ex-1: change ε to 0.88 and write the correct results
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@ -150,7 +150,7 @@ double gauss_kde(double x, void * params) {
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* by the sample variance times a factor which
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* depends on the number of points and dimension.
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*/
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double bw = 0.4 * p.var * pow((double)p.n*3.0/4, -2.0/5);
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double bw = 0.777 * p.var * pow((double)p.n*3.0/4, -2.0/5);
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double sum = 0;
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for (size_t i = 0; i < p.n; i++)
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@ -289,10 +289,10 @@ where $\mathcal{N}$ is the kernel and the parameter $\varepsilon$, called
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determined in several ways. For simplicity, it was chosen to use Silverman's
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rule of thumb [@silverman86], which gives:
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$$
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\varepsilon = 0.63 \, S_N
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\varepsilon = 0.88 \, S_N
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\left(\frac{d + 2}{4}N\right)^{-1/(d + 4)}
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$$
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where the $0.63$ factor was chosen to compensate for the distortion that
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where the $0.88$ factor was chosen to compensate for the distortion that
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systematically reduces the peaks height, which affects the estimation of the
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mode, and:
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@ -303,13 +303,13 @@ With the empirical density estimation at hand, the FWHM can be computed by the
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same numerical method described for the true PDF. Again this was bootstrapped
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to estimate the standard error giving:
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$$
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\text{observed FWHM: } w_o = \num{4.06 \pm 0.08}
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\text{observed FWHM: } w_o = \num{4.11 \pm 0.07}
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$$
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Applying the $t$-test to these two values gives
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- $t=0.495$
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- $p=0.620$
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- $t=1.338$
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- $p=0.181$
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which shows a very good agreement and proves the estimator is robust.
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For reference, the initial estimation based on an histogram gave a rather
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inadequate \si{4 \pm 2}.
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which shows a good agreement and proves the estimator is robust. For reference,
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the initial estimation based on an histogram gave a rather inadequate \si{4 \pm
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2}.
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