Re: Question on SmoothKernelDistribution, value of computed bandwidth? (vrs. 8.01)
- To: mathgroup at smc.vnet.net
- Subject: [mg121461] Re: Question on SmoothKernelDistribution, value of computed bandwidth? (vrs. 8.01)
- From: Andy Ross <andyr at wolfram.com>
- Date: Fri, 16 Sep 2011 05:46:42 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
On 9/15/2011 3:38 AM, kristoph wrote:
> 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]
>
>
>
>
There is an undocumented way to extract it. Try
dist["Bandwidth"]
Andy Ross
Wolfram Research