ex-1: change ε to 0.88 and write the correct results

This commit is contained in:
Giù Marcer 2020-06-08 17:59:14 +02:00 committed by rnhmjoj
parent 7f5ffa5949
commit 1833ab0613
2 changed files with 9 additions and 9 deletions

View File

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