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