDistribution, value of computed bandwidth? (vrs. 8.01)
- To: mathgroup at smc.vnet.net
- Subject: [mg121431] Question on SmoothKernelDistribution, value of computed bandwidth? (vrs. 8.01)
- From: kristoph <kristophs.post at web.de>
- Date: Thu, 15 Sep 2011 04:38:01 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
Hi
Regarding the function SmoothKernelDistribution I'm aware that it is
possible to compute the kernel pdf of some data. In order to do so
Mathematica computes the bandwidth parameter if it is not provided.
I was wondering if it is possible to retrieve the value of the
computed bandwidth parameter somehow. I was unable to do so, but I
think it is possible since Mathematica is computing and using it in
order to compute the kernel pdf.
Does anyone have an idea? Thanks in advance for help.
Here is an example:
data=RandomReal[1,1000];
dist= SmoothKernelDistribution[data,
"LeastSquaresCrossValidation", "Epanechnikov"];
Plot[PDF[dist, x], {x, -1, 1}, Filling -> Axis, Exclusions -> None]