/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var pow = require( '@stdlib/math/base/special/pow' ); var min = require( '@stdlib/math/base/special/min' ); var EPSILON = require( '@stdlib/constants/float64/eps' ); var stdev = require( './stdev.js' ); var iqr = require( './iqr.js' ); // MAIN // /** * Computes the rule-of-thumb bandwidth for the values in a column of `x`. * * @private * @param {ndarrayLike} arr - input ndarray * @param {number} j - index of the column from which to obtain the values * @returns {NumericArray} array with bandwidth values * * @example * var ndarrayLike = require( './ndarray_like.js' ); * * var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571, 1.7881, 2.019, 2.25, 2.481, 2.7119 ]; * var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454, 4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ]; * var arr = ndarrayLike( x, y ); * var out = pickBandwidth( arr, 1 ); * // returns ~1.717 */ function pickBandwidth( arr, j ) { var minElement; var sigmaHat; var powTerm; var iqrVal; var out; iqrVal = iqr( arr, j ) / 1.34; sigmaHat = stdev( arr, j ); minElement = min( iqrVal, sigmaHat ); powTerm = pow( arr.shape[ 0 ], -1/5 ); out = 1.06 * powTerm * minElement; if ( out === 0 ) { out = EPSILON; } return out; } // EXPORTS // module.exports = pickBandwidth;